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1. |
Record Nr. |
UNISALENTO991000529379707536 |
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Autore |
Pham, Huyên |
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Titolo |
Continuous-time stochastic control and optimization with financial applications [e-book] / by Huyên Pham |
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Pubbl/distr/stampa |
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ISBN |
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Descrizione fisica |
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Collana |
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Stochastic Modelling and Applied Probability, 0172-4568 ; 61 |
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Soggetti |
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Distribution (Probability theory) |
Finance |
Mathematical optimization |
Mathematics |
Systems theory |
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Lingua di pubblicazione |
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Formato |
Software |
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Livello bibliografico |
Monografia |
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2. |
Record Nr. |
UNINA9910782614003321 |
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Autore |
Iserles A. |
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Titolo |
A first course in the numerical analysis of differential equations / / Arieh Iserles [[electronic resource]] |
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Pubbl/distr/stampa |
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Cambridge : , : Cambridge University Press, , 2009 |
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ISBN |
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9780511995569 |
0-511-99556-3 |
1-283-33039-3 |
9786613330390 |
1-139-13490-6 |
1-139-12986-4 |
1-139-13379-9 |
0-511-50423-3 |
0-511-50637-6 |
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Edizione |
[Second edition.] |
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Descrizione fisica |
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1 online resource (xviii, 459 pages) : digital, PDF file(s) |
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Collana |
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Cambridge texts in applied mathematics ; ; 44 |
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Disciplina |
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Soggetti |
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Differential equations - Numerical solutions |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from publisher's bibliographic system (viewed on 05 Oct 2015). |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Preface to the first edition; Preface to the second edition; Flowchart of contents; Part I. Ordinary differential equations: 1. Euler's method and beyond; 2. Multistep methods; 3. Runge-Kutta methods; 4. Stiff equations; 5. Geometric numerical integration; 6. Error control; 7. Nonlinear algebraic systems; Part II. The Poisson equation: 8. Finite difference schemes; 9. The finite element method; 10. Spectral methods; 11. Gaussian elimination for sparse linear equations; 12. Classical iterative methods for sparse linear equations; 13. Multigrid techniques; 14. Conjugate gradients; 15. Fast Poisson solvers; Part III. Partial differential equations of evolution: 16. The diffusion equation; 17. Hyperbolic equations; Appendix. Bluffer's guide to useful mathematics: A.1. Linear algebra; A.2. Analysis; Bibliography; Index. |
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Sommario/riassunto |
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Numerical analysis presents different faces to the world. For mathematicians it is a bona fide mathematical theory with an applicable |
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flavour. For scientists and engineers it is a practical, applied subject, part of the standard repertoire of modelling techniques. For computer scientists it is a theory on the interplay of computer architecture and algorithms for real-number calculations. The tension between these standpoints is the driving force of this book, which presents a rigorous account of the fundamentals of numerical analysis of both ordinary and partial differential equations. The exposition maintains a balance between theoretical, algorithmic and applied aspects. This second edition has been extensively updated, and includes new chapters on emerging subject areas: geometric numerical integration, spectral methods and conjugate gradients. Other topics covered include multistep and Runge-Kutta methods; finite difference and finite elements techniques for the Poisson equation; and a variety of algorithms to solve large, sparse algebraic systems. |
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