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Advanced Mathematics for Engineers and Physicists [[electronic resource] /] / by Sever Angel Popescu, Marilena Jianu
Advanced Mathematics for Engineers and Physicists [[electronic resource] /] / by Sever Angel Popescu, Marilena Jianu
Autore Popescu Sever Angel
Edizione [1st ed. 2022.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Descrizione fisica 1 online resource (833 pages)
Disciplina 620.00151
Soggetto topico Mathematical analysis
Probabilities
Mathematical optimization
Calculus of variations
Differential equations
Analysis
Probability Theory
Calculus of Variations and Optimization
Differential Equations
Matemàtica per a enginyers
Física matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 3-031-21502-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- Basic Notations -- Sets -- Hyperbolic Functions -- Euler Integrals -- 1 First-Order Differential Equations -- 1.1 Introduction to Ordinary Differential Equations -- 1.2 Separable Equations -- 1.3 Homogeneous Equations -- 1.4 First-Order Linear Differential Equations -- 1.5 Bernoulli Equations -- 1.6 Riccati Equations -- 1.7 Exact Differential Equations -- 1.8 Lagrange Equations and Clairaut Equations -- 1.9 Existence and Uniqueness of Solution of the Cauchy Problem -- 1.10 Exercises -- 2 Higher-Order Differential Equations -- 2.1 Introduction -- 2.2 Homogeneous Linear Differential Equations of Order n -- 2.3 Non-Homogeneous Linear Differential Equations of Order n -- 2.4 Homogeneous Linear Equations with Constant Coefficients -- 2.5 Nonhomogeneous Linear Equations with Constant Coefficients -- 2.6 Euler Equations -- 2.7 Exercises -- 3 Systems of Differential Equations -- 3.1 Introduction -- 3.2 First-Order Systems and Differential Equations of Order n -- 3.3 Linear Systems of Differential Equations -- 3.4 Linear Systems with Constant Coefficients -- 3.4.1 The Homogeneous Case (the Algebraic Method) -- 3.4.2 The Non-Homogeneous Case (the Method of Undetermined Coefficients) -- 3.4.2.1 The Diagonalizable Case -- 3.4.2.2 The Non-Diagonalizable Case -- 3.4.3 Matrix Exponential and Linear Systems with Constant Coefficients -- 3.4.3.1 Fundamental Matrix -- 3.4.3.2 Matrix Exponential -- 3.4.3.3 The Exponential of a Diagonalizable Matrix -- 3.4.3.4 The Exponential of a Nondiagonalizable Matrix -- 3.4.4 Elimination Method for Linear Systems with Constant Coefficients -- 3.5 Autonomous Systems of Differential Equations -- 3.6 First-Order Partial Differential Equations -- 3.6.1 Linear Homogeneous First-Order PDE -- 3.6.2 Quasilinear First-Order Partial Differential Equations -- 3.7 Exercises -- 4 Fourier Series.
4.1 Introduction: Periodic, Piecewise Smooth Functions -- 4.1.1 Periodic Functions -- 4.1.2 Piecewise Continuous and Piecewise Smooth Functions -- 4.2 Fourier Series Expansions -- 4.2.1 Series of Functions -- 4.2.2 A Basic Trigonometric System -- 4.2.3 Fourier Coefficients -- 4.3 Orthogonal Systems of Functions -- 4.3.1 Inner Product -- 4.3.2 Best Approximation in the Mean: Bessel's Inequality -- 4.4 The Convergence of Fourier Series -- 4.5 Differentiation and Integration of the Fourier Series -- 4.6 The Convergence in the Mean: Complete Systems -- 4.7 Examples of Fourier Expansions -- 4.8 The Complex form of the Fourier Series -- 4.9 Exercises -- 5 Fourier Transform -- 5.1 Improper Integrals -- 5.2 The Fourier Integral Formula -- 5.3 The Fourier Transform -- 5.4 Solving Linear Differential Equations -- 5.5 Moments Theorems -- 5.6 Sampling Theorem -- 5.7 Discrete Fourier Transform -- 5.8 Exercises -- 6 Laplace Transform -- 6.1 Introduction -- 6.2 Properties of the Laplace Transform -- 6.3 Inverse Laplace Transform -- 6.4 Solving Linear Differential Equations -- 6.5 The Dirac Delta Function -- 6.6 Exercises -- 7 Second-Order Partial Differential Equations -- 7.1 Classification: Canonical Form -- 7.2 The Wave Equation -- 7.2.1 Infinite Vibrating String: D'Alembert Formula -- 7.2.2 Finite Vibrating String: Fourier Method -- 7.2.3 Laplace Transform Method for the Vibrating String -- 7.2.4 Vibrations of a Rectangular Membrane: Two-Dimensional Wave Equation -- 7.3 Vibrations of a Simply Supported Beam: Fourier Method -- 7.4 The Heat Equation -- 7.4.1 Modeling the Heat Flow from a Body in Space -- 7.4.2 Heat Flow in a Finite Rod: Fourier Method -- 7.4.3 Heat Flow in an Infinite Rod -- 7.4.4 Heat Flow in a Rectangular Plate -- 7.5 The Laplace's Equation -- 7.5.1 Dirichlet Problem for a Rectangle -- 7.5.2 Dirichlet Problem for a Disk -- 7.6 Exercises.
8 Introduction to the Calculus of Variations -- 8.1 Classical Variational Problems -- 8.2 General Frame of Calculus of Variations -- 8.3 The Case F[y]=abF(x,y,y) dx -- 8.4 The Case F[y]=ab F(x, y, y,…,y(n)) dx -- 8.5 The Case F[y1,…,yn]=abF(x,y1,…,yn,y1,…,yn) dx -- 8.6 The Case F[z]=@汥瑀瑯步渠D F (x,y,z,∂z∂x, ∂z∂y)dxdy -- 8.7 Isoperimetric Problems and Geodesic Problems -- 8.7.1 Isoperimetric Problems -- 8.7.2 Geodesic Problems -- 8.8 Exercises -- 9 Elements of Probability Theory -- 9.1 Sample Space: Event Space -- 9.2 Probability Space -- 9.3 Conditional Probability: Bayes Formula -- 9.4 Discrete Random Variables -- 9.4.1 Random Variables -- 9.4.2 Expected Value -- Moments -- 9.4.3 Variance -- 9.4.4 Discrete Uniform Distribution -- 9.4.5 Bernoulli Distribution -- 9.4.6 Binomial Distribution -- 9.4.7 Poisson Distribution -- 9.4.8 Geometric Distribution -- 9.5 Continuous Random Variables -- 9.5.1 The Probability Density Function -- The Distribution Function -- 9.5.2 Expected Value, Moments and Variance for Continuous Random Variables -- 9.5.3 Characteristic Function -- 9.5.4 The Uniform Distribution -- 9.5.5 The Exponential Distribution -- 9.5.6 The Normal Distribution -- 9.5.7 Gamma Distribution -- 9.5.8 Chi-Squared Distribution -- 9.5.9 Student t-Distribution -- 9.6 Limit Theorems -- 9.7 Exercises -- 10 Answers and Solutions to Exercises -- 10.1 Chapter 1 -- 10.2 Chapter 2 -- 10.3 Chapter 3 -- 10.4 Chapter 4 -- 10.5 Chapter 5 -- 10.6 Chapter 6 -- 10.7 Chapter 7 -- 10.8 Chapter 8 -- 10.9 Chapter 9 -- 11 Supplementary Materials -- 11.1 Normed, Metric and Hilbert Spaces -- 11.1.1 Normed Vector Spaces -- 11.1.2 Sequences and Series of Functions -- 11.1.3 Metric Spaces. Some Density Theorems -- 11.1.4 The Fields Q, R and C -- 11.1.5 Hilbert Spaces -- 11.1.6 Continuous Functions and Step Functions -- 11.1.7 Orthonormal Systems in a Hilbert Space.
11.2 Complex Function Theory -- 11.2.1 Differentiability of Complex Functions -- 11.2.2 Integration of Complex Functions -- 11.2.3 Power Series Representation -- 11.2.4 Residue Theorem and Applications -- Bibliography -- Index.
Record Nr. UNISA-996508570903316
Popescu Sever Angel  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Advanced Mathematics for Engineers and Physicists / / by Sever Angel Popescu, Marilena Jianu
Advanced Mathematics for Engineers and Physicists / / by Sever Angel Popescu, Marilena Jianu
Autore Popescu Sever Angel
Edizione [1st ed. 2022.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Descrizione fisica 1 online resource (833 pages)
Disciplina 620.00151
Soggetto topico Mathematical analysis
Probabilities
Mathematical optimization
Calculus of variations
Differential equations
Analysis
Probability Theory
Calculus of Variations and Optimization
Differential Equations
Matemàtica per a enginyers
Física matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 3-031-21502-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Contents -- Basic Notations -- Sets -- Hyperbolic Functions -- Euler Integrals -- 1 First-Order Differential Equations -- 1.1 Introduction to Ordinary Differential Equations -- 1.2 Separable Equations -- 1.3 Homogeneous Equations -- 1.4 First-Order Linear Differential Equations -- 1.5 Bernoulli Equations -- 1.6 Riccati Equations -- 1.7 Exact Differential Equations -- 1.8 Lagrange Equations and Clairaut Equations -- 1.9 Existence and Uniqueness of Solution of the Cauchy Problem -- 1.10 Exercises -- 2 Higher-Order Differential Equations -- 2.1 Introduction -- 2.2 Homogeneous Linear Differential Equations of Order n -- 2.3 Non-Homogeneous Linear Differential Equations of Order n -- 2.4 Homogeneous Linear Equations with Constant Coefficients -- 2.5 Nonhomogeneous Linear Equations with Constant Coefficients -- 2.6 Euler Equations -- 2.7 Exercises -- 3 Systems of Differential Equations -- 3.1 Introduction -- 3.2 First-Order Systems and Differential Equations of Order n -- 3.3 Linear Systems of Differential Equations -- 3.4 Linear Systems with Constant Coefficients -- 3.4.1 The Homogeneous Case (the Algebraic Method) -- 3.4.2 The Non-Homogeneous Case (the Method of Undetermined Coefficients) -- 3.4.2.1 The Diagonalizable Case -- 3.4.2.2 The Non-Diagonalizable Case -- 3.4.3 Matrix Exponential and Linear Systems with Constant Coefficients -- 3.4.3.1 Fundamental Matrix -- 3.4.3.2 Matrix Exponential -- 3.4.3.3 The Exponential of a Diagonalizable Matrix -- 3.4.3.4 The Exponential of a Nondiagonalizable Matrix -- 3.4.4 Elimination Method for Linear Systems with Constant Coefficients -- 3.5 Autonomous Systems of Differential Equations -- 3.6 First-Order Partial Differential Equations -- 3.6.1 Linear Homogeneous First-Order PDE -- 3.6.2 Quasilinear First-Order Partial Differential Equations -- 3.7 Exercises -- 4 Fourier Series.
4.1 Introduction: Periodic, Piecewise Smooth Functions -- 4.1.1 Periodic Functions -- 4.1.2 Piecewise Continuous and Piecewise Smooth Functions -- 4.2 Fourier Series Expansions -- 4.2.1 Series of Functions -- 4.2.2 A Basic Trigonometric System -- 4.2.3 Fourier Coefficients -- 4.3 Orthogonal Systems of Functions -- 4.3.1 Inner Product -- 4.3.2 Best Approximation in the Mean: Bessel's Inequality -- 4.4 The Convergence of Fourier Series -- 4.5 Differentiation and Integration of the Fourier Series -- 4.6 The Convergence in the Mean: Complete Systems -- 4.7 Examples of Fourier Expansions -- 4.8 The Complex form of the Fourier Series -- 4.9 Exercises -- 5 Fourier Transform -- 5.1 Improper Integrals -- 5.2 The Fourier Integral Formula -- 5.3 The Fourier Transform -- 5.4 Solving Linear Differential Equations -- 5.5 Moments Theorems -- 5.6 Sampling Theorem -- 5.7 Discrete Fourier Transform -- 5.8 Exercises -- 6 Laplace Transform -- 6.1 Introduction -- 6.2 Properties of the Laplace Transform -- 6.3 Inverse Laplace Transform -- 6.4 Solving Linear Differential Equations -- 6.5 The Dirac Delta Function -- 6.6 Exercises -- 7 Second-Order Partial Differential Equations -- 7.1 Classification: Canonical Form -- 7.2 The Wave Equation -- 7.2.1 Infinite Vibrating String: D'Alembert Formula -- 7.2.2 Finite Vibrating String: Fourier Method -- 7.2.3 Laplace Transform Method for the Vibrating String -- 7.2.4 Vibrations of a Rectangular Membrane: Two-Dimensional Wave Equation -- 7.3 Vibrations of a Simply Supported Beam: Fourier Method -- 7.4 The Heat Equation -- 7.4.1 Modeling the Heat Flow from a Body in Space -- 7.4.2 Heat Flow in a Finite Rod: Fourier Method -- 7.4.3 Heat Flow in an Infinite Rod -- 7.4.4 Heat Flow in a Rectangular Plate -- 7.5 The Laplace's Equation -- 7.5.1 Dirichlet Problem for a Rectangle -- 7.5.2 Dirichlet Problem for a Disk -- 7.6 Exercises.
8 Introduction to the Calculus of Variations -- 8.1 Classical Variational Problems -- 8.2 General Frame of Calculus of Variations -- 8.3 The Case F[y]=abF(x,y,y) dx -- 8.4 The Case F[y]=ab F(x, y, y,…,y(n)) dx -- 8.5 The Case F[y1,…,yn]=abF(x,y1,…,yn,y1,…,yn) dx -- 8.6 The Case F[z]=@汥瑀瑯步渠D F (x,y,z,∂z∂x, ∂z∂y)dxdy -- 8.7 Isoperimetric Problems and Geodesic Problems -- 8.7.1 Isoperimetric Problems -- 8.7.2 Geodesic Problems -- 8.8 Exercises -- 9 Elements of Probability Theory -- 9.1 Sample Space: Event Space -- 9.2 Probability Space -- 9.3 Conditional Probability: Bayes Formula -- 9.4 Discrete Random Variables -- 9.4.1 Random Variables -- 9.4.2 Expected Value -- Moments -- 9.4.3 Variance -- 9.4.4 Discrete Uniform Distribution -- 9.4.5 Bernoulli Distribution -- 9.4.6 Binomial Distribution -- 9.4.7 Poisson Distribution -- 9.4.8 Geometric Distribution -- 9.5 Continuous Random Variables -- 9.5.1 The Probability Density Function -- The Distribution Function -- 9.5.2 Expected Value, Moments and Variance for Continuous Random Variables -- 9.5.3 Characteristic Function -- 9.5.4 The Uniform Distribution -- 9.5.5 The Exponential Distribution -- 9.5.6 The Normal Distribution -- 9.5.7 Gamma Distribution -- 9.5.8 Chi-Squared Distribution -- 9.5.9 Student t-Distribution -- 9.6 Limit Theorems -- 9.7 Exercises -- 10 Answers and Solutions to Exercises -- 10.1 Chapter 1 -- 10.2 Chapter 2 -- 10.3 Chapter 3 -- 10.4 Chapter 4 -- 10.5 Chapter 5 -- 10.6 Chapter 6 -- 10.7 Chapter 7 -- 10.8 Chapter 8 -- 10.9 Chapter 9 -- 11 Supplementary Materials -- 11.1 Normed, Metric and Hilbert Spaces -- 11.1.1 Normed Vector Spaces -- 11.1.2 Sequences and Series of Functions -- 11.1.3 Metric Spaces. Some Density Theorems -- 11.1.4 The Fields Q, R and C -- 11.1.5 Hilbert Spaces -- 11.1.6 Continuous Functions and Step Functions -- 11.1.7 Orthonormal Systems in a Hilbert Space.
11.2 Complex Function Theory -- 11.2.1 Differentiability of Complex Functions -- 11.2.2 Integration of Complex Functions -- 11.2.3 Power Series Representation -- 11.2.4 Residue Theorem and Applications -- Bibliography -- Index.
Record Nr. UNINA-9910647396803321
Popescu Sever Angel  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2022
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Advances in Statistics - Theory and Applications [[electronic resource] ] : Honoring the Contributions of Barry C. Arnold in Statistical Science / / edited by Indranil Ghosh, N. Balakrishnan, Hon Keung Tony Ng
Advances in Statistics - Theory and Applications [[electronic resource] ] : Honoring the Contributions of Barry C. Arnold in Statistical Science / / edited by Indranil Ghosh, N. Balakrishnan, Hon Keung Tony Ng
Edizione [1st ed. 2021.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021
Descrizione fisica 1 online resource (xxxviii, 421 pages)
Disciplina 519.5
Collana Emerging Topics in Statistics and Biostatistics
Soggetto topico Statistics
Biometry
Probabilities
Statistical Theory and Methods
Biostatistics
Probability Theory
Bayesian Inference
Estadística matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 3-030-62900-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Wrapped gamma distribution for modeling and inference with asymmetric circular data - Ashis SenGupta, Carlos A. Coelho, Choung Min Ng -- 2. Goodness of fit tests for Cauchy distributions using data transformations - Jose A. Villasenor -- 3. A note on the product of independent beta random variables - Filipe J. Marques, Indranil Ghosh, Johan Ferreira, Andriette Bekker -- 4. Properties of system lifetime distributions in the classic model of independent exponential component lifetimes - Tomasz Rychlik -- 5. On the exact statistical distribution of econometric estimators and test statistics - Yong Bao, Xiaotian Liu, Aman Ullah -- 6. On conditional tail inferences from multivariate distributions - Harry Joe -- 7. A bivariate distribution with generalized exponential conditionals: Theory and applications - Miroslav Ristic, Bozidar V. Popovic, Indranil Ghosh -- 8. Assessment of distributional goodness-of-fit for modeling the superposition of renewal process data - Wei Zhang, William Q. Meeker -- 9. Skew-Elliptical Thomas point processes - Ngoc Anh Dao, Marc G. Genton -- 10. Bayesian model assessment and selection using Bregman divergence - Gyuhyeong Goh, Dipak K. Dey -- 11. On hidden truncation in non-normal models - Indranil Ghosh, Hon Keung Tony Ng.
Record Nr. UNISA-996466395303316
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Advances in Statistics - Theory and Applications : Honoring the Contributions of Barry C. Arnold in Statistical Science / / edited by Indranil Ghosh, N. Balakrishnan, Hon Keung Tony Ng
Advances in Statistics - Theory and Applications : Honoring the Contributions of Barry C. Arnold in Statistical Science / / edited by Indranil Ghosh, N. Balakrishnan, Hon Keung Tony Ng
Edizione [1st ed. 2021.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021
Descrizione fisica 1 online resource (xxxviii, 421 pages)
Disciplina 519.5
Collana Emerging Topics in Statistics and Biostatistics
Soggetto topico Statistics
Biometry
Probabilities
Statistical Theory and Methods
Biostatistics
Probability Theory
Bayesian Inference
Estadística matemàtica
Soggetto genere / forma Llibres electrònics
ISBN 3-030-62900-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto 1. Wrapped gamma distribution for modeling and inference with asymmetric circular data - Ashis SenGupta, Carlos A. Coelho, Choung Min Ng -- 2. Goodness of fit tests for Cauchy distributions using data transformations - Jose A. Villasenor -- 3. A note on the product of independent beta random variables - Filipe J. Marques, Indranil Ghosh, Johan Ferreira, Andriette Bekker -- 4. Properties of system lifetime distributions in the classic model of independent exponential component lifetimes - Tomasz Rychlik -- 5. On the exact statistical distribution of econometric estimators and test statistics - Yong Bao, Xiaotian Liu, Aman Ullah -- 6. On conditional tail inferences from multivariate distributions - Harry Joe -- 7. A bivariate distribution with generalized exponential conditionals: Theory and applications - Miroslav Ristic, Bozidar V. Popovic, Indranil Ghosh -- 8. Assessment of distributional goodness-of-fit for modeling the superposition of renewal process data - Wei Zhang, William Q. Meeker -- 9. Skew-Elliptical Thomas point processes - Ngoc Anh Dao, Marc G. Genton -- 10. Bayesian model assessment and selection using Bregman divergence - Gyuhyeong Goh, Dipak K. Dey -- 11. On hidden truncation in non-normal models - Indranil Ghosh, Hon Keung Tony Ng.
Record Nr. UNINA-9910483453003321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Advances in Time Series Analysis and Forecasting : Selected Contributions from ITISE 2016 / / edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela
Advances in Time Series Analysis and Forecasting : Selected Contributions from ITISE 2016 / / edited by Ignacio Rojas, Héctor Pomares, Olga Valenzuela
Edizione [1st ed. 2017.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017
Descrizione fisica 1 online resource (412 pages)
Disciplina 519.55
Collana Contributions to Statistics
Soggetto topico Statistics
Econometrics
Computer science - Mathematics
Mathematical statistics
Probabilities
Statistics in Business, Management, Economics, Finance, Insurance
Probability and Statistics in Computer Science
Probability Theory
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences
ISBN 3-319-55789-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preface -- Part I: Analysis of Irregularly Sampled Time Series: Techniques, Algorithms and Case Studies -- Scientific Contributions -- Part II: Multi-scale Analysis of Univariate and Multivariate Time Series -- Scientific Contributions -- Part III: Linear and Non-linear Time Series Models -- Scientific Contributions -- Part IV: Advanced Time Series Forecasting Methods -- Scientific Contributions -- Part V: Applications in Time Series Analysis and Forecasting -- Scientific Contributions -- Author Index.
Record Nr. UNINA-9910254304803321
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Ambit Stochastics / / by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Ambit Stochastics / / by Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
Autore Barndorff-Nielsen Ole E
Edizione [1st ed. 2018.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018
Descrizione fisica XXV, 402 p. : gráf. ; ; 25 cm
Disciplina 519.2
Collana Probability Theory and Stochastic Modelling
Soggetto topico Probabilities
Mathematical physics
Social sciences - Mathematics
Statistics
Probability Theory
Mathematical Physics
Mathematics in Business, Economics and Finance
Statistics in Business, Management, Economics, Finance, Insurance
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences
ISBN 3-319-94129-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Part I The purely temporal case -- 1 Volatility modulated Volterra processes -- 2 Simulation -- 3 Asymptotic theory for power variation of LSS processes -- 4 Integration with respect to volatility modulated Volterra processes -- Part II The spatio-temporal case -- 5 The ambit framework -- 6 Representation and simulation of ambit fields -- 7 Stochastic integration with ambit fields as integrators -- 8 Trawl processes -- Part III Applications -- 9 Turbulence modelling -- 10 Stochastic modelling of energy spot prices by LSS processes -- 11 Forward curve modelling by ambit fields -- Appendix A: Bessel functions -- Appendix B: Generalised hyperbolic distribution -- References -- Index.
Record Nr. UNINA-9910300106803321
Barndorff-Nielsen Ole E  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / / by Amarjit Budhiraja, Paul Dupuis
Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods / / by Amarjit Budhiraja, Paul Dupuis
Autore Budhiraja Amarjit
Edizione [1st ed. 2019.]
Pubbl/distr/stampa New York, NY : , : Springer US : , : Imprint : Springer, , 2019
Descrizione fisica 1 online resource (577 pages)
Disciplina 511.4
Collana Probability Theory and Stochastic Modelling
Soggetto topico Probabilities
Engineering mathematics
Engineering - Data processing
Numerical analysis
Probability Theory
Mathematical and Computational Engineering Applications
Numerical Analysis
ISBN 1-4939-9579-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Preliminaries and elementary examples -- Discrete time processes -- Continuous time processes -- Monte Carlo approximation.
Record Nr. UNINA-9910349346003321
Budhiraja Amarjit  
New York, NY : , : Springer US : , : Imprint : Springer, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Autore Dũng Dinh
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (216 pages)
Disciplina 515.35
Altri autori (Persone) NguyenVan Kien
SchwabChristoph
ZechJakob
Collana Lecture Notes in Mathematics
Soggetto topico Differential equations
Probabilities
Numerical analysis
Functional analysis
Differential Equations
Probability Theory
Numerical Analysis
Functional Analysis
ISBN 9783031383847
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Acknowledgement -- Contents -- List of Symbols -- List of Abbreviations -- 1 Introduction -- 1.1 An Example -- 1.2 Contributions -- 1.3 Scope of Results -- 1.4 Structure and Content of This Text -- 1.5 Notation and Conventions -- 2 Preliminaries -- 2.1 Finite Dimensional Gaussian Measures -- 2.1.1 Univariate Gaussian Measures -- 2.1.2 Multivariate Gaussian Measures -- 2.1.3 Hermite Polynomials -- 2.2 Gaussian Measures on Separable Locally Convex Spaces -- 2.2.1 Cylindrical Sets -- 2.2.2 Definition and Basic Properties of Gaussian Measures -- 2.3 Cameron-Martin Space -- 2.4 Gaussian Product Measures -- 2.5 Gaussian Series -- 2.5.1 Some Abstract Results -- 2.5.2 Karhunen-Loève Expansion -- 2.5.3 Multiresolution Representations of GRFs -- 2.5.4 Periodic Continuation of a Stationary GRF -- 2.5.5 Sampling Stationary GRFs -- 2.6 Finite Element Discretization -- 2.6.1 Function Spaces -- 2.6.2 Finite Element Interpolation -- 3 Elliptic Divergence-Form PDEs with Log-Gaussian Coefficient -- 3.1 Statement of the Problem and Well-Posedness -- 3.2 Lipschitz Continuous Dependence -- 3.3 Regularity of the Solution -- 3.4 Random Input Data -- 3.5 Parametric Deterministic Coefficient -- 3.5.1 Deterministic Countably Parametric Elliptic PDEs -- 3.5.2 Probabilistic Setting -- 3.5.3 Deterministic Complex-Parametric Elliptic PDEs -- 3.6 Analyticity and Sparsity -- 3.6.1 Parametric Holomorphy -- 3.6.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.7 Parametric Hs(D)-Analyticity and Sparsity -- 3.7.1 Hs(D)-Analyticity -- 3.7.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.8 Parametric Kondrat'ev Analyticity and Sparsity -- 3.8.1 Parametric Ks(D)-Analyticity -- 3.8.2 Sparsity of Ks-Norms of Wiener-Hermite PC Expansion Coefficients -- 3.9 Bibliographical Remarks -- 4 Sparsity for Holomorphic Functions.
4.1 (b,ξ,δ,X)-Holomorphy and Sparsity -- 4.2 (b,ξ,δ,X)-Holomorphy of Composite Functions -- 4.3 Examples of Holomorphic Data-to-Solution Maps -- 4.3.1 Linear Elliptic Divergence-Form PDE with Parametric Diffusion Coefficient -- 4.3.2 Linear Parabolic PDE with Parametric Coefficient -- 4.3.3 Linear Elastostatics with Log-Gaussian Modulus of Elasticity -- 4.3.4 Maxwell Equations with Log-Gaussian Permittivity -- 4.3.5 Linear Parametric Elliptic Systems and Transmission Problems -- 5 Parametric Posterior Analyticity and Sparsity in BIPs -- 5.1 Formulation and Well-Posedness -- 5.2 Posterior Parametric Holomorphy -- 5.3 Example: Parametric Diffusion Coefficient -- 6 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1.1 Smolyak Sparse-Grid Interpolation -- 6.1.2 Smolyak Sparse-Grid Quadrature -- 6.2 Multiindex Sets -- 6.2.1 Number of Function Evaluations -- 6.2.2 Construction of (ck,ν)νF -- 6.2.3 Summability Properties of the Collection (ck,ν)νF -- 6.2.4 Computing -- 6.3 Interpolation Convergence Rate -- 6.4 Quadrature Convergence Rate -- 7 Multilevel Smolyak Sparse-Grid Interpolation and Quadrature -- 7.1 Setting and Notation -- 7.2 Multilevel Smolyak Sparse-Grid Algorithms -- 7.3 Construction of an Allocation of Discretization Levels -- 7.4 Multilevel Smolyak Sparse-Grid Interpolation Algorithm -- 7.5 Multilevel Smolyak Sparse-Grid Quadrature Algorithm -- 7.6 Examples for Multilevel Interpolation and Quadrature -- 7.6.1 Parametric Diffusion Coefficient in Polygonal Domain -- 7.6.2 Parametric Holomorphy of the Posterior Density in Bayesian PDE Inversion -- 7.7 Linear Multilevel Interpolation and Quadrature Approximation -- 7.7.1 Multilevel Smolyak Sparse-Grid Interpolation -- 7.7.2 Multilevel Smolyak Sparse-Grid Quadrature -- 7.7.3 Applications to Parametric Divergence-Form EllipticPDEs.
7.7.4 Applications to Holomorphic Functions -- 8 Conclusions -- References -- Index.
Record Nr. UNISA-996558453803316
Dũng Dinh  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs [[electronic resource] /] / by Dinh Dũng, Van Kien Nguyen, Christoph Schwab, Jakob Zech
Autore Dũng Dinh
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (216 pages)
Disciplina 515.35
Altri autori (Persone) NguyenVan Kien
SchwabChristoph
ZechJakob
Collana Lecture Notes in Mathematics
Soggetto topico Differential equations
Probabilities
Numerical analysis
Functional analysis
Differential Equations
Probability Theory
Numerical Analysis
Functional Analysis
ISBN 9783031383847
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Preface -- Acknowledgement -- Contents -- List of Symbols -- List of Abbreviations -- 1 Introduction -- 1.1 An Example -- 1.2 Contributions -- 1.3 Scope of Results -- 1.4 Structure and Content of This Text -- 1.5 Notation and Conventions -- 2 Preliminaries -- 2.1 Finite Dimensional Gaussian Measures -- 2.1.1 Univariate Gaussian Measures -- 2.1.2 Multivariate Gaussian Measures -- 2.1.3 Hermite Polynomials -- 2.2 Gaussian Measures on Separable Locally Convex Spaces -- 2.2.1 Cylindrical Sets -- 2.2.2 Definition and Basic Properties of Gaussian Measures -- 2.3 Cameron-Martin Space -- 2.4 Gaussian Product Measures -- 2.5 Gaussian Series -- 2.5.1 Some Abstract Results -- 2.5.2 Karhunen-Loève Expansion -- 2.5.3 Multiresolution Representations of GRFs -- 2.5.4 Periodic Continuation of a Stationary GRF -- 2.5.5 Sampling Stationary GRFs -- 2.6 Finite Element Discretization -- 2.6.1 Function Spaces -- 2.6.2 Finite Element Interpolation -- 3 Elliptic Divergence-Form PDEs with Log-Gaussian Coefficient -- 3.1 Statement of the Problem and Well-Posedness -- 3.2 Lipschitz Continuous Dependence -- 3.3 Regularity of the Solution -- 3.4 Random Input Data -- 3.5 Parametric Deterministic Coefficient -- 3.5.1 Deterministic Countably Parametric Elliptic PDEs -- 3.5.2 Probabilistic Setting -- 3.5.3 Deterministic Complex-Parametric Elliptic PDEs -- 3.6 Analyticity and Sparsity -- 3.6.1 Parametric Holomorphy -- 3.6.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.7 Parametric Hs(D)-Analyticity and Sparsity -- 3.7.1 Hs(D)-Analyticity -- 3.7.2 Sparsity of Wiener-Hermite PC Expansion Coefficients -- 3.8 Parametric Kondrat'ev Analyticity and Sparsity -- 3.8.1 Parametric Ks(D)-Analyticity -- 3.8.2 Sparsity of Ks-Norms of Wiener-Hermite PC Expansion Coefficients -- 3.9 Bibliographical Remarks -- 4 Sparsity for Holomorphic Functions.
4.1 (b,ξ,δ,X)-Holomorphy and Sparsity -- 4.2 (b,ξ,δ,X)-Holomorphy of Composite Functions -- 4.3 Examples of Holomorphic Data-to-Solution Maps -- 4.3.1 Linear Elliptic Divergence-Form PDE with Parametric Diffusion Coefficient -- 4.3.2 Linear Parabolic PDE with Parametric Coefficient -- 4.3.3 Linear Elastostatics with Log-Gaussian Modulus of Elasticity -- 4.3.4 Maxwell Equations with Log-Gaussian Permittivity -- 4.3.5 Linear Parametric Elliptic Systems and Transmission Problems -- 5 Parametric Posterior Analyticity and Sparsity in BIPs -- 5.1 Formulation and Well-Posedness -- 5.2 Posterior Parametric Holomorphy -- 5.3 Example: Parametric Diffusion Coefficient -- 6 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1 Smolyak Sparse-Grid Interpolation and Quadrature -- 6.1.1 Smolyak Sparse-Grid Interpolation -- 6.1.2 Smolyak Sparse-Grid Quadrature -- 6.2 Multiindex Sets -- 6.2.1 Number of Function Evaluations -- 6.2.2 Construction of (ck,ν)νF -- 6.2.3 Summability Properties of the Collection (ck,ν)νF -- 6.2.4 Computing -- 6.3 Interpolation Convergence Rate -- 6.4 Quadrature Convergence Rate -- 7 Multilevel Smolyak Sparse-Grid Interpolation and Quadrature -- 7.1 Setting and Notation -- 7.2 Multilevel Smolyak Sparse-Grid Algorithms -- 7.3 Construction of an Allocation of Discretization Levels -- 7.4 Multilevel Smolyak Sparse-Grid Interpolation Algorithm -- 7.5 Multilevel Smolyak Sparse-Grid Quadrature Algorithm -- 7.6 Examples for Multilevel Interpolation and Quadrature -- 7.6.1 Parametric Diffusion Coefficient in Polygonal Domain -- 7.6.2 Parametric Holomorphy of the Posterior Density in Bayesian PDE Inversion -- 7.7 Linear Multilevel Interpolation and Quadrature Approximation -- 7.7.1 Multilevel Smolyak Sparse-Grid Interpolation -- 7.7.2 Multilevel Smolyak Sparse-Grid Quadrature -- 7.7.3 Applications to Parametric Divergence-Form EllipticPDEs.
7.7.4 Applications to Holomorphic Functions -- 8 Conclusions -- References -- Index.
Record Nr. UNINA-9910751387703321
Dũng Dinh  
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Applied Linear Algebra, Probability and Statistics : A Volume in Honour of C. R. Rao and Arbind K. Lal / / edited by Ravindra B. Bapat, Manjunatha Prasad Karantha, Stephen J. Kirkland, Samir Kumar Neogy, Sukanta Pati, Simo Puntanen
Applied Linear Algebra, Probability and Statistics : A Volume in Honour of C. R. Rao and Arbind K. Lal / / edited by Ravindra B. Bapat, Manjunatha Prasad Karantha, Stephen J. Kirkland, Samir Kumar Neogy, Sukanta Pati, Simo Puntanen
Autore Bapat Ravindra B
Edizione [1st ed. 2023.]
Pubbl/distr/stampa Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023
Descrizione fisica 1 online resource (540 pages)
Disciplina 512.5
Altri autori (Persone) KaranthaManjunatha Prasad
KirklandStephen J
NeogySamir Kumar
PatiSukanta
PuntanenSimo
Collana Indian Statistical Institute Series
Soggetto topico Algebras, Linear
Probabilities
Statistics
Graph theory
Stochastic processes
Game theory
Linear Algebra
Probability Theory
Statistical Theory and Methods
Graph Theory
Stochastic Processes
Game Theory
Àlgebra lineal
Probabilitats
Estadística
Soggetto genere / forma Llibres electrònics
ISBN 981-9923-10-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Chapter 1. On Some Matrix Versions of Covariance, Harmonic Mean and other Inequalities: An Overview -- Chapter 2. The Impact of Professor C. R. Rao's Research used in solving problems in Applied Probability -- Chapter 3. Upper ounds for the Euclidean distances between the BLUEs under the partitioned linear fixed model and the corresponding mixed model -- Chapter 4. Nucleolus Computation for some Structured TU Games via Graph Theory and Linear Algebra -- Chapter 5. From Linear System of Equations to Artificial Intelligence - The evolution Journey of Computer Tomographic Image Reconstruction Algorithms -- Chapter 6. Shapley Value and other Axiomatic Extensions to Shapley Value -- Chapter 7. An Accelerated Block Randomized Kaczmarz Methos -- Chapter 8. Nullity of Graphs - A Survey and Some New Results -- Chapter 9. Some Observations on Algebraic Connectivity of Graphs -- Chapter 10. Orthogonality for iadjoints f Operators -- Chapter 11. Permissible covariance structures for simultaneous retention of BLUEs in small and big linear models -- Chapter 12. On some Special Matrices and its Applications in Linear Complementarity Problem -- Chapter 3. On Nearest Matrix with Partially Specified Eigen Structure -- Chapter 14. Equality of BLUEs for Full, Small, and Intermediate Linear Models under Covariance Change, with links to Data Confidentiality and Encryption.-Chapter 15. Statistical Inference for Middle Censored Data with Applications. etc.
Record Nr. UNINA-9910736008903321
Bapat Ravindra B  
Singapore : , : Springer Nature Singapore : , : Imprint : Springer, , 2023
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui