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 | ||
![]() | ||
Lo trovi qui: Univ. di Salerno | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. di Salerno | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. di Salerno | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|