Audet, Charles; Hansen, Pierre; Savard, Gilles (Eds.)

Essays and Surveys in Global Optimization

2005, XIV, 298 p. 15 illus., Hardcover
ISBN: 0-387-25569-9

About this book

Global optimization aims at solving the most general problem of deterministic mathematical programming: to find the global optimum of a nonlinear, nonconvex, multivariate function of continuous and/or integer variables subject to constraints which may be themselves nonlinear and nonconvex. In addition, once the solution is found, proof of its optimality is also expected from this methodology. ESSAYS AND SURVEYS IN GLOBAL OPTIMIZATION is the most recent examination of its mathematical capability, power, and wide ranging solution to many fields in the applied sciences.

In a series of topical chapters, the first section of the book appraises the mathematical properties and algorithms for general global optimization problems. These include chapters on "Unilateral Analysis and Duality"; "Monotonic Optimization: Branch and Cut Methods"; "Duality Bound Methods in Global Optimization"; "General Quadratic Programming"; "On Solving Polynomial, Factorable, and Black-Box Optimization Problems using the RLT Methodology"; and "Bilevel Programming." The bookfs second section offers a variety of current application chapters where global optimization has been applied to assorted problems in diverse fields. These include chapters on "Application of Global Optimization to Portfolio Analysis"; "Optimization Techniques in Medicine"; "Global Optimization in Geometry?Circle Packing into the Square"; and "A Deterministic Global Optimization Algorithm for Design Problems."

Table of contents

Foreword.- Avant-propos.- Contributing Authors.- Preface.- Unilaterial Analysis and Duality.- Monotonic Optimization: Branch and Cut Methods.- Duality Bound Methods in Global Optimization.- General Quadratic Programming.- On Solving Polynomial, Factorable, and Black-box Optimization Problems Using the RLT Methodology.- Bilevel Programming.- Applications of Global Optimization to Portfolio Analysis.- Optimization Techniques in Medicine.- Global Optimization in Geometry - Circle Packing into the Square.- A Deterministic Global Optimization Algorithm for Design Problems.

Lurie, A.I.

Theory of Elasticity

Series: Foundations of Engineering Mechanics

2005, IV, 1050 p., Hardcover
ISBN: 3-540-24556-1

About this book

This invaluable treatise belongs to the cultural heritage of mechanics. It is an encyclopaedia of the classic and analytic approaches of continuum mechanics and of many domains of natural science. The book is unique also because an impressive number of methods and approaches it displays have been worked out by the author himself. In particular, this implies a full consistency of notation, ideas and mathematical apparatus which results in a unified approach to a broad class of problems. The book is of great interest for engineers who will find a lot of analytical formulae for very different problems covering nearly all aspects of the elastic behavior of materials. In particular, it fills the gap between the well-developed numerical methods and sophisticated methods of elasticity theory. It is also intended for researchers and students taking their first steps in continuum mechanics as it offers a carefully written and logically substantiated basis of both linear and nonlinear continuum mechanics.

Table of contents

Stress Tensor.- Deformation of a Continuum.- The Constitutive Laws of the Linear Theory of Elasticity.- Governing Relationships in the Linear Theory of Elasticity.- Three-dimensional Problems in the Theory of Elasticity.- Saint-Venant's Problem.- The Plane Problem of the Theory of Elasticity.- Constitutive Laws for Nonlinear Elastic Bodies.- Problems and Methods of the Nonlinear Theory of Elasticity.

Duchesne, Pierre; Remillard, Bruno (Eds.)

Statistical Modeling and Analysis for Complex Data Problems

2005, XIV, 330 p. 35 illus., Hardcover
ISBN: 0-387-24554-5

About this book

Statistical Modeling and Analysis for Complex Data Problems treats some of todayfs more complex problems and it reflects some of the important research directions in the field. Twenty-nine authors ? largely from Montrealfs GERAD Multi-University Research Center and who work in areas of theoretical statistics, applied statistics, probability theory, and stochastic processes ? present survey chapters on various theoretical and applied problems of importance and interest to researchers and students across a number of academic domains.


Table of contents

Foreword.- Contributing Authors.- Preface.- Dependence Properties of Meta-Elliptical Distributions.- The Statistical Significance of Palm Beach County.- Bayesian Functional Estimation of Hazard Rates for Randomly Right Censored Data Using Fourier Series Methods.- Conditions for the Validity of F-Ratio Tests for Treatment and Carryover Effects in Crossover Designs.- Bias in Estimating the Variance of K-Fold Cross Validation.- Effective Construction of Modified Histograms in Higher Dimensions.- On Robust Diagnostics at Individual Lags Using RA-ARX Estimators.- Bootstrap Confidence Intervals for Periodic Preventive Replacement Policies.- Statistics for Comparison of Two Independent cDNA Filter Microarrays.- Large Deviations for Interacting Processes in the Strong Topology.- Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echolon Form.- Recent Results for Linear Time Series Models with Non Independent Innovations.- Filtering of Images for Detecting Multiple Targets Trajectories.- Optimzal Detection of Periodicities in Vector Autoregressive Models.- The Wilcoxon Signed-Rank Test for Cluster Correlated Data.

SITU, Rong

Theory of Stochastic Differential Equations with Jumps and Applications
Mathematical and Analytical Techniques with Applications to Engineering

2005, XX, 434 p., Hardcover
ISBN: 0-387-25083-2

About this book

Stochastic differential equations (SDEs) are a powerful tool in science, mathematics, economics and finance. This book will help the reader to master the basic theory and learn some applications of SDEs. In particular, the reader will be provided with the backward SDE technique for use in research when considering financial problems in the market, and with the reflecting SDE technique to enable study of optimal stochastic population control problems. These two techniques are powerful and efficient, and can also be applied to research in many other problems in nature, science and elsewhere.

Table of contents

Martingale Theory and the Stochastic Integral for Point Processes.- Brownian Motion, Stochastic Integral and Itofs Formula.- Stochastic Differential Equations.- Some Useful Tools in Stochastic Differential Equations.- Stochastic Differential Equations with Non-Lipschitzian Coefficients.- How to Use the Stochastic Calculus to Solve SDE.- Linear and Non-Linear Filtering.- Option Pricing in a Financial Market and BSDE.- Optimal Consumption by H-J-B Equation and Lagrange Method.- Comparison Theorem and Stochastic Pathwise Control.- Stochastic Population Control and Reflecting SDE.- Maximum Principle for Stochastic Systems with Jumps.- Short Review on Basic Probability Theory.- Space D and Skorohodfs Metric.- Monotone Class Theorems. Convergence of Random Processes.

D. M.Y. Sommerville

The Elements of Non-Euclidean Geometry

ISBN: 0-486-44222-5
Page Count: 288
Dimensions: 5 3/8 x 8 1/2

This volume became the standard text in the field almost immediately upon its original publication. Renowned for its lucid yet meticulous exposition, it can be appreciated by anyone familiar with high school algebra and geometry. Its arrangement follows the traditional pattern of plane and solid geometry, allowing students to follow the development of non-Euclidean geometry from a fundamental analysis of the concept of parallelism to such advanced topics as inversion and transformations. Although geared toward undergraduates, it treats such topics as the relation between parataxy and parallelism, the absolute measure, the pseudosphere, and Gaussf proof of the defect-area theorem. 1914 ed. 133 figures.


Table of Contents

I. Historical
II. Elementary Hyperbolic Geometry
III. Elliptic Geometry
IV. Analytical Geometry
V. Representations of Non-Euclidean Geometry in Euclidean Space
VI. gSpace-Curvatureh and the Philosophical Bearing of Non-Euclidean Geometry
VII. Radical Axes, Homothetic Centres, and Systems of Circles
VIII. Inversion and Allied Transformations
IX. The Conic
Index