Asmussen, Soren, Glynn, Peter W.

Stochastic Simulation
Algorithms and Analysis

Series: Stochastic Modelling and Applied Probability, Preliminary entry 100
2006, Approx. 300 p. 45 illus., 1 in colour., Hardcover
ISBN: 0-387-30679-X
Due: January 2007

About this book

The book covers a broad aspect of topics and applications in simulation at a higher mathematical level than other recent texts in the area. Its readership is intended for graduate students and researchers from a broad variety of areas, in particular applied probability, statistics, mathematical finance, operations research, industrial engineering, electrical engineering and other application areas. The book contains a large amount of exercises and illustrations.

Table of contents

Introduction.- Basic Structures.- Output Analysis.- Steady-State Simulation.- Markov Chain Monte Carlo Methods.- Variance Reduction Methods.- Rare Event Simulation.- Gradient Estimation.- Stochastic Optimization.- Stochastic Differential Equations.- Gaussian Processes.- Levy Processes.- Selected Topics and Extended Examples.- Appendix.- Bibliography.- Index.

Allaire, Gregoire, Kaber, Sidi Mahmoud

Numerical Linear Algebra with Matlab

Series: Texts in Applied Mathematics, Vol. 151
2007, Approx. 400 p., Hardcover
ISBN: 0-387-34159-5
Due: January 2007

About this textbook

This book distinguishes itself from the many other textbook on the topic of linear algebra by including mathematical and computational chapters along with examples and exercises with Matlab. In recent years, the use of computers in many areas of engineering and science has made it essential for students to get training in numerical methods and computer programming.

Table of contents

Linear Algebra.-Matrix Reduction.-Solving Numerical Systems.-Introduction to Algorithms.-Linear Systems.-Linear Systems.-Methods for Solving Linear Systems.-Other methods for Iterative Systems.-Calculating Vector Systems.-References. -Appendixes


K. Krishnamoorthy University of Louisiana, Lafayette, USA

Handbook of Statistical Distributions with Applications

Series: Statistics: A Series of Textbooks and Monographs Volume: 188
ISBN: 1584886358
Publication Date: 6/13/2006
Number of Pages: 248

Explains various probability models and their applications with many illustrative examples
Includes
Uses computational algorithms that have been tested for accuracy
Covers common and specialized distributions

Handbook of Statistical Distributions with Applications provides quick and easy access to table values, important formulas, and results of statistical distributions. It presents both common and specialized probability distribution models and applications with practical examples. It offers comprehensive coverage of plots of probability density functions, methods of computing probability and percentiles, algorithms for random number generation, and inference, including point estimation, hypothesis tests, and sample size determination. The author also offers a simple PC calculator that computes table values and other statistics for almost all probability distributions.

Table of Contents

Preliminaries. Discrete Distributions. Continuous Distributions. Nonparametric Methods. Miscellaneous.

edited by Mario Novello & Santiago Perez Bergliaffa (Rio de Janeiro, Brazil)
editor of the Marcel Grossmann Meeting series: Remo Ruffini (University of Rome "La Sapienza" Italy)

THE TENTH MARCEL GROSSMANN MEETING
On Recent Developments in Theoretical and Experimental General Relativity, Gravitation and Relativistic Field Theories (In 3 Volumes)

Proceedings of the MG10 Meeting held at Brazilian Center for Research in Physics (CBPF)
Rio de Janeiro, Brazil 20 - 26 July 2003

The Marcel Grossmann meetings were conceived to promote theoretical understanding in the fields of physics, mathematics, astronomy and astrophysics and to direct future technological, observational, and experimental efforts. They review recent developments in gravitation and general relativity, with major emphasis on mathematical foundations and physical predictions. Their main objective is to bring together scientists from diverse backgrounds and their range of topics is broad, from more abstract classical theory and quantum gravity and strings to more concrete relativistic astrophysics observations and modeling.
This Tenth Marcel Grossmann Meeting was organized by an international committee composed of D Blair, Y Choquet-Bruhat, D Christodoulou, T Damour, J Ehlers, F Everitt, Fang Li Zhi, S Hawking, Y Ne'eman, R Ruffini (chair), H Sato, R Sunyaev, and S Weinberg and backed by an international coordinating committee of about 135 members from scientific institutions representing 54 countries. The scientific program included 29 morning plenary talks during 6 days, and 57 parallel sessions over five afternoons, during which roughly 500 papers were presented.

These three volumes of the proceedings of MG10 give a broad view of all aspects of gravitation, from mathematical issues to recent observations and experiments.

Contents:

The Initial Value Problem Using Metric and Extrinsic Curvature (J W York Jr)
Mathematics, Physics and Ping-Pong (Y Ne'eman)
Thermal Decay of the Cosmological Constant into Black Holes (C Teitelboim)
Structure Formation in the Universe by Exact Methods (A Krasinski & C Hellaby)
Overview of D-brane Worlds in String Theory (A M Uranga)
Tachyons, D-brane Decay, and Closed Strings (B Zwiebach)
String Compactifications ? Old and New (A Dabholkar)
Covariant Quantization of the Superstring (N Berkovits)
Limiting Braneworlds with the Binary Pulsar (R Durrer & P Kocian)
Cosmological Instabilities from Vector Perturbations in Braneworlds (R Durrer et al.)
Principles of Affine Quantum Gravity (J R Klauder)
Developments in GRworkbench (A Moylan et al.)
Constants of Nature? (H B Sandvik)
Gravitational Wave Detection: A Survey of the Worldwide Program (J Degallaix & D Blair)
Evidence for Coincident Events Between the Gravitational Wave Detectors EXPLORER and NAUTILUS (G Pizzella)
The LIGO Gravitational Wave Observatories: Recent Results and Future Plans (G M Harry et al.)
General Relativity in Space and Sensitive Tests of the Equivalence Principle (C Lammerzahl)
Multiwavelength Afterglows of Gamma-Ray Bursts (E Pian)
Black Hole Physics and Astrophysics: The GRB-Supernova Connection and URCA-1 ? URCA-2 (R Ruffini et al.)
Black Holes from the Dark Ages: Exploring the Reionization Era and Early Structure Formation with Quasars and Gamma-Ray Bursts (S G Djorgovski)
The Diagnostic Power of X-Ray Emission Lines in GRBs (M Bottcher)
The Collapsar and Supranova Models (C D Dermer)
Spectral Index and Quasi-Periodic Oscillation Frequency Correlation in Black Hole (BH) Sources: Observational Evidence of Two Phases and Phase Transition in BHs (L Titarchuck & R Fiorito)
Extragalactic Jets: The High Energy View (F Tavecchio)
Observational Evidence for Intermediate-Mass Black Holes in Ultra-Luminous X-Ray Sources (E J M Colbert & M C Miller)
Formation of Super-Massive Black Holes (W J Duschl & P A Strittmatter)
Role of Disk Models in Identifying Astrophysical Black Holes (S K Chakrabarti)
Clusters and Superclusters in the Sloan and Las Campanas Surveys (J Einasto)
Black Hole Jet Sources (F Mirabel)
The Supermassive Black Hole at the Center of Our Galaxy (F Melia)
Binary-Pulsar Tests of Strong-Field Gravity and Gravitational Radiation Damping (G Esposito-Farese)
Microlensing towards LMC and M31 (P Jetzer & S C Novati)
Frontiers in Cosmic Rays (L A Anchordoqui et al.)
Anisotropies in Ultrahigh Energy Cosmic Rays (J Swain)
The Stability of a Bouncing Universe (M Novello & J M Salim)
Theodor Kaluza and His Five-Dimensional World (D Wuensch)
Loop Quantum Cosmology and Boundary Proposals (M Bojowald & K Vandersloot)
Update on Cosmic Microwave Background Physics (A Gangui)
Short-Range Non-Newtonian Gravity and Constraints on It (V Mostepanenko)
and other papers

Readership: Graduate students in physics and physicists interested in general relativity, gravitation, astrophysics, quantum gravity, particle physics, cosmology and theoretical physics.

2636pp Pub. date: Feb 2006
ISBN 981-256-667-8(set)


Ilya Grigorenko (University of Southern California, USA)

OPTIMAL CONTROL AND FORECASTING OF COMPLEX DYNAMICAL SYSTEMS

This important book reviews applications of optimization and optimal control theory to modern problems in physics, nano-science and finance. The theory presented here can be efficiently applied to various problems, such as the determination of the optimal shape of a laser pulse to induce certain excitations in quantum systems, the optimal design of nanostructured materials and devices, or the control of chaotic systems and minimization of the forecast error for a given forecasting model (for example, artificial neural networks). Starting from a brief review of the history of variational calculus, the book discusses optimal control theory and global optimization using modern numerical techniques. Key elements of chaos theory and basics of fractional derivatives, which are useful in control and forecast of complex dynamical systems, are presented. The coverage includes several interdisciplinary problems to demonstrate the efficiency of the presented algorithms, and different methods of forecasting complex dynamics are discussed.

Contents:

Analytical Methods in Control and Optimization
Numerical Optimization
Chaos in Complex Systems
Optimal Control of Quantum Systems
Optimal Control and Quantum Computing
Forecasting of Complex Dynamical Systems

Readership: Graduate students and researchers in optimal control, numerical optimization and forecasting of complex systems.

212pp Pub. date: Mar 2006
ISBN 981-256-660-0