Narrow your search
Listing 1 - 10 of 15 << page
of 2
>>
Sort by

Multi
Stochastic exponential growth and lattice gases : statistical mechanics of stochastic compounding processes
Author:
ISBN: 9783031111433 9783031111426 9783031111440 Year: 2022 Publisher: Cham, Switzerland : Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

The book discusses a class of discrete time stochastic growth processes for which the growth rate is proportional to the exponential of a Gaussian Markov process. These growth processes appear naturally in problems of mathematical finance as discrete time approximations of stochastic volatility models and stochastic interest rates models such as the Black-Derman-Toy and Black-Karasinski models. These processes can be mapped to interacting one-dimensional lattice gases with long-range interactions. The book gives a detailed discussion of these statistical mechanics models, including new results not available in the literature, and their implication for the stochastic growth models. The statistical mechanics analogy is used to understand observed non-analytic dependence of the Lyapunov exponents of the stochastic growth processes considered, which is related to phase transitions in the lattice gas system. The theoretical results are applied to simulations of financial models and are illustrated with Mathematica code. The book includes a general introduction to exponential stochastic growth with examples from biology, population dynamics and finance. The presentation does not assume knowledge of mathematical finance. The new results on lattice gases can be read independently of the rest of the book. The book should be useful to practitioners and academics studying the simulation and application of stochastic growth models.


Book
Statica.
Authors: --- --- --- ---
ISBN: 9789043095082 Year: 2011 Publisher: Amsterdam Pearson Education

Loading...
Export citation

Choose an application

Bookmark

Abstract


Book
Mechanica voor technici : statica.
Authors: --- --- --- ---
ISBN: 9043010774 9789043010771 Year: 2006 Publisher: Amsterdam Pearson

Loading...
Export citation

Choose an application

Bookmark

Abstract

Inhoudsopgave 1. Algemene principes 2. Krachtvectoren 3. Evenwicht van een puntmassa 4. Resultanten van een krachtenstelsel 5. Evenwicht van een star lichaam 6. Structurele analyse 7. Interne krachten 8. Wrijving 9. Aangrijpingspunt van de zwaartekracht en positie van het zwaartepunt 10. Traagheidsmomenten 11. Virtuele arbeid Appendices A Wiskundige formules B Numerieke en computeranalyse B.1 Lineaire algebraïsche vergelijkingen B.2 Regel van Simpson B.3 De secans-methode C Extra vraagstukken Antwoorden op geselecteerde vraagstukken


Book
Statica.
Authors: --- --- --- ---
ISBN: 9789043017367 Year: 2010 Publisher: Amsterdam Pearson Education Benelux

Loading...
Export citation

Choose an application

Bookmark

Abstract

Statica is een standaardwerk waarin dit onderwerp wordt behandeld. De principes van de statica worden toegepast op situaties die aanvankelijk eenvoudig zijn en vervolgens steeds ingewikkelder worden. Statica bevat didactische kwaliteiten waar Russel C. Hibbeler beroemd om is binnen het vakgebied. In deze twaalfde editie zijn honderden nieuwe vraagstukken en illustraties toegevoegd. De theorie is aangevuld met talloze praktische voorbeelden en met aansprekende en fraai geïllustreerde vraagstukken. Didactische kenmerken: - Veel verschillende soorten vraagstukken uit diverse technische disciplines waarbij de nadruk ligt op situaties uit de beroepspraktijk; - Analyseprocedures die een logische werkwijze bieden voor de toepassing van de theorie en voor de ontwikkeling van probleemoplossende vaardigheden; - Voorbeelden die de toepassing van de theorie op de praktijk illustreren. De voorbeelden geven de probleemoplossende strategieën weer die in de bijbehorende analyseprocedures zijn besproken; - Afbeeldingen die het boek aantrekkelijker en duidelijker maken voor visueel ingestelde studenten.


Multi
Information theory and selected applications
Author:
ISBN: 9783031212765 9783031212758 9783031212772 9783031212789 Year: 2023 Publisher: Cham, Switzerland : Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This book focuses on analysing the applications of the Shannon Measure of Information (SMI). The book introduces the concept of frustration and discusses the question of the quantification of this concept within information theory (IT), while it also focuses on the interpretation of the entropy of systems of interacting particles in terms of the SMI and of mutual information. The author examines the question of the possibility of measuring the extent of frustration using mutual information and discusses some classical examples of processes of mixing and assimilation for which the entropy changes are interpreted in terms of SMI. A description of a few binding systems and the interpretation of cooperativity phenomena in terms of mutual information are also presented, along with a detailed discussion on the general method of using maximum SMI in order to find the “best-guess” probability distribution. This book is a valuable contribution to the field of information theory and will be of great interest to any scientist who is interested in IT and in its potential applications.


Multi
Topological transformations for efficient structural analysis
Author:
ISBN: 9783031123009 9783031122996 9783031123016 9783031123023 Year: 2022 Publisher: Cham, Switzerland : Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

The author has published many papers and books on topological transformations for optimal analysis of structures, where many methods and algorithms are developed. However, the framework of this book generalizes many concepts and makes the previously developed methods conceptually more attractive. The aim of the present work is two folds. On the one hand, it shows to mathematicians how the apparently pure mathematical concepts can be applied to the efficient solution of problems in structural mechanics. On the other hand, it illustrates to engineers the important role of mathematical concepts for the solution of engineering problems. The present framework provides efficient means for looking at problems and developing ideas by transforming the models (structures, networks, systems) to other spaces (higher dimension, lower dimension, or identical dimension) to simplify the problems. This book is attractive for those who look at the deeper aspects of concepts and helps the reader to develop his/her own ideas. In general, it opens a new horizon for improving the existing methods in civil, mechanical, and electrical engineering.


Periodical
Physica.
Author:
ISSN: 03784371 18732119 Year: 1975 Publisher: Amsterdam : Elsevier,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Physica A publishes research in the field of statistical mechanics and its applications. Statistical mechanics sets out to explain the behaviour of macroscopic systems by studying the statistical properties of their microscopic constituents. Applications of the techniques of statistical mechanics are widespread, and include applications to physical systems such as solids, liquids and gases; applications to chemical and biological systems (colloids, interfaces, complex fluids, polymers and biopolymers, cell physics); and other interdisciplinary applications to for instance biological, economical and sociological systems.


Multi
Engineering Elasticity : Elasticity with less Stress and Strain
Author:
ISBN: 9783031091575 9783031091568 9783031091582 9783031091599 Year: 2022 Publisher: Cham : Springer International Publishing : Imprint: Springer,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This textbook aimed at upper-level undergraduate and graduate engineering students who need to describe the large deformation of elastic materials like soft plastics, rubber, and biological materials. The classical approaches to finite deformations of elastic materials describe a dozen or more measures of stress and strain. These classical approaches require an in-depth knowledge of tensor analysis and provide little instruction as to how to relate the derived equations to the materials to be described. This text, by contrast, introduces only one strain measure and one stress measure. No tensor analysis is required. The theory is applied by showing how to measure material properties and to perform computer simulations for both isotropic and anisotropic materials. The theory can be covered in one chapter for students familiar with Euler-Lagrange techniques, but is also introduced more slowly in several chapters for students not familiar with these techniques. The connection to linear elasticity is provided along with a comparison of this approach to classical elasticity. Explains ably simulation of materials undergoing large deformations Illustrates a simpler mathematical base to build thermodynamic and viscoelastic theories Describes how experimenters can make better numerical descriptions of deformable bodies.


Book
Sterkteleer
Authors: --- ---
ISBN: 9789043010795 Year: 2007 Publisher: Amsterdam : Pearson education Benelux,

Loading...
Export citation

Choose an application

Bookmark

Abstract

Dit standaardwerk geeft een duidelijke en grondige introductie van de theorie en toepassingen van de sterkteleer. De student krijgt inzicht in de materie doordat het fysieke gedrag van materialen onder belasting wordt verklaard. Vervolgens wordt dit gedrag gemodelleerd en kan de theorie worden afgeleid. De nadruk ligt hierbij op evenwicht, compatibiliteit van de vervormingen en de eisen die aan het materiaal moeten worden gesteld. Het boek is erop gericht de probleemoplossende vaardigheden van studenten te vergroten en heeft didactische kwaliteiten die Hibbeler vermaard hebben gemaakt op het vakgebied.&#13;&#13;  De veertien hoofdstukken geven een goede en brede introductie: spanning, mechanische eigenschappen van materialen, vervorming, axiale belasting, torsie, buiging, afschuiving in langs- en dwarsrichting, samengestelde belastingen, spanningstransformatie, vervormingstransformatie, het dimensioneren van balken en assen, doorbuiging van balken en assen, knik van kolommen en energiemethoden.&#13;&#13;

Listing 1 - 10 of 15 << page
of 2
>>
Sort by