Finite Elements. Computational Engineering Sciences

The pricing of derivative instruments has always been a highly complex and time-consuming activity. Advances in technology, however, have enabled much quicker and more accurate pricing through mathematical rather than analytical models. In this book, the author bridges the divide between finance and mathematics by applying this proven mathematical technique to the financial markets. Utilising practical examples, the author systematically describes the processes involved in a manner accessible to those without a deep understanding of mathematics. * Explains little understood techniques that will assist in the accurate more speedy pricing of options * Centres on the practical application of these useful techniques * Offers a detailed and comprehensive account of the methods involved and is the first to explore the application of these particular techniques to the financial markets

Groundbreaking, long-ranging research in this emergent field that enables solutions to complex biological problems Computational systems biology is an emerging discipline that is evolving quickly due to recent advances in biology such as genome sequencing, high-throughput technologies, and the recent development of sophisticated computational methodologies. Elements of Computational Systems Biology is a comprehensive reference covering the computational frameworks and techniques needed to help research scientists and professionals in computer science, biology, chemistry, pharmaceutical science, and physics solve complex biological problems. Written by leading experts in the field, this practical resource gives detailed descriptions of core subjects, including biological network modeling, analysis, and inference; presents a measured introduction to foundational topics like genomics; and describes state-of-the-art software tools for systems biology. Offers a coordinated integrated systems view of defining and applying computational and mathematical tools and methods to solving problems in systems biology Chapters provide a multidisciplinary approach and range from analysis, modeling, prediction, reasoning, inference, and exploration of biological systems to the implications of computational systems biology on drug design and medicine Helps reduce the gap between mathematics and biology by presenting chapters on mathematical models of biological systems Establishes solutions in computer science, biology, chemistry, and physics by presenting an in-depth description of computational methodologies for systems biology Elements of Computational Systems Biology is intended for academic/industry researchers and scientists in computer science, biology, mathematics, chemistry, physics, biotechnology, and pharmaceutical science. It is also accessible to undergraduate and graduate students in machine learning, data mining, bioinformatics, computational biology, and systems biology courses.

This updated and expanded edition of the bestselling textbook provides a comprehensive introduction to the methods and theory of nonlinear finite element analysis. New material provides a concise introduction to some of the cutting-edge methods that have evolved in recent years in the field of nonlinear finite element modeling, and includes the eXtended finite element method (XFEM), multiresolution continuum theory for multiscale microstructures, and dislocation-density-based crystalline plasticity. Nonlinear Finite Elements for Continua and Structures, Second Edition focuses on the formulation and solution of discrete equations for various classes of problems that are of principal interest in applications to solid and structural mechanics. Topics covered include the discretization by finite elements of continua in one dimension and in multi-dimensions; the formulation of constitutive equations for nonlinear materials and large deformations; procedures for the solution of the discrete equations, including considerations of both numerical and multiscale physical instabilities; and the treatment of structural and contact-impact problems. Key features: Presents a detailed and rigorous treatment of nonlinear solid mechanics and how it can be implemented in finite element analysis Covers many of the material laws used in today's software and research Introduces advanced topics in nonlinear finite element modelling of continua Introduction of multiresolution continuum theory and XFEM Accompanied by a website hosting a solution manual and MATLAB® and FORTRAN code Nonlinear Finite Elements for Continua and Structures, Second Edition is a must have textbook for graduate students in mechanical engineering, civil engineering, applied mathematics, engineering mechanics, and materials science, and is also an excellent source of information for researchers and practitioners in industry.

The purpose of this book is to present the main metaheuristics and approximate and stochastic methods for optimization of complex systems in Engineering Sciences. It has been written within the framework of the European Union project ERRIC (Empowering Romanian Research on Intelligent Information Technologies), which is funded by the EU’s FP7 Research Potential program and has been developed in co-operation between French and Romanian teaching researchers. Through the principles of various proposed algorithms (with additional references) this book allows the reader to explore various methods of implementation such as metaheuristics, local search and populationbased methods. It examines multi-objective and stochastic optimization, as well as methods and tools for computer-aided decision-making and simulation for decision-making.

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.

The purpose of this book is to present the main methods of static and dynamic optimization. It has been written within the framework of the European Union project – ERRIC (Empowering Romanian Research on Intelligent Information Technologies), funded by the EU’s FP7 Research Potential program and developed in cooperation between French and Romanian teaching researchers. Through the principles of various proposed algorithms (with additional references) this book allows the interested reader to explore various methods of implementation such as linear programming, nonlinear programming – particularly important given the wide variety of existing algorithms, dynamic programming with various application examples and Hopfield networks. The book examines optimization in relation to systems identification; optimization of dynamic systems with particular application to process control; optimization of large scale and complex systems; optimization and information systems.

Based on many years of research and teaching, this book brings together all the important topics in linear vibration theory, including failure models, kinematics and modeling, unstable vibrating systems, rotordynamics, model reduction methods, and finite element methods utilizing truss, beam, membrane and solid elements. It also explores in detail active vibration control, instability and modal analysis. The book provides the modeling skills and knowledge required for modern engineering practice, plus the tools needed to identify, formulate and solve engineering problems effectively.

Features step-by-step examples based on actual data and connects fundamental mathematical modeling skills and decision making concepts to everyday applicability Featuring key linear programming, matrix, and probability concepts, Finite Mathematics: Models and Applications emphasizes cross-disciplinary applications that relate mathematics to everyday life. The book provides a unique combination of practical mathematical applications to illustrate the wide use of mathematics in fields ranging from business, economics, finance, management, operations research, and the life and social sciences. In order to emphasize the main concepts of each chapter, Finite Mathematics: Models and Applications features plentiful pedagogical elements throughout such as special exercises, end notes, hints, select solutions, biographies of key mathematicians, boxed key principles, a glossary of important terms and topics, and an overview of use of technology. The book encourages the modeling of linear programs and their solutions and uses common computer software programs such as LINDO. In addition to extensive chapters on probability and statistics, principles and applications of matrices are included as well as topics for enrichment such as the Monte Carlo method, game theory, kinship matrices, and dynamic programming. Supplemented with online instructional support materials, the book features coverage including: Algebra Skills Mathematics of Finance Matrix Algebra Geometric Solutions Simplex Methods Application Models Set and Probability Relationships Random Variables and Probability Distributions Markov Chains Mathematical Statistics Enrichment in Finite Mathematics An ideal textbook, Finite Mathematics: Models and Applications is intended for students in fields from entrepreneurial and economic to environmental and social science, including many in the arts and humanities.

COMPUTATIONAL GEOMECHANICS The new edition of the first book to cover the computational dynamic aspects of geomechanics, now including more practical applications and up-to-date coverage of current research in the field[/b] Advances in computational geomechanics have dramatically improved understanding of the behavior of soils and the ability of engineers to design increasingly sophisticated constructions in the ground. When Professor Olek Zienkiewicz began the application of numerical approaches to solid dynamics at Swansea University, it became evident that realistic prediction of the behavior of soil masses could only be achieved if the total stress approaches were abandoned. Computational Geomechanics introduces the theory and application of Zienkiewicz’s computational approaches that remain the basis for work in the area of saturated and unsaturated soil to this day. Written by past students and colleagues of Professor Zienkiewicz, this extended Second Edition provides formulations for a broader range of problems, including failure load under static loading, saturated and unsaturated consolidation, hydraulic fracturing, and liquefaction of soil under earthquake loading. The internationally-recognized team of authors incorporates current computer technologies and new developments in the field, particularly in the area of partial saturation, as they guide readers on how to properly apply the formulation in their work. This one-of-a-kind volume: Explains the Biot-Zienkiewicz formulation for saturated and unsaturated soil Covers multiple applications to static and dynamic problems for saturated and unsaturated soil in areas such as earthquake engineering and fracturing of soils and rocks Features a completely new chapter on fast catastrophic landslides using depth integrated equations and smoothed particle hydrodynamics with applications Presents the theory of porous media in the saturated and unsaturated states to establish the foundation of the problem of soil mechanics Provides a quantitative description of soil behavior including simple plasticity models, generalized plasticity, and critical state soil mechanics Includes numerous questions, problems, hands-on experiments, applications to other situations, and example code for GeHoMadrid Computational Geomechanics: Theory and Applications, Second Edition is an ideal textbook for specialist and general geotechnical postgraduate courses, and a must-have reference for researchers in geomechanics and geotechnical engineering, for software developers and users of geotechnical finite element software, and for geotechnical analysts and engineers making use of the numerical results obtained from the Biot-Zienkiewicz formulation.

This book explores the state-of-the art in computational modelling techniques for photonic devices In this book, the author provides a comprehensive coverage of modern numerical modelling techniques for designing photonic devices for use in modern optical telecommunications systems. In addition the book presents the state-of-the-art in computational photonics techniques, covering methods such as full-vectorial finite-element beam propagation, bidirectional beam propagation, complex-envelope alternative direction implicit finite difference time domain, multiresolution time domain, and finite volume time domain. The book guides the reader through the concepts of modelling, analysing, designing and optimising the performance of a wide range of photonic devices by building their own numerical code using these methods. Key Features: Provides a thorough presentation of the state-of-the art in computational modelling techniques for photonics Contains broad coverage of both frequency- and time-domain techniques to suit a wide range of photonic devices Reviews existing commercial software packages for photonics Presents the advantages and disadvantages of the different modelling techniques as well as their suitability for various photonic devices Shows the reader how to model, analyse, design and optimise the performance of a wide range of photonic devices by building their own numerical code using these methods Accompanying website contains the numerical examples representing the numerical techniques in this book, as well as several design examples (http://www.wiley.com/go/obayya_computational) This book will serve as an invaluable reference for researchers, optical telecommunications engineers, engineers in the photonics industry. PhD and MSc students undertaking courses in the areas of photonics and optical telecommunications will also find this book of interest.