Measure and Integration

Consists of two separate but closely related parts. Originally published in 1966, the first section deals with elements of integration and has been updated and corrected. The latter half details the main concepts of Lebesgue measure and uses the abstract measure space approach of the Lebesgue integral because it strikes directly at the most important results—the convergence theorems.

An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents important concepts and results in measure theory, probability theory, stochastic processes, and stochastic calculus. Measure theory is indispensable to the rigorous development of probability theory and is also necessary to properly address martingale measures, the change of numeraire theory, and LIBOR market models. In addition, probability theory is presented to facilitate the development of stochastic processes, including martingales and Brownian motions, while stochastic processes and stochastic calculus are discussed to model asset prices and develop derivative pricing models. The authors promote a problem-solving approach when applying mathematics in real-world situations, and readers are encouraged to address theorems and problems with mathematical rigor. In addition, Measure, Probability, and Mathematical Finance features: A comprehensive list of concepts and theorems from measure theory, probability theory, stochastic processes, and stochastic calculus Over 500 problems with hints and select solutions to reinforce basic concepts and important theorems Classic derivative pricing models in mathematical finance that have been developed and published since the seminal work of Black and Scholes Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach is an ideal textbook for introductory quantitative courses in business, economics, and mathematical finance at the upper-undergraduate and graduate levels. The book is also a useful reference for readers who need to build their mathematical skills in order to better understand the mathematical theory of derivative pricing models.

Written by a highly regarded author with industrial and academic experience, this new edition of an established bestselling book provides practical guidance for students, researchers, and those in chemical engineering. The book includes a new section on sustainable energy, with sections on carbon capture and sequestration, as a result of increasing environmental awareness; and a companion website that includes problems, worked solutions, and Excel spreadsheets to enable students to carry out complex calculations.

The powertrain is at the heart of vehicle design; the engine – whether it is a conventional, hybrid or electric design – provides the motive power, which is then managed and controlled through the transmission and final drive components. The overall powertrain system therefore defines the dynamic performance and character of the vehicle. The design of the powertrain has conventionally been tackled by analyzing each of the subsystems individually and the individual components, for example, engine, transmission and driveline have received considerable attention in textbooks over the past decades. The key theme of this book is to take a systems approach – to look at the integration of the components so that the whole powertrain system meets the demands of overall energy efficiency and good drivability. Vehicle Powertrain Systems provides a thorough description and analysis of all the powertrain components and then treats them together so that the overall performance of the vehicle can be understood and calculated. The text is well supported by practical problems and worked examples. Extensive use is made of the MATLAB(R) software and many example programmes for vehicle calculations are provided in the text. Key features: Structured approach to explaining the fundamentals of powertrain engineering Integration of powertrain components into overall vehicle design Emphasis on practical vehicle design issues Extensive use of practical problems and worked examples Provision of MATLAB(R) programmes for the reader to use in vehicle performance calculations This comprehensive and integrated analysis of vehicle powertrain engineering provides an invaluable resource for undergraduate and postgraduate automotive engineering students and is a useful reference for practicing engineers in the vehicle industry

Presents comprehensive coverage of process intensification and integration for sustainable design, along with fundamental techniques and experiences from the industry  Drawing from fundamental techniques and recent industrial experiences, this book discusses the many developments in process intensification and integration and focuses on increasing sustainability via several overarching topics such as Sustainable Manufacturing, Energy Saving Technologies, and Resource Conservation and Pollution Prevention Techniques.  Process Intensification and Integration for Sustainable Design   starts discussions on: shale gas as an option for the production of chemicals and challenges for process intensification; the design and techno-economic analysis of separation units to handle feedstock variability in shale gas treatment; RO-PRO desalination; and techno-economic and environmental assessment of ultrathin polysulfone membranes for oxygen-enriched combustion. Next, it looks at process intensification of membrane-based systems for water, energy, and environment applications; the design of internally heat-integrated distillation column (HIDiC); and graphical analysis and integration of heat exchanger networks with heat pumps. Decomposition and implementation of large-scale interplant heat integration is covered, as is the synthesis of combined heat and mass exchange networks (CHAMENs) with renewables. The book also covers optimization strategies for integrating and intensifying housing complexes; a sustainable biomass conversion process assessment; and more.  Covers the many advances and changes in process intensification and integration Provides side-by-side discussions of fundamental techniques and recent industrial experiences to guide practitioners in their own processes Presents comprehensive coverage of topics relevant, among others, to the process industry, biorefineries, and plant energy management Offers insightful analysis and integration of reactor and heat exchanger network Looks at optimization of integrated water and multi-regenerator membrane systems involving multi-contaminants  Process Intensification and Integration for Sustainable Design  is an ideal book for process engineers, chemical engineers, engineering scientists, engineering consultants, and chemists.

Clearly divided into three main sections, this practical book familiarizes readers with the area of planning in petroleum refining and petrochemical industry, while introducing several planning and modeling strategies encompassing single site refinery plants, multiple refinery networks, petrochemical networks, and refinery and petrochemical planning systems. It equally provides an insight into possible research directions and recommendations for the area of refinery and petrochemical planning. Furthermore, several appendices are included to explain the general background necessary, including stochastic programming, chance constraint programming, and robust optimization. For engineers and managers working in the petroleum industry as well as academic researchers in production, logistics, and supply chain management.

An updated guide to GNSS and INS, and solutions to real-world GPS/INS problems with Kalman filtering Written by recognized authorities in the field, this second edition of a landmark work provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Navigation Satellite Systems (GNSS), Inertial Navigational Systems (INS), and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GNSS-aided INS, modeling of gyros and accelerometers, and SBAS and GBAS. Drawing upon their many years of experience with GNSS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references. This Second Edition has been updated to include: GNSS signal integrity with SBAS Mitigation of multipath, including results Ionospheric delay estimation with Kalman filters New MATLAB programs for satellite position determination using almanac and ephemeris data and ionospheric delay calculations from single and dual frequency data New algorithms for GEO with L1 /L5 frequencies and clock steering Implementation of mechanization equations in numerically stable algorithms To enhance comprehension of the subjects covered, the authors have included software in MATLAB, demonstrating the working of the GNSS, INS, and filter algorithms. In addition to showing the Kalman filter in action, the software also demonstrates various practical aspects of finite word length arithmetic and the need for alternative algorithms to preserve result accuracy.

The only comprehensive guide to Kalman filtering and its applications to real-world GPS/INS problems Written by recognized authorities in the field, this book provides engineers, computer scientists, and others with a working familiarity with the theory and contemporary applications of Global Positioning Systems (GPS), Inertial Navigational Systems, and Kalman filters. Throughout, the focus is on solving real-world problems, with an emphasis on the effective use of state-of-the-art integration techniques for those systems, especially the application of Kalman filtering. To that end, the authors explore the various subtleties, common failures, and inherent limitations of the theory as it applies to real-world situations, and provide numerous detailed application examples and practice problems, including GPS-aided INS, modeling of gyros and accelerometers, and WAAS and LAAS. Drawing upon their many years of experience with GPS, INS, and the Kalman filter, the authors present numerous design and implementation techniques not found in other professional references, including original techniques for: * Representing the problem in a mathematical model * Analyzing the performance of the GPS sensor as a function of model parameters * Implementing the mechanization equations in numerically stable algorithms * Assessing computation requirements * Testing the validity of results * Monitoring GPS, INS, and Kalman filter performance in operation In order to enhance comprehension of the subjects covered, the authors have included software in MATLAB, demonstrating the workings of the GPS, INS, and filter algorithms. In addition to showing the Kalman filter in action, the software also demonstrates various practical aspects of finite word length arithmetic and the need for alternative algorithms to preserve result accuracy. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department.

Covers significant changes in GPS/INS technology, and includes new material on GPS, GNSSs including GPS, Glonass, Galileo, BeiDou, QZSS, and IRNSS/NAViC, and MATLAB programs on square root information filtering (SRIF)   This book provides readers with solutions to real-world problems associated with global navigation satellite systems, inertial navigation, and integration. It presents readers with numerous detailed examples and practice problems, including GNSS-aided INS, modeling of gyros and accelerometers, and SBAS and GBAS. This revised fourth edition adds new material on GPS III and RAIM. It also provides updated information on low cost sensors such as MEMS, as well as GLONASS, Galileo, BeiDou, QZSS, and IRNSS/NAViC, and QZSS. Revisions also include added material on the more numerically stable square-root information filter (SRIF) with MATLAB programs and examples from GNSS system state filters such as ensemble time filter with square-root covariance filter (SRCF) of Bierman and Thornton and SigmaRho filter. Global Navigation Satellite Systems, Inertial Navigation, and Integration, 4th Edition provides: Updates on the significant upgrades in existing GNSS systems, and on other systems currently under advanced development Expanded coverage of basic principles of antenna design, and practical antenna design solutions More information on basic principles of receiver design, and an update of the foundations for code and carrier acquisition and tracking within a GNSS receiver Examples demonstrating independence of Kalman filtering from probability density functions of error sources beyond their means and covariances New coverage of inertial navigation to cover recent technology developments and the mathematical models and methods used in its implementation Wider coverage of GNSS/INS integration, including derivation of a unified GNSS/INS integration model, its MATLAB implementations, and performance evaluation under simulated dynamic conditions Global Navigation Satellite Systems, Inertial Navigation, and Integration, Fourth Edition is intended for people who need a working knowledge of Global Navigation Satellite Systems (GNSS), Inertial Navigation Systems (INS), and the Kalman filtering models and methods used in their integration.

Covers significant changes in GPS/INS technology, and includes new material on GPS, GNSSs including GPS, Glonass, Galileo, BeiDou, QZSS, and IRNSS/NAViC, and MATLAB programs on square root information filtering (SRIF) This book provides readers with solutions to real-world problems associated with global navigation satellite systems, inertial navigation, and integration. It presents readers with numerous detailed examples and practice problems, including GNSS-aided INS, modeling of gyros and accelerometers, and SBAS and GBAS. This revised fourth edition adds new material on GPS III and RAIM. It also provides updated information on low cost sensors such as MEMS, as well as GLONASS, Galileo, BeiDou, QZSS, and IRNSS/NAViC, and QZSS. Revisions also include added material on the more numerically stable square-root information filter (SRIF) with MATLAB programs and examples from GNSS system state filters such as ensemble time filter with square-root covariance filter (SRCF) of Bierman and Thornton and SigmaRho filter. Global Navigation Satellite Systems, Inertial Navigation, and Integration, 4 th Edition provides: Updates on the significant upgrades in existing GNSS systems, and on other systems currently under advanced development Expanded coverage of basic principles of antenna design, and practical antenna design solutions More information on basic principles of receiver design, and an update of the foundations for code and carrier acquisition and tracking within a GNSS receiver Examples demonstrating independence of Kalman filtering from probability density functions of error sources beyond their means and covariances New coverage of inertial navigation to cover recent technology developments and the mathematical models and methods used in its implementation Wider coverage of GNSS/INS integration, including derivation of a unified GNSS/INS integration model, its MATLAB implementations, and performance evaluation under simulated dynamic conditions Global Navigation Satellite Systems, Inertial Navigation, and Integration, Fourth Edition is intended for people who need a working knowledge of Global Navigation Satellite Systems (GNSS), Inertial Navigation Systems (INS), and the Kalman filtering models and methods used in their integration.