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Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. - Coverage of all aspects of quantitative finance including models, computational methods and applications - Provides an overview of new ideas and results - Contributors are leaders of the field
Expanding Underground - Knowledge and Passion to Make a Positive Impact on the World contains the contributions presented at the ITA-AITES World Tunnel Congress 2023 (Athens, Greece, 12 – 18 May, 2023). Tunnels and underground space are a predominant engineering practice that can provide sustainable, cost-efficient and environmentally friendly solutions to the ever-growing needs of modern societies. This underground expansion in more diverse and challenging infrastructure types or to novel underground uses can foster the changes needed. At the same time, the tunneling and underground space community needs to be better prepared and equipped with knowledge, tools and experience, to deal with the prevailing conditions, to successfully challenge and overcome adversities on this path. The papers in this book aim at contributing to the analysis of challenging conditions, the presentation and dissemination good practices, the introduction of new concepts, new tools and innovative elements that can help engineers and all stakeholders to reach their end goals. Expanding Underground - Knowledge and Passion to Make a Positive Impact on the World covers a wide range of aspects and topics related to the whole chain of the construction and operation of underground structures: Knowledge and Passion to Expand Underground for Sustainability and Resilience Geological, Geotechnical Site Investigation and Ground Characterization Planning and Designing of Tunnels and Underground Structures Mechanised Tunnelling and Microtunnelling Conventional Tunnelling, Drill-and-Blast Applications Tunnelling in Challenging Conditions - Case Histories and Lessons Learned Innovation, Robotics and Automation BIM, Big Data and Machine Learning Applications in Tunnelling Safety, Risk and Operation of Underground Infrastructure, and Contractual Practices, Insurance and Project Management The book is a must-have reference for all professionals and stakeholders involved in tunneling and underground space development projects.
Supergravity, together with string theory, is one of the most significant developments in theoretical physics. Written by two of the most respected workers in the field, this is the first-ever authoritative and systematic account of supergravity. The book starts by reviewing aspects of relativistic field theory in Minkowski spacetime. After introducing the relevant ingredients of differential geometry and gravity, some basic supergravity theories (D=4 and D=11) and the main gauge theory tools are explained. In the second half of the book, complex geometry and N=1 and N=2 supergravity theories are covered. Classical solutions and a chapter on AdS/CFT complete the book. Numerous exercises and examples make it ideal for Ph.D. students, and with applications to model building, cosmology and solutions of supergravity theories, it is also invaluable to researchers. A website hosted by the authors, featuring solutions to some exercises and additional reading material, can be found at www.cambridge.org/supergravity.
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters.
Surveys recent advances in combinatorial properties of switching fabrics Written by an expert in the area of switching fabrics
Fatigue of structures and materials covers a wide scope of different topics. The purpose of the present book is to explain these topics, to indicate how they can be analyzed, and how this can contribute to the designing of fatigue resistant structures and to prevent structural fatigue problems in service. Chapter 1 gives a general survey of the topic with brief comments on the signi?cance of the aspects involved. This serves as a kind of a program for the following chapters. The central issues in this book are predictions of fatigue properties and designing against fatigue. These objectives cannot be realized without a physical and mechanical understanding of all relevant conditions. In Chapter 2 the book starts with basic concepts of what happens in the material of a structure under cyclic loads. It illustrates the large number of variables which can affect fatigue properties and it provides the essential background knowledge for subsequent chapters. Different subjects are presented in the following main parts: • Basic chapters on fatigue properties and predictions (Chapters 2–8) • Load spectra and fatigue under variable-amplitude loading (Chapters 9–11) • Fatigue tests and scatter (Chapters 12 and 13) • Special fatigue conditions (Chapters 14–17) • Fatigue of joints and structures (Chapters 18–20) • Fiber-metal laminates (Chapter 21) Each chapter presents a discussion of a speci?c subject.
The special volume offers a global guide to new concepts and approaches concerning the following topics: reduced basis methods, proper orthogonal decomposition, proper generalized decomposition, approximation theory related to model reduction, learning theory and compressed sensing, stochastic and high-dimensional problems, system-theoretic methods, nonlinear model reduction, reduction of coupled problems/multiphysics, optimization and optimal control, state estimation and control, reduced order models and domain decomposition methods, Krylov-subspace and interpolatory methods, and applications to real industrial and complex problems. The book represents the state of the art in the development of reduced order methods. It contains contributions from internationally respected experts, guaranteeing a wide range of expertise and topics. Further, it reflects an important effor t, carried out over the last 12 years, to build a growing research community in this field. Though not a textbook, some of the chapters can be used as reference materials or lecture notes for classes and tutorials (doctoral schools, master classes).
Electric drives are everywhere, and with the looming promise of electric vehicles and renewable energy, they will become more complex and the demands on their capabilities will continue to increase. To keep up with these trends, students require hands-on knowledge and a keen understanding of the subtleties involved in the operation of modern electric drives. The best-selling first edition of Electric Drives provided such an understanding, and this Second Edition offers the same approach with up-to-date coverage of all major types of electric drives, both constant and variable speed. This book provides a self-contained treatment of low-, medium-, and large-power drives illustrated by numerous application examples, problems, digital simulation results, and test results for both steady state and dynamic operation. This edition features updated material in every chapter, including references; new material on AC brush series motors, capacitor-split inductor motors, single-phase PMSMs and switched reluctance motors, and tooth-wound PMSMs, all with numerical examples; new case studies on AC synchronous and induction motors; and a new chapter on control of electric generators. The companion CD-ROM features the full text, class slides for instructors, and MATLAB® simulations of 10 closed-loop drives, two of which are new to this edition. With a practical, hands-on approach, Electric Drives, Second Edition is the ideal textbook to help students design, simulate, build, and test modern electric drives, from simple to complex.
This self-contained and accessible book provides a thorough introduction to the basic physical and mathematical principles required in studying the scattering and absorption of light and other electromagnetic radiation by particles and particle groups. For the first time the theories of electromagnetic scattering, radiative transfer, and weak localization are combined into a unified, consistent branch of physical optics directly based on the Maxwell equations. A particular focus is given to key aspects such as time and ensemble averaging at different scales, ergodicity, and the physical nature of measurements afforded by actual photopolarimeters. Featuring over 120 end-of-chapter exercises, with hints and solutions provided, this clear, one-stop resource is ideal for self-study or classroom use, and will be invaluable to both graduate students and researchers in remote sensing, physical and biomedical optics, optical communications, optical particle characterization, atmospheric physics and astrophysics.