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Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics.
A unique textbook for an undergraduate course on mathematical modeling, Differential Equations with MATLAB: Exploration, Applications, and Theory provides students with an understanding of the practical and theoretical aspects of mathematical models involving ordinary and partial differential equations (ODEs and PDEs). The text presents a unifying picture inherent to the study and analysis of more than 20 distinct models spanning disciplines such as physics, engineering, and finance. The first part of the book presents systems of linear ODEs. The text develops mathematical models from ten disparate fields, including pharmacokinetics, chemistry, classical mechanics, neural networks, physiology, and electrical circuits. Focusing on linear PDEs, the second part covers PDEs that arise in the mathematical modeling of phenomena in ten other areas, including heat conduction, wave propagation, fluid flow through fissured rocks, pattern formation, and financial mathematics. The authors engage students by posing questions of all types throughout, including verifying details, proving conjectures of actual results, analyzing broad strokes that occur within the development of the theory, and applying the theory to specific models. The authors’ accessible style encourages students to actively work through the material and answer these questions. In addition, the extensive use of MATLAB® GUIs allows students to discover patterns and make conjectures.
Have you ever wondered why the language of modern physics centres on geometry? Or how quantum operators and Dirac brackets work? What a convolution really is? What tensors are all about? Or what field theory and lagrangians are, and why gravity is described as curvature? This book takes you on a tour of the main ideas forming the language of modern mathematical physics. Here you will meet novel approaches to concepts such as determinants and geometry, wave function evolution, statistics, signal processing, and three-dimensional rotations. You will see how the accelerated frames of special relativity tell us about gravity. On the journey, you will discover how tensor notation relates to vector calculus, how differential geometry is built on intuitive concepts, and how variational calculus leads to field theory. You will meet quantum measurement theory, along with Green functions and the art of complex integration, and finally general relativity and cosmology. The book takes a fresh approach to tensor analysis built solely on the metric and vectors, with no need for one-forms. This gives a much more geometrical and intuitive insight into vector and tensor calculus, together with general relativity, than do traditional, more abstract methods. Don Koks is a physicist at the Defence Science and Technology Organisation in Adelaide, Australia. His doctorate in quantum cosmology was obtained from the Department of Physics and Mathematical Physics at Adelaide University. Prior work at the University of Auckland specialised in applied accelerator physics, along with pure and applied mathematics.
From classical foundations to modern theory, this comprehensive guide to probability interweaves mathematical proofs, historical context and detailed illustrative applications.
Popular account ranges from counting to mathematical logic and covers many concepts related to infinity: graphic representation of functions; pairings, other combinations; prime numbers; logarithms, circular functions; more. 216 illustrations.
This self-contained text provides an introduction to modern harmonic analysis in the context in which it is actually applied, in particular, through complex function theory and partial differential equations. It takes the novice mathematical reader from the rudiments of harmonic analysis (Fourier series) to the Fourier transform, pseudodifferential operators, and finally to Heisenberg analysis.
From the mathematics of mazes, to cones with a twist, and the amazing sphericon - and how to make one - Ian Stewart is back with more mathematical stories and puzzles that are as quirky as they are fascinating, and each from the cutting edge of the world of mathematics. We find out about the mathematics of time travel, explore the shape of teardrops (which are not tear-drop shaped, but something much, much more strange!), dance with dodecahedra, and play the game of Hex, amongst many more strange and delightful mathematical diversions.