Taylor & Francis e-Books

Edited ByAmit Kumar, Mangey Ram

About this book: This era of science and engineering has attracted researchers tasked with evaluating performance and optimization of problems in the field of operations research. The book covers mathematical analysis, methods and applications involving processes such as system performance, optimization, inventory theory, reliability theory, and queueing theory. Operations Research: Methods, Techniques, and Advancements explores recent and innovative methods and advancements associated with the mathematical theory of operations research. It offers a detailed overview of mathematical modelling for general industrial systems and emphasizes the latest ideas for the benefit of society and the research community. Intended for a broad range of readers, this book is useful to academicians, industrialists, researchers, students, academia and specialists from various disciplines and those working in the industry.

Author: Leonid Burstein

About this book: Partial differential equations (PDEs) describe technological phenomena and processes used for the analysis, design, and modeling of technical products. Solutions of spatial and transient PDEs are realized by using the PDE Toolbox included in the MATLAB® software. MATLAB® is introduced here as an essential foundation for PDE, and the Modeler of the PDE Toolbox, with appropriate explanatory solutions, is applied to engineering problems in mechanics, heat/mass transfer, tribology, materials science, physics, and biotechnology. The appendixes contain collections of commands and functions used to solve actual engineering problems.

Author: Robert E. White

About this book: Courses on linear algebra and numerical analysis need each other. Often NA courses have some linear algebra topics, and LA courses mention some topics from numerical analysis/scientific computing. This text merges these two areas into one introductory undergraduate course. It assumes students have had multivariable calculus. A second goal of this text is to demonstrate the intimate relationship of linear algebra to applications/computations. A rigorous presentation has been maintained. A third reason for writing this text is to present, in the first half of the course, the very important topic on singular value decomposition, SVD. This is done by first restricting consideration to real matrices and vector spaces. The general inner product vector spaces are considered starting in the middle of the text. The text has a number of applications. These are to motivate the student to study the linear algebra topics. Also, the text has a number of computations. MATLAB® is used, but one could modify these codes to other programming languages. These are either to simplify some linear algebra computation, or to model a particular application.

Author: Richard Manasseh

About this book:This book derives the mathematical basis for the most-encountered waves in fluids in science and engineering. It gives professionals in important occupations such as maritime engineering, climate science, urban noise control, and medical diagnostics the key formulae needed for calculations. The book begins with the basis of fluid dynamics and subsequent chapters cover surface gravity waves, sound waves, internal gravity waves, waves in rotating fluids, and introduce some nonlinear wave phenomena. Basic phenomena common to all fluid waves such as refraction are detailed. Thereafter, specialized application chapters describe specific contemporary problems. All concepts are supported by narrative examples, illustrations, and problems. FEATURES • Explains the basis of wave mechanics in fluid systems. • Provides tools for the analysis of water waves, sound waves, internal gravity waves, rotating fluid waves and some nonlinear wave phenomena, together with example problems. • Includes comprehensible mathematical derivations at the expense of fewer theoretical topics. • Reviews cases describable by linear theory and cases requiring nonlinear and wave-interaction theories. This book is suitable for senior undergraduates, graduate students and researchers in Fluid Mechanics, Applied Mathematics, Meteorology, Physical Oceanography, and in Biomedical, Civil, Chemical, Environmental, Mechanical, and Maritime Engineering.

Authors:Steven E. Pav

About this book: The Sharpe ratio is the most widely used metric for comparing the performance of financial assets. The Markowitz portfolio is the portfolio with the highest Sharpe ratio. The Sharpe Ratio: Statistics and Applications examines the statistical propertiesof the Sharpe ratio and Markowitz portfolio, both under the simplifying assumption of Gaussian returns and asymptotically. Connections are drawn between the financial measures and classical statistics including Student's t, Hotelling's T^2, and the Hotelling-Lawley trace. The robustness of these statistics to heteroskedasticity, autocorrelation, fat tails, and skew of returns are considered. The construction of portfolios to maximize the Sharpe is expanded from the usual static unconditional model to include subspace constraints, heding out assets, and the use of conditioning information on both expected returns and risk. {book title} is the most comprehensive treatment of the statistical properties of the Sharpe ratio and Markowitz portfolio ever published.

Authors: Sujaul Chowdhury, Syed Badiuzzaman Faruque, Ponkog Kumar Das

About this book: The book presents in comprehensive detail numerical solutions to boundary value problems of a number of non-linear differential equations. Replacing derivatives by finite difference approximations in these differential equations leads to a system of non-linear algebraic equations which we have solved using Newton’s iterative method. In each case, we have also obtained Euler solutions and ascertained that the iterations converge to Euler solutions. We find that, except for the boundary values, initial values of the 1st iteration need not be anything close to the final convergent values of the numerical solution. Programs in Mathematica 6.0 were written to obtain the numerical solutions.