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This text, based on the author's teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Covering the finite difference method; variational formulation of elliptic problems; Sobolev spaces; elliptical problems; the finite element method; Eigenvalue problems; evolution problems; optimality conditions and algorithms and methods of operational research, and including a several exercises throughout, this is an ideal text for advanced undergraduate students and graduates in applied mathematics, engineering, computer science, and the physical sciences.
This text, based on the author's teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Coveri
This book gathers selected, peer-reviewed contributions presented at the Fifth International Conference on Numerical Analysis and Optimization (NAO-V), which wa
This text, covering a very large span of numerical methods and optimization, is primarily aimed at advanced undergraduate and graduate students. A background in
For students in industrial and systems engineering (ISE) and operations research (OR) to understand optimization at an advanced level, they must first grasp the
Computationally-intensive tools play an increasingly important role in financial decisions. Many financial problems-ranging from asset allocation to risk manage