Introduction à l'analyse numérique matricielle et à l'optimisation PDF Download

Author: Philippe Ciarlet
Publisher:
ISBN: 9782100874422
Category :
Languages : fr
Pages : 0

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Author: Philippe G. Ciarlet
Publisher:
ISBN: 9782100041671
Category :
Languages : fr
Pages : 279

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Book Description
L'objectif essentiel de cet ouvrage est de donner, tout en restant dans des limites raisonnables, une description et une analyse relativement complètes des méthodes les plus couramment utilisées en analyse numérique matricielle et en optimisation. Il s'adresse aux étudiants de licence et maîtrise de mathématiques pures, de mathématiques et applications fondamentales, de mécanique, ainsi qu'aux élèves de première année des grandes écoles. L'ouvrage se compose de deux parties. La première est consacrée à l'analyse numérique matricielle (résolution des systèmes linéaires, calcul des valeurs, vecteurs propres), la seconde à l'optimisation. Un recueil d'exercices corrigés, rédigés par P. G. Ciarlet, B. Miara et J.-M. Thomas, permet au lecteur d'appliquer ses connaissances et de vérifier sa compréhension du cours.

Author: Philippe G. Ciarlet
Publisher:
ISBN: 9782100508082
Category :
Languages : fr
Pages : 279

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Book Description
L'objectif essentiel de cet ouvrage est de donner, tout en restant dans des limites raisonnables, une description et une analyse relativement complètes des méthodes les plus couramment utilisées en analyse numérique matricielle et en optimisation. Il s'adresse aux étudiants en licence 3 et Master de mathématiques pures, de mathématiques et applications fondamentales, de mécanique, ainsi qu'aux élèves des premières années des grandes écoles. L'ouvrage se compose de deux parties. La première est consacrée à l'analyse numérique matricielle (résolution des systèmes linéaires, calcul des valeurs, vecteurs propres), la seconde à l'optimisation. Un recueil d'exercices corrigés, rédigés par P. G. Ciarlet, B. Miara et J.-M. Thomas, permet au lecteur d'appliquer ses connaissances et de vérifier sa compréhension du cours.

Author: Philippe G. Ciarlet
Publisher: Cambridge University Press
ISBN: 9780521339841
Category : Computers
Languages : en
Pages : 456

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Book Description
The purpose of this book is to give a thorough introduction to the most commonly used methods of numerical linear algebra and optimisation. The prerequisites are some familiarity with the basic properties of matrices, finite-dimensional vector spaces, advanced calculus, and some elementary notations from functional analysis. The book is in two parts. The first deals with numerical linear algebra (review of matrix theory, direct and iterative methods for solving linear systems, calculation of eigenvalues and eigenvectors) and the second, optimisation (general algorithms, linear and nonlinear programming). The author has based the book on courses taught for advanced undergraduate and beginning graduate students and the result is a well-organised and lucid exposition. Summaries of basic mathematics are provided, proofs of theorems are complete yet kept as simple as possible, and applications from physics and mechanics are discussed. Professor Ciarlet has also helpfully provided over 40 line diagrams, a great many applications, and a useful guide to further reading. This excellent textbook, which is translated and revised from the very successful French edition, will be of great value to students of numerical analysis, applied mathematics and engineering.

Author: Philippe G. Ciarlet
Publisher:
ISBN: 9782100055876
Category :
Languages : fr
Pages : 190

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Book Description
Ce recueil d'exercices contient des énoncés de nature, de longueur et de difficulté très variées, qui complètent l'ouvrage de Philippe G. Ciarlet, paru dans la même collection, Introduction à l'Analyse numérique matricielle et à l'optimisation. Il s'adresse aux étudiants de licence et maîtrise de mathématiques pures, de mathématiques et applications fondamentales, de mécanique, ainsi qu'aux élèves de première année des grandes écoles.

Author: Samia Challal
Publisher: CRC Press
ISBN: 0429515162
Category : Business & Economics
Languages : en
Pages : 242

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Book Description
Introduction to the Theory of Optimization in Euclidean Space is intended to provide students with a robust introduction to optimization in Euclidean space, demonstrating the theoretical aspects of the subject whilst also providing clear proofs and applications. Students are taken progressively through the development of the proofs, where they have the occasion to practice tools of differentiation (Chain rule, Taylor formula) for functions of several variables in abstract situations. Throughout this book, students will learn the necessity of referring to important results established in advanced Algebra and Analysis courses. Features Rigorous and practical, offering proofs and applications of theorems Suitable as a textbook for advanced undergraduate students on mathematics or economics courses, or as reference for graduate-level readers Introduces complex principles in a clear, illustrative fashion

Author: Rose-Anne Dana
Publisher: Springer Science & Business Media
ISBN: 354071149X
Category : Business & Economics
Languages : en
Pages : 331

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Book Description
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.

Author: Amar Mitiche
Publisher: Springer Science & Business Media
ISBN: 3319007114
Category : Technology & Engineering
Languages : en
Pages : 212

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Book Description
This book presents a unified view of image motion analysis under the variational framework. Variational methods, rooted in physics and mechanics, but appearing in many other domains, such as statistics, control, and computer vision, address a problem from an optimization standpoint, i.e., they formulate it as the optimization of an objective function or functional. The methods of image motion analysis described in this book use the calculus of variations to minimize (or maximize) an objective functional which transcribes all of the constraints that characterize the desired motion variables. The book addresses the four core subjects of motion analysis: Motion estimation, detection, tracking, and three-dimensional interpretation. Each topic is covered in a dedicated chapter. The presentation is prefaced by an introductory chapter which discusses the purpose of motion analysis. Further, a chapter is included which gives the basic tools and formulae related to curvature, Euler Lagrange equations, unconstrained descent optimization, and level sets, that the variational image motion processing methods use repeatedly in the book.

Author: Amar Mitiche
Publisher: Springer Science & Business Media
ISBN: 3642153526
Category : Technology & Engineering
Languages : en
Pages : 192

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Book Description
Image segmentation consists of dividing an image domain into disjoint regions according to a characterization of the image within or in-between the regions. Therefore, segmenting an image is to divide its domain into relevant components. The efficient solution of the key problems in image segmentation promises to enable a rich array of useful applications. The current major application areas include robotics, medical image analysis, remote sensing, scene understanding, and image database retrieval. The subject of this book is image segmentation by variational methods with a focus on formulations which use closed regular plane curves to define the segmentation regions and on a level set implementation of the corresponding active curve evolution algorithms. Each method is developed from an objective functional which embeds constraints on both the image domain partition of the segmentation and the image data within or in-between the partition regions. The necessary conditions to optimize the objective functional are then derived and solved numerically. The book covers, within the active curve and level set formalism, the basic two-region segmentation methods, multiregion extensions, region merging, image modeling, and motion based segmentation. To treat various important classes of images, modeling investigates several parametric distributions such as the Gaussian, Gamma, Weibull, and Wishart. It also investigates non-parametric models. In motion segmentation, both optical flow and the movement of real three-dimensional objects are studied.

Author: C. Brezinski
Publisher: Elsevier
ISBN: 0080506224
Category : Computers
Languages : en
Pages : 475

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Book Description
This volume is a self-contained, exhaustive exposition of the extrapolation methods theory, and of the various algorithms and procedures for accelerating the convergence of scalar and vector sequences. Many subroutines (written in FORTRAN 77) with instructions for their use are provided on a floppy disk in order to demonstrate to those working with sequences the advantages of the use of extrapolation methods. Many numerical examples showing the effectiveness of the procedures and a consequent chapter on applications are also provided – including some never before published results and applications. Although intended for researchers in the field, and for those using extrapolation methods for solving particular problems, this volume also provides a valuable resource for graduate courses on the subject.