Math in Motion PDF Download

Author: Classical Conversations MultiMedia
Publisher:
ISBN: 9780996566001
Category :
Languages : en
Pages :

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Author: Laurie Wallmark
Publisher:
ISBN: 9781939547637
Category : Juvenile Nonfiction
Languages : en
Pages : 0

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"This picture book traces the impressive career of Sophie Kowalevski, the first woman to receive a doctorate in mathematics requiring original research. As a girl, Sophie is fascinated by the equations her father uses to wallpaper her room. She proves herself a prodigy, and tutors are impressed enough to give her private lessons. Despite universities that refuse to allow women on campus or to pay them to teach, Sophie is able to distinguish herself with her research into partial differential equations. Sophie receives a doctorate and becomes the first female professional mathematician in Northern Europe. The book mentions several of Kowalevski's mathematical contributions and closes with an encouraging message about women in mathematics"--

Author: Barbara Erica Pearl
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 117

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Shows how origami can be used in the classroom to teach students mathematical principles.

Author: Malke Rosenfeld
Publisher: Heinemann Educational Books
ISBN: 9780325074702
Category : Education
Languages : en
Pages : 0

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"Kids love to move. But how do we harness all that kinetic energy effectively for math learning? In Math on the Move, Malke Rosenfeld shows how pairing math concepts and whole body movement creates opportunities for students to make sense of math in entirely new ways. Malke shares her experience creating dynamic learning environments by: exploring the use of the body as a thinking tool, highlighting mathematical ideas that are usefully explored with a moving body, providing a range of entry points for learning to facilitate a moving math classroom. ..."--Publisher description.

Author: Wolfgang Hahn
Publisher: Springer Science & Business Media
ISBN: 3642500854
Category : Mathematics
Languages : en
Pages : 459

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Book Description
The theory of the stability of motion has gained increasing signifi cance in the last decades as is apparent from the large number of publi cations on the subject. A considerable part of this work is concerned with practical problems, especially problems from the area of controls and servo-mechanisms, and concrete problems from engineering were the ones which first gave the decisin' impetus for the expansion and modern development of stability theory. In comparison with the many single publications, which are num bered in the thousands, the number of books on stability theory, and especially books not \\Titten in Russian, is extraordinarily small. Books which giw the student a complete introduction into the topic and which simultaneously familiarize him with the newer results of the theory and their applications to practical questions are completely lacking. I hope that the book which I hereby present will to some extent do justice to this double task. I haw endeavored to treat stability theory as a mathe matical discipline, to characterize its methods, and to prove its theorems rigorollsly and completely as mathematical theorems. Still I always strove to make reference to applications, to illustrate the arguments with examples, and to stress the interaction between theory and practice. The mathematical preparation of the reader should consist of about two to three years of university mathematics.

Author: Michel Blay
Publisher: University of Chicago Press
ISBN: 9780226058351
Category : History
Languages : en
Pages : 230

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Book Description
Until the Scientific Revolution, the nature and motions of heavenly objects were mysterious and unpredictable. The Scientific Revolution was revolutionary in part because it saw the advent of many mathematical tools—chief among them the calculus—that natural philosophers could use to explain and predict these cosmic motions. Michel Blay traces the origins of this mathematization of the world, from Galileo to Newton and Laplace, and considers the profound philosophical consequences of submitting the infinite to rational analysis. "One of Michael Blay's many fine achievements in Reasoning with the Infinite is to make us realize how velocity, and later instantaneous velocity, came to play a vital part in the development of a rigorous mathematical science of motion."—Margaret Wertheim, New Scientist

Author: Ubbo F. Wiersema
Publisher: John Wiley & Sons
ISBN: 0470021705
Category : Business & Economics
Languages : en
Pages : 342

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BROWNIAN MOTION CALCULUS Brownian Motion Calculus presents the basics of Stochastic Calculus with a focus on the valuation of financial derivatives. It is intended as an accessible introduction to the technical literature. The sequence of chapters starts with a description of Brownian motion, the random process which serves as the basic driver of the irregular behaviour of financial quantities. That exposition is based on the easily understood discrete random walk. Thereafter the gains from trading in a random environment are formulated in a discrete-time setting. The continuous-time equivalent requires a new concept, the Itō stochastic integral. Its construction is explained step by step, using the so-called norm of a random process (its magnitude), of which a motivated exposition is given in an Annex. The next topic is Itō’s formula for evaluating stochastic integrals; it is the random process counter part of the well known Taylor formula for functions in ordinary calculus. Many examples are given. These ingredients are then used to formulate some well established models for the evolution of stock prices and interest rates, so-called stochastic differential equations, together with their solution methods. Once all that is in place, two methodologies for option valuation are presented. One uses the concept of a change of probability and the Girsanov transformation, which is at the core of financial mathematics. As this technique is often perceived as a magic trick, particular care has been taken to make the explanation elementary and to show numerous applications. The final chapter discusses how computations can be made more convenient by a suitable choice of the so-called numeraire. A clear distinction has been made between the mathematics that is convenient for a first introduction, and the more rigorous underpinnings which are best studied from the selected technical references. The inclusion of fully worked out exercises makes the book attractive for self study. Standard probability theory and ordinary calculus are the prerequisites. Summary slides for revision and teaching can be found on the book website www.wiley.com/go/brownianmotioncalculus.

Author: René L. Schilling
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110307308
Category : Mathematics
Languages : en
Pages : 424

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Book Description
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.

Author: Penny Dowdy
Publisher: Crabtree Publishing Company
ISBN: 9780778743392
Category : Juvenile Nonfiction
Languages : en
Pages : 28

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This book introduces the concepts of surveys, data, pictographs, and bar graphs with excellent visuals and engaging text. In this book, young readers will understand how numerical data is communicated through graphs.

Author: Sean Carroll
Publisher: Penguin
ISBN: 0593186583
Category : Science
Languages : en
Pages : 305

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INSTANT NEW YORK TIMES BESTSELLER “Most appealing... technical accuracy and lightness of tone... Impeccable.”—Wall Street Journal “A porthole into another world.”—Scientific American “Brings science dissemination to a new level.”—Science The most trusted explainer of the most mind-boggling concepts pulls back the veil of mystery that has too long cloaked the most valuable building blocks of modern science. Sean Carroll, with his genius for making complex notions entertaining, presents in his uniquely lucid voice the fundamental ideas informing the modern physics of reality. Physics offers deep insights into the workings of the universe but those insights come in the form of equations that often look like gobbledygook. Sean Carroll shows that they are really like meaningful poems that can help us fly over sierras to discover a miraculous multidimensional landscape alive with radiant giants, warped space-time, and bewilderingly powerful forces. High school calculus is itself a centuries-old marvel as worthy of our gaze as the Mona Lisa. And it may come as a surprise the extent to which all our most cutting-edge ideas about black holes are built on the math calculus enables. No one else could so smoothly guide readers toward grasping the very equation Einstein used to describe his theory of general relativity. In the tradition of the legendary Richard Feynman lectures presented sixty years ago, this book is an inspiring, dazzling introduction to a way of seeing that will resonate across cultural and generational boundaries for many years to come.