This book addresses a seemingly simple question: can a certain amount of gas be transported within a pipeline network? The question is difficult, however, when asked in relation to a meshed nationwide gas transportation network and when taking into account technical details and discrete decisions, as well as regulations, contracts, and varying ......
Principles and Techniques of Algorithmic Differentiation
Algorithmic, or automatic, differentiation (AD) is a growing area of theoretical research and software development concerned with the accurate and efficient evaluation of derivatives for function evaluations given as computer programs. The resulting derivative values are useful for all scientific computations that are based on linear, quadratic, ......
The conjugate gradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. ......
Engineering reliability concerns failure data analysis, the economics of maintenance policies, and system reliability. This textbook develops the use of probability and statistics in engineering reliability and maintenance problems. The author uses probability models in the analysis of failure data, decision relative to planned maintenance, and ......
Originally published in 1986, this valuable reference provides a detailed treatment of limit theorems and inequalities for empirical processes of real-valued random variables. It also includes applications of the theory to censored data, spacings, rank statistics, quantiles, and many functionals of empirical processes, including a treatment of ......
This classic text focuses on elliptic boundary value problems in domains with nonsmooth boundaries and on problems with mixed boundary conditions. Its contents are essential for an understanding of the behavior of numerical methods for partial differential equations (PDEs) on two-dimensional domains with corners. Elliptic Problems in Nonsmooth ......
Expert judgment is invaluable for assessing products, systems, and situations for which measurements or test results are sparse or nonexistent. Eliciting and Analyzing Expert Judgment: A Practical Guide takes the reader step by step through the techniques of eliciting and analyzing expert judgment, with special attention given to helping the ......
This book provides a thorough and careful introduction to the theory and practice of scientific computing at an elementary, yet rigorous, level, from theory via examples and algorithms to computer programs. The original FORTRAN programs have been rewritten in MATLAB and now appear in a new appendix and online, offering a modernized version of this ......
Modern financial mathematics relies on the theory of random processes in time, reflecting the erratic fluctuations in financial markets. This book introduces the fascinating area of financial mathematics and its calculus in an accessible manner for undergraduate students. Using little high-level mathematics, the author presents the basic methods ......
