Lecture Notes in Computational Science and Engineering

Extraction of Quantifiable Information from Complex Systems

Editors: Dahlke, S., Dahmen, W., Griebel, M., Hackbusch, W., Ritter, K., Schneider, R., Schwab, C., Yserentant, H. (Eds.)

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About this book

In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 “Mathematical Methods for Extracting Quantifiable Information from Complex Systems.” This volume presents a comprehensive overview of the most important results obtained over the course of the program. Mathematical models of complex systems provide the foundation for further technological developments in science, engineering and computational finance. Motivated by the trend toward steadily increasing computer power, ever more realistic models have been developed in recent years. These models have also become increasingly complex, and their numerical treatment poses serious challenges. Recent developments in mathematics suggest that, in the long run, much more powerful numerical solution strategies could be derived if the interconnections between the different fields of research were systematically exploited at a conceptual level. Accordingly, a deeper understanding of the mathematical foundations as well as the development of new and efficient numerical algorithms were among the main goals of this Priority Program. The treatment of high-dimensional systems is clearly one of the most challenging tasks in applied mathematics today. Since the problem of high-dimensionality appears in many fields of application, the above-mentioned synergy and cross-fertilization effects were expected to make a great impact. To be truly successful, the following issues had to be kept in mind: theoretical research and practical applications had to be developed hand in hand; moreover, it has proven necessary to combine different fields of mathematics, such as numerical analysis and computational stochastics. To keep the whole program sufficiently focused, we concentrated on specific but related fields of application that share common characteristics and as such, they allowed us to use closely related approaches.

Table of contents (21 chapters)

  • Solving Stochastic Dynamic Programs by Convex Optimization and Simulation

    Belomestny, Denis (et al.)

    Pages 1-23

  • Efficient Resolution of Anisotropic Structures

    Dahmen, Wolfgang (et al.)

    Pages 25-51

  • Regularity of the Parameter-to-State Map of a Parabolic Partial Differential Equation

    Ressel, Rudolf (et al.)

    Pages 53-67

  • Piecewise Tensor Product Wavelet Bases by Extensions and Approximation Rates

    Chegini, Nabi G. (et al.)

    Pages 69-81

  • Adaptive Wavelet Methods for SPDEs

    Cioica, Petru A. (et al.)

    Pages 83-107

Buy this book

eBook $99.00
price for USA (gross)
  • ISBN 978-3-319-08159-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $129.00
price for USA
  • ISBN 978-3-319-08158-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $129.00
price for USA
  • ISBN 978-3-319-34601-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Extraction of Quantifiable Information from Complex Systems
Editors
  • Stephan Dahlke
  • Wolfgang Dahmen
  • Michael Griebel
  • Wolfgang Hackbusch
  • Klaus Ritter
  • Reinhold Schneider
  • Christoph Schwab
  • Harry Yserentant
Series Title
Lecture Notes in Computational Science and Engineering
Series Volume
102
Copyright
2014
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
eBook ISBN
978-3-319-08159-5
DOI
10.1007/978-3-319-08159-5
Hardcover ISBN
978-3-319-08158-8
Softcover ISBN
978-3-319-34601-4
Series ISSN
1439-7358
Edition Number
1
Number of Pages
XIX, 432
Number of Illustrations and Tables
27 b/w illustrations, 22 illustrations in colour
Topics