A Course In Triangulations For Solving Equations With Deformations

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The Economics of Deep-Sea Mining

Author : J.B. Donges
Publisher : Springer Science & Business Media
Page : 391 pages
File Size : 48,7 Mb
Release : 2012-12-06
Category : Science
ISBN : 9783642702525

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The Economics of Deep-Sea Mining by J.B. Donges Pdf

Manganese nodules lying on the ocean floor beyond national jurisdiction and containing such strategic minerals as cobalt, copper, manganese and nickel are currently considered to constitute the highest-valued deep ocean mineral resource and regarded by many as the "common heritage of mankind". Not surprisingly, the exploitation of minerals from the sea bed was one of the most controversial issues discussed at the Third United Nations Conference on the Law of the Sea from 1973 to 1982, which led to the adoption of a new Convention on the Law of the Sea in Jamaica in December of 1982. However, the still ongoing international debate on the Convention I s regime to govern deep-sea mining reveals that the central economic problems involved are far from being defi nitely settled. In view of the importance of this issue, the Kiel Institute of World Economics launched in 1980 a major research project on allocational and distributional aspects of the use of ocean resources. A comprehensive analysis and evaluation of the new Law of the Sea Convention has al ready been published (see Wilfried Prewo et al., Die Neuordnung der Meere - Eine okonomische Kritik des neuen Seerechts. Kieler Studien No. 173. Tlibingen: J.C.B. Mohr, 1982).

Introduction to Numerical Continuation Methods

Author : Eugene L. Allgower,Kurt Georg
Publisher : SIAM
Page : 413 pages
File Size : 43,8 Mb
Release : 2003-01-01
Category : Mathematics
ISBN : 0898719151

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Introduction to Numerical Continuation Methods by Eugene L. Allgower,Kurt Georg Pdf

Numerical continuation methods have provided important contributions toward the numerical solution of nonlinear systems of equations for many years. The methods may be used not only to compute solutions, which might otherwise be hard to obtain, but also to gain insight into qualitative properties of the solutions. Introduction to Numerical Continuation Methods, originally published in 1979, was the first book to provide easy access to the numerical aspects of predictor corrector continuation and piecewise linear continuation methods. Not only do these seemingly distinct methods share many common features and general principles, they can be numerically implemented in similar ways. The book also features the piecewise linear approximation of implicitly defined surfaces, the algorithms of which are frequently used in computer graphics, mesh generation, and the evaluation of surface integrals. To help potential users of numerical continuation methods create programs adapted to their particular needs, this book presents pseudo-codes and Fortran codes as illustrations. Since it first appeared, many specialized packages for treating such varied problems as bifurcation, polynomial systems, eigenvalues, economic equilibria, optimization, and the approximation of manifolds have been written. The original extensive bibliography has been updated in the SIAM Classics edition to include more recent references and several URLs so users can look for codes to suit their needs. Audience: this book continues to be useful for researchers and graduate students in mathematics, sciences, engineering, economics, and business. A background in elementary analysis and linear algebra are adequate prerequisites for reading this book; some knowledge from a first course in numerical analysis may also be helpful.

Numerical Continuation Methods

Author : Eugene L. Allgower,Kurt Georg
Publisher : Springer Science & Business Media
Page : 402 pages
File Size : 48,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642612572

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Numerical Continuation Methods by Eugene L. Allgower,Kurt Georg Pdf

Over the past fifteen years two new techniques have yielded extremely important contributions toward the numerical solution of nonlinear systems of equations. This book provides an introduction to and an up-to-date survey of numerical continuation methods (tracing of implicitly defined curves) of both predictor-corrector and piecewise-linear types. It presents and analyzes implementations aimed at applications to the computation of zero points, fixed points, nonlinear eigenvalue problems, bifurcation and turning points, and economic equilibria. Many algorithms are presented in a pseudo code format. An appendix supplies five sample FORTRAN programs with numerical examples, which readers can adapt to fit their purposes, and a description of the program package SCOUT for analyzing nonlinear problems via piecewise-linear methods. An extensive up-to-date bibliography spanning 46 pages is included. The material in this book has been presented to students of mathematics, engineering and sciences with great success, and will also serve as a valuable tool for researchers in the field.

Computational Solution of Nonlinear Systems of Equations

Author : Eugene L. Allgower,Kurt Georg
Publisher : American Mathematical Soc.
Page : 788 pages
File Size : 47,8 Mb
Release : 1990-04-03
Category : Mathematics
ISBN : 0821896946

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Computational Solution of Nonlinear Systems of Equations by Eugene L. Allgower,Kurt Georg Pdf

Nonlinear equations arise in essentially every branch of modern science, engineering, and mathematics. However, in only a very few special cases is it possible to obtain useful solutions to nonlinear equations via analytical calculations. As a result, many scientists resort to computational methods. This book contains the proceedings of the Joint AMS-SIAM Summer Seminar, ``Computational Solution of Nonlinear Systems of Equations,'' held in July 1988 at Colorado State University. The aim of the book is to give a wide-ranging survey of essentially all of the methods which comprise currently active areas of research in the computational solution of systems of nonlinear equations. A number of ``entry-level'' survey papers were solicited, and a series of test problems has been collected in an appendix. Most of the articles are accessible to students who have had a course in numerical analysis.

Multiple Criteria Decision Methods and Applications

Author : Günter Fandel,Jaap Spronk
Publisher : Springer Science & Business Media
Page : 416 pages
File Size : 49,8 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642705830

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Multiple Criteria Decision Methods and Applications by Günter Fandel,Jaap Spronk Pdf

Both the 'First International Summer School on Multiple Criteria Decision Making Methods, Applications and Software' and the present volume of readings could only be realised with assistance and support from many sides. We would like to express our gratitude to all those who have contributed to making a success of the first of a hopefully long series of summer schools in this field and to all those who have contribut. ed to the present volume. First of all we are grateful for the financial means supplied by a long list of sponsors, the most important of which are mentioned on the copyright page. Next, we are grateful to the members of the organising committee, Anna Ostanello and Giovanni Zambruno. Since this is the first of what will become a series of summer schools, the chairman of the organising committee, Benedetto Matarazzo, will start this volume with a brief account of the school held in Acireale. The programme committee consisted of Jean Fichefet, Anna Ostanello, Bernard Roy, Jaap Spronk (chairman) and Stanley Zionts. Their valuable contribu tion is gratefully acknowledged, as is the contribution of all the lecturers at the school. Of course, a school is not only made by its teachers, but just as much by its students. The primary aim of a school is to teach and to stimulate the students.

Unemployment, Choice and Inequality

Author : Michael Sattinger
Publisher : Springer Science & Business Media
Page : 187 pages
File Size : 55,6 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642705472

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Unemployment, Choice and Inequality by Michael Sattinger Pdf

This monograph began as a study of the consequences of labor force effects, in cluding unemployment, for the distribution of earnings. I began by developing a model of job search. But following my previous work on the distribution of earnings, the search theory took a different form from the standard literature. Workers and firms were engaged in mutual search which effectively assigned workers to jobs. A number of open questions immediately became apparent, including the relation bet ween unemployment and inequality, the nature and costs of unemployment, and the role of choice. These quickly provided sufficient material for the monograph. I began work on the project in 1980 at Miami University of Ohio. I wish to thank my chairman there, William McKinstry, for the support I received during my last year there. My colleagues Donald Cymrot and James Moser provided some early com ments on the project and I am indebted to Joseph Simpson for extensive computer assistance.

Recent Advances in Nonsmooth Optimization

Author : Ding-Zhu Du,Liqun Qi,Robert S Womersley
Publisher : World Scientific
Page : 480 pages
File Size : 51,6 Mb
Release : 1995-09-20
Category : Mathematics
ISBN : 9789814500418

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Recent Advances in Nonsmooth Optimization by Ding-Zhu Du,Liqun Qi,Robert S Womersley Pdf

Nonsmooth optimization covers the minimization or maximization of functions which do not have the differentiability properties required by classical methods. The field of nonsmooth optimization is significant, not only because of the existence of nondifferentiable functions arising directly in applications, but also because several important methods for solving difficult smooth problems lead directly to the need to solve nonsmooth problems, which are either smaller in dimension or simpler in structure. This book contains twenty five papers written by forty six authors from twenty countries in five continents. It includes papers on theory, algorithms and applications for problems with first-order nondifferentiability (the usual sense of nonsmooth optimization) second-order nondifferentiability, nonsmooth equations, nonsmooth variational inequalities and other problems related to nonsmooth optimization. Contents:Hybrid Methods for Finding the Nearest Euclidean Distance Matrix (S Al-Homidan & R Fletcher)On Generalized Differentiability of Optimal Solutions and Its Application to an Algorithm for Solving Bilevel Optimization Problems (S Dempe)An Elementary Rate of Convergence Proof for the Deep Cut Ellipsoid Algorithm (J B G Frenk & J Gromicho)On Second-Order Directional Derivatives in Nonsmooth Optimization (L R Huang & K F Ng)Sensitivity of Solutions in Nonlinear Programming Problems with Nonunique Multipliers (A B Levy & R T Rockafellar)Necessary and Sufficient Conditions for Solution Stability of Parametric Nonsmooth Equations (J-S Pang)Characterizations of Optimality for Homogeneous Programming Problems with Applications (A M Rubinov & B M Glover)A Globally Convergent Newton Method for Solving Variational Inequality Problems with Inequality Constraints (K Taji & M Fukushima)A Successive Approximation Quasi-Newton Process for Nonlinear Complementarity Problem (S-Z Zhou et al.)and other papers Readership: Students, academics and industry professionals. keywords:

Estimation of Simultaneous Equation Models with Error Components Structure

Author : Jayalakshmi Krishnakumar
Publisher : Springer Science & Business Media
Page : 371 pages
File Size : 45,8 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642456473

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Estimation of Simultaneous Equation Models with Error Components Structure by Jayalakshmi Krishnakumar Pdf

Economists can rarely perform controlled experiments to generate data. Existing information in the form of real-life observations simply has to be utilized in the best possible way. Given this, it is advantageous to make use of the increasing availability and accessibility of combinations of time-series and cross-sectional data in the estimation of economic models. But such data call for a new methodology of estimation and hence for the development of new econometric models. This book proposes one such new model which introduces error components in a system of simultaneous equations to take into account the temporal and cross-sectional heterogeneity of panel data. After a substantial survey of panel data models, the newly proposed model is presented in detail and indirect estimations, full information and limited information estimations, and estimations with and without the assumption of normal distribution errors. These estimation methods are then applied using a computer to estimate a model of residential electricity demand using data on American households. The results are analysed both from an economic and from a statistical point of view.

Linear Models with Correlated Disturbances

Author : Paul Knottnerus
Publisher : Springer Science & Business Media
Page : 203 pages
File Size : 44,5 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642483837

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Linear Models with Correlated Disturbances by Paul Knottnerus Pdf

In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner.

Decision Making with Multiple Objectives

Author : Yacov Y. Haimes,Vira Chankong
Publisher : Springer Science & Business Media
Page : 584 pages
File Size : 44,9 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642465369

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Decision Making with Multiple Objectives by Yacov Y. Haimes,Vira Chankong Pdf

The Sixth International Multiple-Criteria Decision Making (MCDM) Conference is one of a biennial series that serve as a forum for exchange of the latest information and new developments in this rapidly growing field. Participants are carefully chosen from among scholars and practitioners so that widely ranging perspectives and disciplines are represented; this insures the dissemination of valuable new know ledge to those scholars, policy-makers and industrial analysts who will best utilize and share it, both in developed and in third-world countries. The Sixth Internaitona1 MCDM Conference was held from June 4 to 8, 1984, at Case Western Reserve University, Cleveland, Ohio. The Conference program reflects the evolution of the field from infancy through adolescence to maturity, as marked by the progression from single-objective modeling and optimization to multiple-objective deci sion making. Because the theoreticians, practitioners and students who attend these MCDM conferences necessarily have different needs and expectations, the program now offers fewer monologues and more panels, overview papers and tutorial sessions, focusing on case studies and other practical experiences.

Misspecification Analysis

Author : Theo K. Dijkstra
Publisher : Springer Science & Business Media
Page : 139 pages
File Size : 51,7 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642954610

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Misspecification Analysis by Theo K. Dijkstra Pdf

Spatial Price Equilibrium: Advances in Theory, Computation and Application

Author : Patrick T. Harker
Publisher : Springer Science & Business Media
Page : 288 pages
File Size : 46,9 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642465482

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Spatial Price Equilibrium: Advances in Theory, Computation and Application by Patrick T. Harker Pdf

The problem of predicting interregional commodity movements and the regional prices of these commodities has intrigued economists, geographers and operations researchers for years. In 1838, A. A. Cournot (1838) discussed the equilibrium of trade between New York and Paris and noted how the equilibrium prices depended upon the transport costs. Enke (1951) recognized that this problem of predicting interregional flows and regional prices could be formulated as a network problem, and in 1952, . Paul Samuelson (1952) used the then recent advances in mathe matical programming to formalize the spatial price equilibrium problem as a nonlinear optimization problem. From this formula tion, Takayama and Judge (1964) derived their quadratic program ming representation of the spatial price equilibrium problem, which they and other scholars then applied to a wide variety of problem contexts. Since these early beginnings, the spatial price equilibrium problem has been widely studied, extended and applied; the paper by Harker (1985) reviews many of these results. In recent years, there has been a growing interest in this problem, as evidenced by the numerous publications listed in Harker (1985). The reasons for this renewed interest are many. First, new applications of this concept have arisen which challenge the theoretical underpinnings of this model. The spatial price equilibrium concept is founded on the assumption of perfect or pure competition. The applications to energy markets, steel markets, etc. have led scholars to rethink the basic structure of this model.

Empirical Vector Autoregressive Modeling

Author : Marius Ooms
Publisher : Springer Science & Business Media
Page : 397 pages
File Size : 52,5 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642487927

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Empirical Vector Autoregressive Modeling by Marius Ooms Pdf

1. 1 Integrating results The empirical study of macroeconomic time series is interesting. It is also difficult and not immediately rewarding. Many statistical and economic issues are involved. The main problems is that these issues are so interrelated that it does not seem sensible to address them one at a time. As soon as one sets about the making of a model of macroeconomic time series one has to choose which problems one will try to tackle oneself and which problems one will leave unresolved or to be solved by others. From a theoretic point of view it can be fruitful to concentrate oneself on only one problem. If one follows this strategy in empirical application one runs a serious risk of making a seemingly interesting model, that is just a corollary of some important mistake in the handling of other problems. Two well known examples of statistical artifacts are the finding of Kuznets "pseudo-waves" of about 20 years in economic activity (Sargent (1979, p. 248)) and the "spurious regression" of macroeconomic time series described in Granger and Newbold (1986, §6. 4). The easiest way to get away with possible mistakes is to admit they may be there in the first place, but that time constraints and unfamiliarity with the solution do not allow the researcher to do something about them. This can be a viable argument.

Stochastic Two-Stage Programming

Author : Karl Frauendorfer
Publisher : Springer Science & Business Media
Page : 236 pages
File Size : 51,9 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642956966

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Stochastic Two-Stage Programming by Karl Frauendorfer Pdf

Stochastic Programming offers models and methods for decision problems wheresome of the data are uncertain. These models have features and structural properties which are preferably exploited by SP methods within the solution process. This work contributes to the methodology for two-stagemodels. In these models the objective function is given as an integral, whose integrand depends on a random vector, on its probability measure and on a decision. The main results of this work have been derived with the intention to ease these difficulties: After investigating duality relations for convex optimization problems with supply/demand and prices being treated as parameters, a stability criterion is stated and proves subdifferentiability of the value function. This criterion is employed for proving the existence of bilinear functions, which minorize/majorize the integrand. Additionally, these minorants/majorants support the integrand on generalized barycenters of simplicial faces of specially shaped polytopes and amount to an approach which is denoted barycentric approximation scheme.