Desmond J. Higham's Books

MATLAB Guide

Third Edition

By: Desmond J. Higham,Nicholas J. Higham

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MATLAB Guide

Third Edition

By: Desmond J. Higham,Nicholas J. Higham

MATLAB is an interactive system for numerical computation that is widely used for teaching and research in industry and academia. It provides a modern programming language and problem solving environment, with powerful data structures, customizable graphics, and easy-to-use editing and debugging tools. This third edition of MATLAB Guide completely revises and updates the best-selling second edition and is more than 30 percent longer. The book remains a lively, concise introduction to the most popular and important features of MATLAB and the Symbolic Math Toolbox. Key features are a tutorial in Chapter 1 that gives a hands-on overview of MATLAB; a thorough treatment of MATLAB mathematics, including the linear algebra and numerical analysis functions and the differential equation solvers; and a web page at http://www.siam.org/books/ot150 that provides example program files, updates, and links to MATLAB resources. The new edition contains color figures throughout; includes pithy discussions of related topics in new ?Asides" boxes that augment the text; has new chapters on the Parallel Computing Toolbox, object-oriented programming, graphs, and large data sets; covers important new MATLAB data types such as categorical arrays, string arrays, tall arrays, tables, and timetables; contains more on MATLAB workflow, including the Live Editor and unit tests; and fully reflects major updates to the MATLAB graphics system. This book is suitable for both beginners and more experienced users, including students, researchers, and practitioners.

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485

Publisher

SIAM

Published Date

ISBN 10

1611974666

ISBN 13

9781611974669

An Introduction to Financial Option Valuation

Mathematics, Stochastics and Computation

By: Desmond J. Higham

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An Introduction to Financial Option Valuation

Mathematics, Stochastics and Computation

By: Desmond J. Higham

A textbook providing an introduction to financial option valuation for undergraduates. Solutions available from solutions@cambridge.org.

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Page Count

300

Publisher

Cambridge University Press

Published Date

ISBN 10

0521547571

ISBN 13

9780521547574

An Introduction to the Numerical Simulation of Stochastic Diﬀerential Equations

By: Desmond J. Higham ,Peter E. Kloeden

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An Introduction to the Numerical Simulation of Stochastic Diﬀerential Equations

By: Desmond J. Higham ,Peter E. Kloeden

This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks. Although introductory, the book covers a range of modern research topics, including Itô versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks. An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.

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Page Count

293

Publisher

SIAM

Published Date

ISBN 10

161197643X

ISBN 13

9781611976434

Learning LaTeX

Second Edition

By: David F. Griffiths,Desmond J. Higham

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Learning LaTeX

Second Edition

By: David F. Griffiths,Desmond J. Higham

Here is a short, well-written book that covers the material essential for learning LaTeX. This manual includes the following crucial features:? - numerous examples of widely used mathematical expressions;? - complete documents illustrating the creation of articles, reports, presentations, and posters;? - troubleshooting tips to help you pinpoint an error;? - details of how to set up an index and a bibliography; and - information about online LaTeX resources.? This second edition of the well-regarded and highly successful book includes additional material on? - the American Mathematical Society packages for typesetting additional mathematical symbols and multi-line displays;? - the BiBTeX program for creating bibliographies;? - the Beamer package for creating presentations; and - the a0poster class for creating posters.?

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Page Count

113

Publisher

SIAM

Published Date

ISBN 10

1611974429

ISBN 13

9781611974423

Numerical Methods for Ordinary Differential Equations

Initial Value Problems

By: David F. Griffiths,Desmond J. Higham

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Numerical Methods for Ordinary Differential Equations

Initial Value Problems

By: David F. Griffiths,Desmond J. Higham

Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. Written for undergraduate students with a mathematical background, this book focuses on the analysis of numerical methods without losing sight of the practical nature of the subject. It covers the topics traditionally treated in a first course, but also highlights new and emerging themes. Chapters are broken down into `lecture' sized pieces, motivated and illustrated by numerous theoretical and computational examples. Over 200 exercises are provided and these are starred according to their degree of difficulty. Solutions to all exercises are available to authorized instructors. The book covers key foundation topics: o Taylor series methods o Runge--Kutta methods o Linear multistep methods o Convergence o Stability and a range of modern themes: o Adaptive stepsize selection o Long term dynamics o Modified equations o Geometric integration o Stochastic differential equations The prerequisite of a basic university-level calculus class is assumed, although appropriate background results are also summarized in appendices. A dedicated website for the book containing extra information can be found via www.springer.com

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Page Count

274

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0857291483

ISBN 13

9780857291486

MATLAB Guide

Third Edition

By: Desmond J. Higham,Nicholas J. Higham

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MATLAB Guide

Third Edition

By: Desmond J. Higham,Nicholas J. Higham

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Page Count

485

Publisher

SIAM

Published Date

ISBN 10

1611974658

ISBN 13

9781611974652

Learning LaTeX

Second Edition

By: David F. Griffiths,Desmond J. Higham

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Learning LaTeX

Second Edition

By: David F. Griffiths,Desmond J. Higham

Here is a short, well-written book that covers the material essential for learning LaTeX. This manual includes the following crucial features: - numerous examples of widely used mathematical expressions; - complete documents illustrating the creation of articles, reports, presentations, and posters; - troubleshooting tips to help you pinpoint an error; - details of how to set up an index and a bibliography; and - information about online LaTeX resources. This second edition of the well-regarded and highly successful book includes additional material on - the American Mathematical Society packages for typesetting additional mathematical symbols and multi-line displays; - the BiBTeX program for creating bibliographies; - the Beamer package for creating presentations; and - the a0poster class for creating posters.

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Solve jigsaw puzzle

Age

Page Count

113

Publisher

SIAM

Published Date

ISBN 10

1611974410

ISBN 13

9781611974416

Book's by Desmond J. Higham

MATLAB Guide

MATLAB Guide

An Introduction to Financial Option Valuation

An Introduction to Financial Option Valuation

An Introduction to the Numerical Simulation of Stochastic Diﬀerential Equations

An Introduction to the Numerical Simulation of Stochastic Diﬀerential Equations

Learning LaTeX

Learning LaTeX

Numerical Methods for Ordinary Differential Equations

Numerical Methods for Ordinary Differential Equations

MATLAB Guide

MATLAB Guide

Learning LaTeX

Learning LaTeX

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