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In the last few years, Algorithms for Convex Optimization have revolutionized algorithm design, both for discrete and continuous optimization problems. For problems like maximum flow, maximum matching, and submodular function minimization, the fastest algorithms involve essential methods such as gradient descent, mirror descent, interior point methods, and ellipsoid methods. The goal of this self-contained book is to enable researchers and professionals in computer science, data science, and machine learning to gain an in-depth understanding of these algorithms. The text emphasizes how to derive key algorithms for convex optimization from first principles and how to establish precise running time bounds. This modern text explains the success of these algorithms in problems of discrete optimization, as well as how these methods have significantly pushed the state of the art of convex optimization itself.
We investigate the interaction between a singular surface and a strong shock in the self-gravitating interstellar gas clouds with the assumption of spherical symmetry. Using the method of the Lie group of transformations, a particular solution of the flow variables and the cooling–heating function for an infinitely strong shock is obtained. This paper explores an application of the singular surface theory in the evolution of an acceleration wave front propagating through an unperturbed medium. We discuss the formation of an acceleration, considering the cases of compression and expansion waves. The influence of the cooling–heating function on a shock formation is explained. The results of a collision between a strong shock and an acceleration wave are discussed using the Lax evolutionary conditions.
The classical model for studying one-phase Hele-Shaw flows is based on a highly nonlinear moving boundary problem with the fluid velocity related to pressure gradients via a Darcy-type law. In a standard configuration with the Hele-Shaw cell made up of two flat stationary plates, the pressure is harmonic. Therefore, conformal mapping techniques and boundary integral methods can be readily applied to study the key interfacial dynamics, including the Saffman–Taylor instability and viscous fingering patterns. As well as providing a brief review of these key issues, we present a flexible numerical scheme for studying both the standard and nonstandard Hele-Shaw flows. Our method consists of using a modified finite-difference stencil in conjunction with the level-set method to solve the governing equation for pressure on complicated domains and track the location of the moving boundary. Simulations show that our method is capable of reproducing the distinctive morphological features of the Saffman–Taylor instability on a uniform computational grid. By making straightforward adjustments, we show how our scheme can easily be adapted to solve for a wide variety of nonstandard configurations, including cases where the gap between the plates is linearly tapered, the plates are separated in time, and the entire Hele-Shaw cell is rotated at a given angular velocity.
We study some properties of integro splines. Using these properties, we design an algorithm to construct splines $S_{m+1}(x)$ of neighbouring degrees to the given spline $S_m(x)$ with degree m. A local integro-sextic spline is constructed with the proposed algorithm. The local integro splines work efficiently, that is, they have low computational complexity, and they are effective for use in real time. The construction of nonlocal integro splines usually leads to solving a system of linear equations with band matrices, which yields high computational costs.
We study the static maximization of long-term averaged profit, when optimal preset thresholds are determined to describe a pairs trading strategy in a general one-dimensional ergodic diffusion model of a stochastic spread process. An explicit formula for the expected value of a certain first passage time is given, which is used to derive a simple equation for determining the optimal thresholds. Asymptotic arbitrage in the long run of the threshold strategy is observed.
Now in its second edition, this popular textbook on game theory is unrivalled in the breadth of its coverage, the thoroughness of technical explanations and the number of worked examples included. Covering non-cooperative and cooperative games, this introduction to game theory includes advanced chapters on auctions, games with incomplete information, games with vector payoffs, stable matchings and the bargaining set. This edition contains new material on stochastic games, rationalizability, and the continuity of the set of equilibrium points with respect to the data of the game. The material is presented clearly and every concept is illustrated with concrete examples from a range of disciplines. With numerous exercises, and the addition of a solution manual for instructors with this edition, the book is an extensive guide to game theory for undergraduate through graduate courses in economics, mathematics, computer science, engineering and life sciences, and will also serve as useful reference for researchers.