During the first decade of this new millennium, it is estimated that more than EUR100 billion will be invested in the third generation (3G) Universal Mobile Telecommunications System (UMTS) in Europe. This fact represents an amazing challenge from both a technical and commercial perspective. Written by experts in the field, this book gives a detailed description of the elements in the UMTS network architecture: the User Equipment (UE), the UMTS Radio Access Network (UTRAN) and the core network. The completely new protocols based on the needs of the new Wideband Code Division Multiple Access (WCDMA) air interface are highlighted by considering both Frequency- and Time-Division Duplex modes. The book further introduces the key features of existing topics in Releases 5, 6 and 7.
A review of the principles of the safety of software-based equipment, this book begins by presenting the definition principles of safety objectives. It then moves on to show how it is possible to define a safety architecture (including redundancy, diversification, error-detection techniques) on the basis of safety objectives and how to identify objectives related to software programs. From software objectives, the authors present the different safety techniques (fault detection, redundancy and quality control). "Certifiable system" aspects are taken into account throughout the book. Contents 1. Safety Management.
2. From System to Software.
3. Certifiable Systems.
4. Risk and Safety Levels.
5. Principles of Hardware Safety.
6. Principles of Software Safety.
7. Certification.
About the Authors Jean-Louis Boulanger is currently an Independent Safety Assessor (ISA) in the railway domain focusing on software elements. He is a specialist in the software engineering domain (requirement engineering, semi-formal and formal method, proof and model-checking). He also works as an expert for the French notified body CERTIFER in the field of certification of safety critical railway applications based on software (ERTMS, SCADA, automatic subway, etc.). His research interests include requirements, software verification and validation, traceability and RAMS with a special focus on SAFETY.
Model-based development methods, and supporting technologies, can provide the techniques and tools needed to address the dilemma between reducing system development costs and time, and developing increasingly complex systems. This book provides the information needed to understand and apply model-drive engineering (MDE) and model-drive architecture (MDA) approaches to the development of embedded systems. Chapters, written by experts from academia and industry, cover topics relating to MDE practices and methods, as well as emerging MDE technologies. Much of the writing is based on the presentations given at the Summer School "MDE for Embedded Systems" held at Brest, France, in September 2004.
Statistical Models and Methods for Reliability and Survival Analysis brings together contributions by specialists in statistical theory as they discuss their applications providing up-to-date developments in methods used in survival analysis, statistical goodness of fit, stochastic processes for system reliability, amongst others. Many of these are related to the work of Professor M. Nikulin in statistics over the past 30 years. The authors gather together various contributions with a broad array of techniques and results, divided into three parts - Statistical Models and Methods, Statistical Models and Methods in Survival Analysis, and Reliability and Maintenance. The book is intended for researchers interested in statistical methodology and models useful in survival analysis, system reliability and statistical testing for censored and non-censored data.
Numerous industrial systems or natural environments involve multiphase flows with heat and mass transfer. The authors of this book present the physical modeling of these flows, in a unified way, which can include various physical aspects and several levels of complexity.
Thermal engineering and nuclear reactors; the extraction and transport of petroleum products; diesel and rocket engines; chemical engineering reactors and fluidized beds; smoke or aerosol dispersion; landslides and avalanches - the modeling of multiphase flows with heat and mass transfer for all these situations can be developed following a common methodology. This book is devoted to the description of the mathematical bases of how to incorporate adequate physical ingredients in agreement with known experimental facts and how to make the model evolve according to the required complexity.
Contents Part 1. Approach and General Equations
1. Towards a Unified Description of Multiphase Flows.
2. Instant Equations for a Piecewise Continuous Medium.
3. Description of a "Mean Multiphase Medium".
4. Equations for the Mean Continuous Medium.
Part 2. Modeling: A Single Approach Adaptable to Multiple Applications
5. The Modeling of Interphase Exchanges.
6. Modeling Turbulent Dispersion Fluxes.
7. Modeling the Mean Gas-Liquid Interface Area per Unit Volume.
8. "Large Eddy Simulation" Style Models.
9. Contribution of Thermodynamics of Irreversible Processes.
10. Experimental Methods.
11. Some Experimental Results Pertaining to Multiphase Flow Properties that Are Still Little Understood.
Part 3. From Fluidized Beds to Granular Media
12. Fluidized Beds.
13. Generalizations for Granular Media.
14. Modeling of Cauchy Tensor of Sliding Contacts.
15. Modeling the Kinetic Cauchy Stress Tensor.
Part 4. Studying Fluctuations and Probability Densities
16. Fluctuations of the Gas Phase in Reactive Two-Phase Media.
17. Temperature Fluctuations in Condensed Phases.
18. Study of the PDF for Velocity Fluctuations and Sizes of Parcels. About the Authors Roland Borghi is Professor Emeritus at Ecole Centrale Marseille in France and works as a consultant in the space, petrol and automobile sectors. His research activities cover fluid mechanics, combustion and flames, and multi-phase and granular flows. He was a member of the CNRS scientific committee and a laureate of the French Academy of Science.
Fabien Anselmet is Professor at Ecole Centrale Marseille in France. His research activities focus on the turbulence of fluids and its varied applications in industry and in fields linked to the environment. With a unified, didactic style, this text presents tangible models of multiphase flows with heat and mass transfer with attention to various levels of complexities. It addresses thermal engineering and nuclear reactors, extraction and transport of petroleum products, diesel engines and rocket engines, chemical engineering reactors and fluidized beds, smoke or aerosol dispersion, and landslides and avalanches. Engineers, researchers, and scientists will appreciate the discussions of modeling principles, flows and granular media, and fluctuations around averages.
An overview of the methods used for risk analysis in a variety of industrial sectors, with a particular focus on the consideration of human aspects, this book provides a definition of all the fundamental notions associated with risks and risk management, as well as clearly placing the discipline of risk analysis within the broader context of risk management processes.
The author begins by presenting a certain number of basic concepts, followed by the general principle of risk analysis. He then moves on to examine the ISO31000 standard, which provides a specification for the implementation of a risk management approach. The ability to represent the information we use is crucial, so the representation of knowledge, covering both information concerning the risk occurrence mechanism and details of the system under scrutiny, is also considered. The different analysis methods are then presented, firstly for the identification of risks, then for their analysis in terms of cause and effect, and finally for the implementation of safety measures.
Concrete examples are given throughout the book and the methodology and method can be applied to various fields (industry, health, organization, technical systems). Contents Part 1. General Concepts and Principles
1. Introduction.
2. Basic Notions.
3. Principles of Risk Analysis Methods.
4. The Risk Management Process (ISO31000).
Part 2. Knowledge Representation
5. Modeling Risk.
6. Measuring the Importance of a Risk.
7. Modeling of Systems for Risk Analysis.
Part 3. Risk Analysis Method
8. Preliminary Hazard Analysis.
9. Failure Mode and Effects Analysis.
10. Deviation Analysis Using the HAZOP Method.
11. The Systemic and Organized Risk Analysis Method.
12. Fault Tree Analysis.
13. Event Tree and Bow-Tie Diagram Analysis.
14. Human Reliability Analysis.
15. Barrier Analysis and Layer of Protection Analysis.
Part 4. Appendices
Appendix 1. Occupational Hazard Checklists.
Appendix 2. Causal Tree Analysis.
Appendix 3. A Few Reminders on the Theory of Probability.
Appendix 4. Useful Notions in Reliability Theory.
Appendix 5. Data Sources for Reliability.
Appendix 6. A Few Approaches for System Modelling.
Appendix 7. CaseStudy: Chemical Process.
Appendix 8. XRisk Software. About the Authors Jean-Marie Flaus is Professor at Joseph Fourier University in Grenoble, France.
Bringing together 18 chapters written by leading experts in dynamical systems, operator theory, partial differential equations, and solid and fluid mechanics, this book presents state-of-the-art approaches to a wide spectrum of new and challenging stability problems.
Nonlinear Physical Systems: Spectral Analysis, Stability and Bifurcations focuses on problems of spectral analysis, stability and bifurcations arising in the nonlinear partial differential equations of modern physics. Bifurcations and stability of solitary waves, geometrical optics stability analysis in hydro- and magnetohydrodynamics, and dissipation-induced instabilities are treated with the use of the theory of Krein and Pontryagin space, index theory, the theory of multi-parameter eigenvalue problems and modern asymptotic and perturbative approaches.
Each chapter contains mechanical and physical examples, and the combination of advanced material and more tutorial elements makes this book attractive for both experts and non-specialists keen to expand their knowledge on modern methods and trends in stability theory.
Contents 1. Surprising Instabilities of Simple Elastic Structures, Davide Bigoni, Diego Misseroni, Giovanni Noselli and Daniele Zaccaria.
2. WKB Solutions Near an Unstable Equilibrium and Applications, Jean-François Bony, Setsuro Fujiié, Thierry Ramond and Maher Zerzeri, partially supported by French ANR project NOSEVOL.
3. The Sign Exchange Bifurcation in a Family of Linear Hamiltonian Systems, Richard Cushman, Johnathan Robbins and Dimitrii Sadovskii.
4. Dissipation Effect on Local and Global Fluid-Elastic Instabilities, Olivier Doaré.
5. Tunneling, Librations and Normal Forms in a Quantum Double Well with a Magnetic Field, Sergey Yu. Dobrokhotov and Anatoly Yu. Anikin.
6. Stability of Dipole Gap Solitons in Two-Dimensional Lattice Potentials, Nir Dror and Boris A. Malomed.
7. Representation of Wave Energy of a Rotating Flow in Terms of the Dispersion Relation, Yasuhide Fukumoto, Makoto Hirota and Youichi Mie.
8. Determining the Stability Domain of Perturbed Four-Dimensional Systems in 1:1 Resonance, Igor Hoveijn and Oleg N. Kirillov.
9. Index Theorems for Polynomial Pencils, Richard Kollár and Radomír Bosák.
10. Investigating Stability and Finding New Solutions in Conservative Fluid Flows Through Bifurcation Approaches, Paolo Luzzatto-Fegiz and Charles H.K. Williamson.
11. Evolution Equations for Finite Amplitude Waves in Parallel Shear Flows, Sherwin A. Maslowe.
12. Continuum Hamiltonian Hopf Bifurcation I, Philip J. Morrison and George I. Hagstrom.
13. Continuum Hamiltonian Hopf Bifurcation II, George I. Hagstrom and Philip J. Morrison.
14. Energy Stability Analysis for a Hybrid Fluid-Kinetic Plasma Model, Philip J. Morrison, Emanuele Tassi and Cesare Tronci.
15. Accurate Estimates for the Exponential Decay of Semigroups with Non-Self-Adjoint Generators, Francis Nier.
16. Stability Optimization for Polynomials and Matrices, Michael L. Overton.
17. Spectral Stability of Nonlinear Waves in KdV-Type Evolution Equations, Dmitry E. Pelinovsky.
18. Unfreezing Casimir Invariants: Singular Perturbations Giving Rise to Forbidden Instabilities, Zensho Yoshida and Philip J. Morrison. About the Authors Oleg N. Kirillov has been a Research Fellow at the Magneto-Hydrodynamics Division of the Helmholtz-Zentrum Dresden-Rossendorf in Germany since 2011. His research interests include non-conservative stability problems of structural mechanics and physics, perturbation theory of non-self-adjoint boundary eigenvalue problems, magnetohydrodynamics, friction-induced oscillations, dissipation-induced instabilities and non-Hermitian problems of optics and microwave physics. Since 2013 he has served as an Associate Editor fo
This book, on the ergonomics of human-machine systems, is aimed at engineers specializing in informatics, automation, production or robotics, who are faced with a significant dilemma during the conception of human-machine systems. On the one hand, the human operator guarantees the reliability of the system and has been known to salvage numerous critical situations through an ability to reason in unplanned, imprecise and uncertain situations; on the other hand, the human operator can be unpredictable and create disturbances in the automated system. The first part of the book is dedicated to the methods of human-centered design, from three different points of view, the various chapters focusing on models developed by human engineers and functional models to explain human behavior in their environment, models of cognitive psychology and models in the domain of automobile driving. Part 2 develops the methods of evaluation of the human-machine systems, looking at the evaluation of the activity of the human operator at work and human error analysis methods. Finally, Part 3 is dedicated to human-machine cooperation, where the authors show that a cooperative agent comprises a know-how and a so-called know-how-to-cooperate and show the way to design and evaluate that cooperation in real industrial contexts.
A presentation of real examples of industrial uses for formal methods such as SCADE, the B-Method, ControlBuild, Matelo, etc. in various fields, such as railways, aeronautics, and the automotive industry, the purpose of this book is to present a summary of experience on the use of these "formal methods" (such as proof and model-checking) in industrial examples of complex systems.
It is based on the experience of people who are currently involved in the creation and evaluation of safety critical system software. The involvement of people from within the industry allows us to avoid the usual problems of confidentiality which could arise and thus enables us to supply new useful information (photos, architecture plans, real examples, etc.).
Mathematical Imaging is currently a rapidly growing field in applied mathematics, with an increasing need for theoretical mathematics. This book, the second of two volumes, emphasizes the role of mathematics as a rigorous basis for imaging sciences. It provides a comprehensive and convenient overview of the key mathematical concepts, notions, tools and frameworks involved in the various fields of gray-tone and binary image processing and analysis, by proposing a large, but coherent, set of symbols and notations, a complete list of subjects and a detailed bibliography. It establishes a bridge between the pure and applied mathematical disciplines, and the processing and analysis of gray-tone and binary images. It is accessible to readers who have neither extensive mathematical training, nor peer knowledge in Image Processing and Analysis. It is a self-contained book focusing on the mathematical notions, concepts, operations, structures, and frameworks that are beyond or involved in Image Processing and Analysis. The notations are simplified as far as possible in order to be more explicative and consistent throughout the book and the mathematical aspects are systematically discussed in the image processing and analysis context, through practical examples or concrete illustrations. Conversely, the discussed applicative issues allow the role of mathematics to be highlighted. Written for a broad audience - students, mathematicians, image processing and analysis specialists, as well as other scientists and practitioners - the author hopes that readers will find their own way of using the book, thus providing a mathematical companion that can help mathematicians become more familiar with image processing and analysis, and likewise, image processing and image analysis scientists, researchers and engineers gain a deeper understanding of mathematical notions and concepts.
Linear current-voltage pattern, has been and continues to be the basis for characterizing, evaluating performance, and designing integrated circuits, but is shown not to hold its supremacy as channel lengths are being scaled down. In a nanoscale circuit with reduced dimensionality in one or more of the three Cartesian directions, quantum effects transform the carrier statistics. In the high electric field, the collision free ballistic transform is predicted, while in low electric field the transport remains predominantly scattering-limited. In a micro/nano-circuit, even a low logic voltage of 1 V is above the critical voltage triggering nonohmic behavior that results in ballistic current saturation. A quantum emission may lower this ballistic velocity.
This book describes the potentialities of metaheuristics for solving production scheduling problems and the relationship between these two fields.
For the past several years, there has been an increasing interest in using metaheuristic methods to solve scheduling problems. The main reasons for this are that such problems are generally hard to solve to optimality, as well as the fact that metaheuristics provide very good solutions in a reasonable time. The first part of the book presents eight applications of metaheuristics for solving various mono-objective scheduling problems. The second part is itself split into two, the first section being devoted to five multi-objective problems to which metaheuristics are adapted, while the second tackles various transportation problems related to the organization of production systems.
Many real-world applications are presented by the authors, making this an invaluable resource for researchers and students in engineering, economics, mathematics and computer science. Contents 1. An Estimation of Distribution Algorithm for Solving Flow Shop Scheduling Problems with Sequence-dependent Family Setup Times, Mansour Eddaly, Bassem Jarboui, Radhouan Bouabda, Patrick Siarry and Abdelwaheb Rebaï.
2. Genetic Algorithms for Solving Flexible Job Shop Scheduling Problems, Imed Kacem.
3. A Hybrid GRASP-Differential Evolution Algorithm for Solving Flow Shop Scheduling Problems with No-Wait Constraints, Hanen Akrout, Bassem Jarboui, Patrick Siarry and Abdelwaheb Rebaï.
4. A Comparison of Local Search Metaheuristics for a Hierarchical Flow Shop Optimization Problem with Time Lags, Emna Dhouib, Jacques Teghem, Daniel Tuyttens and Taïcir Loukil.
5. Neutrality in Flow Shop Scheduling Problems: Landscape Structure and Local Search, Marie-Eléonore Marmion.
6. Evolutionary Metaheuristic Based on Genetic Algorithm: Application to Hybrid Flow Shop Problem with Availability Constraints, Nadia Chaaben, Racem Mellouli and Faouzi Masmoudi.
7. Models and Methods in Graph Coloration for Various Production Problems, Nicolas Zufferey.
8. Mathematical Programming and Heuristics for Scheduling Problems with Early and Tardy Penalties, Mustapha Ratli, Rachid Benmansour, Rita Macedo, Saïd Hanafi, Christophe Wilbaut.
9. Metaheuristics for Biobjective Flow Shop Scheduling, Matthieu Basseur and Arnaud Liefooghe.
10. Pareto Solution Strategies for the Industrial Car Sequencing Problem, Caroline Gagné, Arnaud Zinflou and Marc Gravel.
11. Multi-Objective Metaheuristics for the Joint Scheduling of Production and Maintenance, Ali Berrichi and Farouk Yalaoui.
12. Optimization via a Genetic Algorithm Parametrizing the AHP Method for Multicriteria Workshop Scheduling, Fouzia Ounnar, Patrick Pujo and Afef Denguir.
13. A Multicriteria Genetic Algorithm for the Resource-constrained Task Scheduling Problem, Olfa Dridi, Saoussen Krichen and Adel Guitouni.
14. Metaheuristics for the Solution of Vehicle Routing Problems in a Dynamic Context, Tienté Hsu, Gilles Gonçalves and Rémy Dupas.
15. Combination of a Metaheuristic and a Simulation Model for the Scheduling of Resource-constrained Transport Activities, Virginie André, Nathalie Grangeon and Sylvie Norre.
16. Vehicle Routing Problems with Scheduling Constraints, Rahma Lahyani, Frédéric Semet and Benoît Trouillet.
17. Metaheuristics for Job Shop Scheduling with Transportation, Qiao Zhang, Hervé Manier, Marie-Ange Manier.
About the Authors Bassem Jarboui is Professor at the University of Sfax, Tunisia.
Patrick Siarry is Professor at the Laboratoire Images, Signaux et Systèmes Intelligents (LISSI), University of Paris-Est Créteil, France.
Jacques Teghem is Professor at the Universit
Based on a structured approach to diversity, notably inspired by various forms of diversity of natural origins, Diversity and Non-integer Derivation Applied to System Dynamics provides a study framework to the introduction of the non-integer derivative as a modeling tool. Modeling tools that highlight unsuspected dynamical performances (notably damping performances) in an "integer" approach of mechanics and automation are also included. Written to enable a two-tier reading, this is an essential resource for scientists, researchers, and industrial engineers interested in this subject area.
Table of Contents:
1. From Diversity to Unexpected Dynamic
Performance.
2. The Robustness of Damping.
3. Fractional Differentiation and its Memory.
4. CRONE Suspension Idea.
5. CRONE Control Idea
Over the last 50 years, the methods of investigating dynamic properties have resulted in significant advances. This book explores dynamic testing, the methods used, and the experiments performed, placing a particular emphasis on the context of bounded medium elastodynamics. Dynamic tests have proven to be as efficient as static tests and are often easier to use at lower frequency. The discussion is divided into four parts. Part A focuses on the complements of continuum mechanics. Part B concerns the various types of rod vibrations: extensional, bending, and torsional. Part C is devoted to mechanical and electronic instrumentation, and guidelines for which experimental set-up should be used are given. Part D concentrates on experiments and experimental interpretations of elastic or viscolelastic moduli. In addition, several chapters contain practical examples alongside theoretical discussion to facilitate the readers understanding. The results presented are the culmination of over 30 years of research by the authors and as such will be of great interest to anyone involved in this field.
A voltage converter changes the voltage of an electrical power source and is usually combined with other components to create a power supply. This title is devoted to the control of static converters, which deals with pulse-width modulation (PWM) techniques, and also discusses methods for current control. Various application cases are treated. The book is ideal for professionals in power engineering, power electronics, and electric drives industries, as well as practicing engineers, university professors, postdoctoral fellows, and graduate students.
This book introduces and details the key facets of Combined Analysis - an x-ray and/or neutron scattering methodology which combines structural, textural, stress, microstructural, phase, layer, or other relevant variable or property analyses in a single approach. The text starts with basic theories related to diffraction by polycrystals and some of the most common combined analysis instrumental set-ups are detailed. Also discussed are microstructures of powder diffraction profiles; quantitative phase analysis from the Rietveld analysis; residual stress analysis for isotropic and anisotropic materials; specular x-ray reflectivity, and the various associated models.
The book aims at providing to master and PhD students the basic knowledge in fluid mechanics for chemical engineers. Applications to mixing and reaction and to mechanical separation processes are addressed.
The first part of the book presents the principles of fluid mechanics used by chemical engineers, with a focus on global theorems for describing the behavior of hydraulic systems. The second part deals with turbulence and its application for stirring, mixing and chemical reaction. The third part addresses mechanical separation processes by considering the dynamics of particles in a flow and the processes of filtration, fluidization and centrifugation. The mechanics of granular media is finally discussed.
Extractive metallurgy is the art and science of extracting metals from their ores and refining them. The production of metals and alloys from these source materials is still one of the most important and fundamental industries in both developed and developing economies around the world. The outputs and products are essential resources for the metallic, mechanical, electromagnetic, electrical and electronics industries (silicon is treated as a metal for these purposes).
This series is devoted to the extraction of metals from ores, concentrates (enriched ores), scraps, and other sources and their refining to the state of either liquid metal before casting or to solid metals. The extraction and refining operations that are required may be carried out by various metallurgical reaction processes.
Extractive Metallurgy 1 deals with the fundamentals of thermodynamics and kinetics of the reaction processes. Extractive Metallurgy 2 focuses on pyrometallurgical, hydrometallurgical, halide and electro-metallurgical (conversion) processes. Extractive Metallurgy 3 deals with the industrial processing operations, technologies, and process routes, in other words the sequence of steps or operations used to convert the ore to metal. Processes and operations are studied using the methodology of "chemical reaction engineering". As the fundamentals of the art and science of Extractive Metallurgy are infrequently taught as dedicated university or engineering schools courses, this series is intended both for students in the fields of Metallurgy and Mechanical Engineering who want to acquire this knowledge, and also for engineers put in charge of the operation of an industrial production unit or the development of a new process, who will need the basic knowledge of the corresponding technology.
Sonar and Underwater Acoustics brings together all the concepts necessary for designers and users of sonar systems. Unlike other books on this subject, which are often too specialized, this book is accessible to a wider audience. The first part focuses on the acoustic environment, antenna structures, and electric acoustic interface. The latter provides knowledge required to design, as well as the development and implementation of chain processes for an active sonar from the conditioning input to output processing. The reader will find a comprehensive range of all problems encountered in underwater acoustics for a sonar application, from physical phenomena governing the environment and the corresponding constraints, through to the technical definition of transducers and antennas, and the types of signal processing involved. In one section, measures in underwater acoustics are also proposed.
The new digital media offers us an unprecedented memory capacity, an ubiquitous communication channel and a growing computing power. How can we exploit this medium to augment our personal and social cognitive processes at the service of human development? Combining a deep knowledge of humanities and social sciences as well as a real familiarity with computer science issues, this book explains the collaborative construction of a global hypercortex coordinated by a computable metalanguage. By recognizing fully the symbolic and social nature of human cognition, we could transform our current opaque global brain into a reflexive collective intelligence.
Software radio ideally provides the opportunity to communicate with any radio communication standard by modifying only the software, without any modification to hardware components. However, taking into account the static behavior of current communications protocols, the spectrum efficiency optimization, and flexibility, the radio domain has become an important factor.
From this thinking appeared the cognitive radio paradigm. This evolution is today inescapable in the modern radio communication world. It provides an autonomous behavior to the equipment and therefore the adaptation of communication parameters to better match their needs.
This collective work provides engineers, researchers and radio designers with the necessary information from mathematical analysis and hardware architectures to design methodology and tools, running platforms and standardization in order to understand this new cognitive radio domain.
The Affective Computing domain, term coined by Rosalind Picard in 1997, gathers several scientific areas such as computer science, cognitive science, psychology, design and art. The humane-machine interaction systems are no longer solely fast and efficient. They aim to offer to users affective experiences: user's affective state is detected and considered within the interaction; the system displays affective state; it can reason about their implication to achieve a task or resolve a problem. In this book, we have chosen to cover various domains of research in emotion-oriented systems. Our aim is also to highlight the importance to base the computational model on theoretical foundations and on natural data.
Modeling is now one of the most efficient methodologies in life sciences. From practice to theory, this book develops this approach illustrated by many examples; general concepts and the current state of the art are also presented and discussed.
An historical and general introduction informs the reader how mathematics and formal tools are used to solve biological problems at all levels of the organization of life. The core of this book explains how this is done, based on practical examples coming, for the most part, from the author's personal experience. In most cases, data are included so that the reader can follow the reasoning process and even reproduce calculus. The final chapter is devoted to essential concepts and current developments. The main mathematical tools are presented in an appendix to the book and are written in an adapted language readable by scientists, professionals or students, with a basic knowledge of mathematics.
The aim of this book is to promote interaction between engineering, finance and insurance, as these three domains have many models and methods of solution in common for solving real-life problems. The authors point out the strict inter-relations that exist among the diffusion models used in engineering, finance and insurance. In each of the three fields, the basic diffusion models are presented and their strong similarities are discussed. Analytical, numerical and Monte Carlo simulation methods are explained with a view to applying them to obtain the solutions to the different problems presented in the book. Advanced topics such as nonlinear problems, Lévy processes and semi-Markov models in interactions with the diffusion models are discussed, as well as possible future interactions among engineering, finance and insurance. Contents 1. Diffusion Phenomena and Models.
2. Probabilistic Models of Diffusion Processes.
3. Solving Partial Differential Equations of Second Order.
4. Problems in Finance.
5. Basic PDE in Finance.
6. Exotic and American Options Pricing Theory.
7. Hitting Times for Diffusion Processes and Stochastic Models in Insurance.
8. Numerical Methods.
9. Advanced Topics in Engineering: Nonlinear Models.
10. Lévy Processes.
11. Advanced Topics in Insurance: Copula Models and VaR Techniques.
12. Advanced Topics in Finance: Semi-Markov Models.
13. Monte Carlo Semi-Markov Simulation Methods.