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Mathematical Modeling Fourth Edition: Mark M. Meerschaert

This document is the table of contents for the 4th edition of the textbook "Mathematical Modeling" by Mark M. Meerschaert. It provides an overview of the book's three parts on optimization models, dynamic models, and probability models. Each part is divided into chapters that introduce key concepts and computational methods in those areas of mathematical modeling. The table of contents also lists exercises at the end of each chapter.

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805 views3 pages

Mathematical Modeling Fourth Edition: Mark M. Meerschaert

This document is the table of contents for the 4th edition of the textbook "Mathematical Modeling" by Mark M. Meerschaert. It provides an overview of the book's three parts on optimization models, dynamic models, and probability models. Each part is divided into chapters that introduce key concepts and computational methods in those areas of mathematical modeling. The table of contents also lists exercises at the end of each chapter.

Uploaded by

pedrodotnet
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mathematical

Modeling
Fourth Edition

Mark M. Meerschaert
Department of Statistics and Probability
Michigan State University
A430 Wells Hall
East lansing, Ml48824-1027 USA

AMSTERDAM BOSTON HEIDELBERG LONDON


NEW YORK OXFORD PARIS SAN DIEGO
SAN FRANCISCO SINGAPORE SYDNEY TOKYO

ELSEVIER Academic Press is an Imprint of Elsevier


-
Contents

Preface vii

I OPTIMIZATION MODELS 1
1 ONE VARIABLE OPTIMIZATION 3
1.1 The five-step Method . . . . 3
1.2 Sensitivity Analysis . . . . . 9
1.3 Sensitivity and Robustness 14
1.4 Exercises . . . . . . . . . . 16

2 MULTIVARIABLE OPTIMIZATION 21
2.1 Unconstrained Optimization . . . . . . 21
2.2 Lagrange Multipliers . . . . . . . . . . 31
2.3 Sensitivity Analysis and Shadow Prices 41
2.4 Exercises . . . . . . . . . . . . . . . . . 50

3 COMPUTATIONAL METHODS FOR OPTIMIZATION 57


3.1 One Variable Optimization 57
3.2 Multivariable Optimization 66
3.3 Linear Programming . 74
3.4 Discrete Optimization 91
3.5 Exercises . . . . . . . 102

II DYNAMIC MODELS 113


4 INTRODUCTION TO DYNAMIC MODELS 115
4.1 Steady State Analysis . . . . . . . 115
4.2 Dynamical Systems . . . . . . . . . 120
4.3 Discrete Time Dynamical Systems 126
4.4 Exercises . . . . . . . . . . . . . . 132

5 ANALYSIS OF DYNAMIC MODELS 139


5.1 Eigenvalue Methods . . . . . . . . . . . 139
5.2 Eigenvalue Methods for Discrete Systems . 144
vi CONTENTS

5.3 Phase Portraits 150


5.4 Exercises . . . 164

6 SIMULATION OF DYNAMIC MODELS 171


6.1 Introduction to Simulation . 171
6.2 Continuous- Time Models 178
6.3 The Euler Method . 186
6.4 Chaos and Fractals . 191
6. 5 Exercises . . . . . . 206

III PROBABILITY MODELS 221


7 INTRODUCTION TO PROBABILITY MODELS 223
7.1 Discrete Probability Models .. 223
7.2 Continuous Probability Models 228
7.3 Introduction to Statistics 231
7.4 Diffusion . 236
7. 5 Exercises . . . . . . . . 241

8 STOCHASTIC MODELS 251


8.1 Markov Chains . . 251
8.2 Markov Processes . 261
8.3 Linear Regression . 271
8.4 Time Series 280
8.5 Exercises . . . .. 290

9 SIMULATION OF PROBABILITY MODELS 301


9.1 Monte Carlo Simulation 301
9.2 The Markov Property 308
9.3 Analytic Simulation 317
9.4 Particle Tracking .. 323
9.5 Fractional Diffusion 335
9. 6 Exercises 347

Afterword 359

Index 363

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