Books published by Society for Industrial & Applied Mathematics,U.S.

Provides an in-depth treatment of sparse polynomial approximation methods. These methods have emerged as useful tools for various high-dimensional approximation tasks arising in a range of applications in computational science and engineering.

Based on a master's program course at the University of Southern California, the main goal of Mathematics and Tools for Financial Engineering is to train students to use mathematical and engineering tools to understand and solve financial problems. The book contains numerous examples and problem

Presents a special solution of underdetermined linear systems where the number of nonzero entries in the solution is very small compared to the total number of entries. This is called sparse solution. As underdetermined linear systems can be very different, the authors explain how to compute a sparse solution by many approaches.

Interpolatory methods are among the most widely used model reduction techniques. This book is the first comprehensive analysis of this approach available in a single, extensive resource. It covers both classical projection frameworks for model reduction and data-driven, nonintrusive frameworks.

The authors present a unified computational methodology for the analysis and synthesis of piecewise affine controllers, taking an approach that is capable of handling sliding modes, sampled-data, and networked systems.