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

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.

Combines nonlinear optimization, mathematical control theory, and numerical solution of ordinary differential/differential-algebraic equations to solve optimal control problems.

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.

Aiming to reach undergraduate students entering the world of complex variables and analytic functions, this book utilizes graphics to visually build on familiar cases and illustrate how these same functions extend beyond the real axis. It covers several important topics that are omitted in nearly all recent texts.

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.