The History of the Quantitative Methods in Finance Conference Series. 1992-2007

This report charts the history of the Quantitative Methods in Finance (QMF) conference from its beginning in 1993 to the 15th conference in 2007. It lists alphabetically the 1037 speakers who presented at all 15 conferences and the titles of their papers.

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Imperial Users onl

Generalized averaged Gaussian quadrature and applications

A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal

MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications

Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described

Computer algebra and transputers applied to the finite element method

Recent developments in computing technology have opened new prospects for computationally intensive numerical methods such as the finite element method. More complex and refined problems can be solved, for example increased number and order of the elements improving accuracy. The power of Computer Algebra systems and parallel processing techniques is expected to bring significant improvement in such methods. The main objective of this work has been to assess the use of these techniques in the finite element method. The generation of interpolation functions and element matrices has been investigated using Computer Algebra. Symbolic expressions were obtained automatically and efficiently converted into FORTRAN routines. Shape functions based on Lagrange polynomials and mapping functions for infinite elements were considered. One and two dimensional element matrices for bending problems based on Hermite polynomials were also derived. Parallel solvers for systems of linear equations have been developed since such systems often arise in numerical methods. Both symmetric and asymmetric solvers have been considered. The implementation was on Transputer-based machines. The speed-ups obtained are good. An analysis by finite element method of a free surface flow over a spillway has been carried out. Computer Algebra was used to derive the integrand of the element matrices and their numerical evaluation was done in parallel on a Transputer-based machine. A graphical interface was developed to enable the visualisation of the free surface and the influence of the parameters. The speed- ups obtained were good. Convergence of the iterative solution method used was good for gated spillways. Some problems experienced with the non-gated spillways have lead to a discussion and tests of the potential factors of instability

Analogue filter networks: developments in theory, design and analyses

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The computer in secondary school mathematics : an analysis and classification of possible modes of application, with suggested implications for the mathematics curriculum in South Africa

There is a variety of possible ways in which computers can be used to enhance mathematics education. This thesis attempts to identify, analyse and classify these possibilities, particularly at the secondary school level. It describes and exemplifies applications ranging from drill-and-practice through games and simulations to problem solving by computer programming. Software evaluation procedures are considered in some depth. Illuminative evaluations of various items of software and there classroom use are reported. The underlying methodology is small-scale action research. Insights gained during the process of investigating each class of software lead to the eventual formulation of a scheme for classifying mathematics education software by means of 'multidimensional attributes'. It is contended that this scheme will help mathematics teachers to make well informed and sound professional judgements regarding the evaluation and use of computer programs for teaching/learning purposes. Also, it is hoped that this scheme and the thesis as a whole will contribute towards the establishment of well founded standards and procedures for software development in the field of mathematics education. Several implications of the computer for the mathematics curriculum in South Africa are suggested. A note of caution is sounded regarding possible detrimental effects of the computer and several questions requiring further research are posed. A recommendation arising from the thesis is that in-service training courses concerning computer applications in mathematics education should be run for secondary school teachers

Three-dimensional numerical manifold method simulations for blocky rock analysis

Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 2011.Cataloged from PDF version of thesis.Includes bibliographical references (p. 83-87).After decades of development, people realize that there are wider and more various applications of numerical modeling and analysis. However, current feasible software tools cannot satisfy engineering and commercial goals. Therefore, a new generation of numerical modeling and analysis is imminent. The implemented software tool is based on the 3-D version of the Numerical Manifold Method (NMM). Due to extremely complex situations caused by concave blocks, new and improved algorithms based on existing algorithms are implemented. Besides, in order to satisfy engineering requirements, support design based on block theory is also implemented. Sufficient examples are elaborated in this report in order to illustrate the strength and feasibility of the proposed 3D-NMM software as if compares to current software tools. Moreover, various examples with further vertical and parallel development are needed in order to improve accuracy and efficiency.by Longfei Shentu.M.Eng