By Russel E. Caflisch, Suneal Chaudhary (auth.), Dan Givoli, Marcus J. Grote, George C. Papanicolaou (eds.)
ThisvolumecelebratestheeightiethbirthdayofJosephB. Keller. The authors who contributed to this quantity belong to what might be referred to as the “Keller university of utilized arithmetic. ” they're former scholars, postdoctoral fellows and traveling scientists who've collaborated with Joe (some of them nonetheless do) in the course of his lengthy profession. all of them examine Joe as their final (role) version. JoeKeller’sdistinguishedcareerhasbeendividedbetweentheCourant Institute of Mathematical Sciences at long island college, the place he acquired all his levels (his PhD adviser being the nice R. Courant himself) and served as a professor for 30 years, and Stanford college, the place he has been for the reason that 1978. The appended pictures spotlight a few scenes from the outdated days. those that understand Joe Keller’s paintings were regularly surprised by way of its range and breadth. it really is thought of a widely known fact that there's now not a unmarried vital zone in utilized arithmetic or physics which Keller didn't give a contribution to. this is often liked, for instance, via glancing via his checklist of book integrated during this quantity. App- priately, the papers during this booklet, written with Joe’s concept, disguise a number of software components; jointly they span the large topic of mathematical modeling. The versions mentioned within the ebook describe the habit of assorted structures similar to these on the topic of ?nance, waves, - croorganisms, shocks, DNA, ?ames, touch, optics, ?uids, bubbles and jets. Joe’s job contains many extra components, which regrettably will not be represented here.
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Additional info for A Celebration of Mathematical Modeling: The Joseph B. Keller Anniversary Volume
A quasi-Monte Carlo approach to particle simulation of the heat equation. SIAM Journal of Numerical Analysis, 30:1558–1573, 1993.  W. E. Caﬂisch. Quasi-random sequences and their discrepancies. SIAM Journal of Scientiﬁc and Statistical Computing, 15:1251–79, 1994.  W. E. Caﬂisch. Quasi-Monte Carlo integration. Journal of Computational Physics, 112:218–30, 1995.  B. Caﬂisch. Smoothness and dimension reduction in quasi-Monte Carlo methods. Journal of Mathematical Computer Modelling, 23:37–54, 1996.
A Celebration of Mathematical Modeling © Springer Science+Business Media Dordrecht 2004 2 1. Introduction American options are derivative securities for which the holder of the security can choose the time of exercise. In an American put, for example, the option holder has the right to sell an underlying security for a speciﬁed price K (the strike price) at any time between the initiation of the agreement (t = 0) and the expiration date (t = T ). The exercise time τ can be represented be represented as a stopping time; so that American options are an example of optimal stopping time problems.
Phys. 139, 327–342, 1998. Inner and outer iterations for the Chebyshev algorithm (with E. Giladi and G. Golub), SIAM J. Num. , 35, 300, 1998. Singularities on free surfaces of ﬂuid ﬂows (with P. -M. Vanden-Broeck), Studies in Appl. , 100, 245–267, 1998. Gravity waves on ice–covered water, J. Geophys. - Oceans, 103, C–4, 7663–7669, 1998. Advection–diﬀusion around a curved obstacle (with D. Ahluwalia and C. Knessl) J. Math. , 39, 3694–3710, 1998. Optimal exercise boundary for an American put option, (with R.
A Celebration of Mathematical Modeling: The Joseph B. Keller Anniversary Volume by Russel E. Caflisch, Suneal Chaudhary (auth.), Dan Givoli, Marcus J. Grote, George C. Papanicolaou (eds.)