Updated: 2010-03-18 03:24:17
Free Download Engineering Science Technology Books Free Download Engineering Ebooks Stochastic calculus for finance by admin 8:24 pm on March 17, 2010. Filed under Mathematics Contents Basic examples of financial derivatives : Examples of financial instruments , a first example of arbitrage . pricing’ Discrete time models I : Single period models , pricing a European option , characterising no arbitrage , risk neutral . probabilities Discrete time models II : Multiperiod binary models , discrete parameter martingales , risk-neutral pricing , . Cox-Ross-Rubinstein Brownian motion : Definition of Brownian motion motivated via a rescaling of simple random walk Lévy’s . construction The reflection principle and hitting times : reflection principle , hitting times , scaling . properties Martingales in continuous time : filtrations , adapted processes , Optional Sampling . Theorem Stochastic integration and Itô’s formula : variation and quadratic variation , quadratic variation of Brownian motion , outline of construction of the Itô stochastic integral and the Itô isometry , the chain rule and integration by parts for stochastic calculus . The Martingale Representation Theorem , Lévy’s
Updated: 2010-03-13 10:16:49
Free Download Engineering Science Technology Books Free Download Engineering Ebooks Numerical Fluid Dynamics Lecture Notes by admin 3:16 am on March 13, 2010. Filed under Mechanical Science Mechanical engineering physics File pdf , 2.67MB , 161 pages TOC Chapter 1 Equations of hydrodynamics 1.1 Basic quantities 1.2 Ideal gases 1.2.1 Most used variables in numerical hydrodynamics 1.3 The first law of thermodynamics 1.4 The Euler equations : the equations of motion of the gas 1.4.1 Conservation of mass 1.4.2 Conservation of momentum 1.4.3 Conservation of energy 1.5 Lagrange form of the hydrodynamics equations 1.6 Properties of the hydrodynamic equations 1.7 Sound waves 1.8 Viscosity 1.9 Shock waves Chapter 2 Hyperbolic equations 2.1 The simplest form of a hyperbolic equation : advection 2.2 Advection with space-dependent velocity 2.3 Advection of a conserved quantity with space-dependent velocity 2.4 Flux-form of conservation equation and the Jacobian 2.5 Coupled set of equations 2.6 The wave equation in vector notation : eigenvalues and eigenvectors 2.7 Hyperbolic sets of equations : the linear case with constant Jacobian 2.8 Boundary conditions I 2.9 Hyperbolic sets of equations :
Updated: 2010-03-07 23:10:33
Free Download Engineering Science Technology Books Free Download Engineering Ebooks Modern Numerical Methods for Fluid Flow by admin 4:10 pm on March 7, 2010. Filed under Mathematics Mechanical engineering physics File pdf , 600 KB , 152 pages Phillip Colella Elbridge Gerry Puckett Class , Notes University of California , Berkeley TOC 1. Finite difference methods for linear scalar problems 1.1 Consistency , stability , and convergence 1.2 The Von Neumann stability analysis 1.3 Some simple finite difference schemes 1.3.1 Upwind Differencing 1.3.2 Downwind Differencing 1.3.3 Centered Differencing 1.3.4 The Two-Step Lax-Wendroff Scheme 1.4 Upwind schemes and the geometric interpretation of finite differences 1.5 Fourier analysis and accuracy 1.5.1 Amplitude error 1.5.2 Phase errors 1.6 The modified equation 1.7 Discontinuities 1.7.1 Max-norm boundedness and Godunov’s Theorem 1.8 Weak solutions , conservative finite difference methods and the Lax-Wendroff 1.9 Limiters 1.9.1 Flux-corrected transport 1.9.2 Geometric limiters 1.9.3 Design criteria for schemes with limiters 2. Nonlinear scalar problems 2.1 Weak solutions of nonlinear hyperbolic problems 2.1.1 Nonuniqueness of weak
Updated: 2010-03-06 15:05:16
Free Download Engineering Science Technology Books Free Download Engineering Ebooks Electromagnetic Theory and Computation A Topological Approach by admin 8:05 am on March 6, 2010. Filed under Electrical Science Electrical engineering Mathematics File pdf , 1.8 MB , 288 pages TOC Introduction Chapt 1. From Vector Calculus to Algebraic Topology 1A Chains , Cochains and Integration 1B Integral Laws and Homology 1C Cohomology and Vector Analysis 1D Nineteenth-Century Problems Illustrating the First and Second Homology Groups 1E Homotopy Versus Homology and Linking Numbers 1F Chain and Cochain Complexes 1G Relative Homology Groups 1H The Long Exact Homology Sequence 1I Relative Cohomology and Vector Analysis 1J A Remark on the Association of Relative Cohomology Groups with Perfect Conductors Chapt 2. Quasistatic Electromagnetic Fields 2A The Quasistatic Limit Of Maxwell’s Equations 2B Variational Principles For Electroquasistatics 2C Variational Principles For Magnetoquasistatics 2D Steady Current Flow 2E The Electromagnetic Lagrangian and Rayleigh Dissipation Functions Chapt 3. Duality Theorems for Manifolds With Boundary 3A Duality Theorems 3B Examples of Duality Theorems in
Updated: 2010-03-04 13:50:55
: , Free Download Engineering Science Technology Books Free Download Engineering Ebooks Damage Tolerance Assessment Handbook VOl 1 : Introduction Fracture Mechanics , Fatigue Crack Propagation by admin 6:50 am on March 4, 2010. Filed under Mechanical engineering civil engineering File pdf , 5 MB , 164 pages TOC 1. INTRODUCTION 1.1 Historical Perspective 1.2 Results of Air Force Survey 1.3 Comparison of Old and New Approaches 1.3.1 Fatigue Safe-Life Approach 1.3.2 Damage Tolerance Assessment DTA Approach 2. FRACTURE MECHANICS 2.1 Stress Concentration , Fracture and Griffith Theory 2.1.1 Fracture Modes 2.2 Extension of Linear Elastic Fracture Mechanics to Metals 2.2.1 Plastic Zone Size and the Mises-Hencky Yield Criterion 2.3 Fracture Toughness Testing 2.3.1 Thickness Effects 2.3.2 Temperature Effects 2.4 Failure in the Presence of Large-Scale Yielding 2.4.1 Resistance Curves 2.4.1.1 Graphical Construction of Thin-Section Strength Plots 2.4.2 The Net Section Failure Criterion 2.4.2.1 Failure Mode Determination and the Feddersen Diagram 2.4.3 Crack Opening Displacement 2.4.4 J-Integral 2.4.5 Practical Developments 2.4.6 Strain Energy Density Criterion 2.4.7 Plastic Collapse Model 2.5
Updated: 2010-02-27 00:43:27
Free Download Engineering Science Technology Books Free Download Engineering Ebooks The Performance of Pile Driving Systems by admin 5:43 am on February 27, 2010. Filed under civil engineering File pdf , 6 MB , 95 pages TOC 1. INTRODUCTION 2. THE DRIVING SYSTEM a . Introduction b . Lead Systems 1 The Swinging Lead 2 The Fixed Lead 3 The Semifixed Lead 4 The Offshore Lead c . Maintaining Pile Position d . The Helmet e . The Hammer Cushion f . The Pile Cushion 3. SINGLE-ACTINGE XTERNALC OMBUSTIONH AMMERS a . Introduction b . Drop Hammers CO Single-Acting Air Steam Hammers d . Single-Acting Hydraulic Hammers 4. DOUBLE-ACTINGE XTERNALC OMBUSTIONH AMMERS a . General Description b . Operation of Double-Acting Air Steam Hammers Co General Operation of Double-Acting Air Steam Hammers d . Advantage of Double-Acting Air Steam Hammers e . Disadvantages of Double-Acting Air Steam Hammers f . Checklist for Double-Acting Air Steam Hammers g . Double-Acting Hydraulic Hammers 5. INTERNAL-COMBUSTION HAMMERS SINGLE ACTING a . General Description b . Open-End Diesel Hammer Operation C . Performance Characteristics of Open-End Diesel Hammers 1 Lack of Stroke 2 Other Hammer Problems d . Advantages of
Updated: 2010-02-26 01:09:51
Free Download Engineering Science Technology Books Free Download Engineering Ebooks Ice Engineering by admin 6:09 pm on February 25, 2010. Filed under Chemical engineering Mechanical engineering civil engineering physics File pdf , 33 MB , 475 pages TOC Chapt 1 Introduction Purpose Applicability Explanation of Terms Ice impacts on Corps activities PART I : ICE PROPERTIES , PROCESSES , AND PROBLEM Chapt 2 Review of Ice Processes and Properties Introduction Physical Properties of Ice and Fresh Water Mechanical Properties of Freshwater Ice Frazil Ice Thermal Ice Growth Dynamic Ice Cover Formation Ice Cover Breakup Chapt 3 Ice Control for Flood Damage Reduction and Hydropower Section I . Nonstructural Ice Control Introduction Mechanical Measures to Reduce the Risk of Ice Jam Formation Thermal Measures to Reduce the Risk of Ice Jam Formation Chemical Measures to Reduce the Risk of Ice Jam Formation Breaking Ice Jams Cost and Performance of Nonstructural Measures Case Study Discussion Section II . Structural Ice Control Introduction Sheet Ice Retention Structures Breakup Ice Control Structures Design of Breakup Ice Control Structures Ice Diversion Structures Chapt 4 Hydraulic
