SIAM BOOKMART Lectures on Stochastic Programming: Modeling and Theory, Second Edition Alexander Shapiro, Darinka Dentcheva, and Andrzej Ruszczyn ´ski MOS-SIAM Series on Optimization 16 This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. The authors introduce new material to reflect recent developments in stochastic programming. 2014 • xviii + 494 pages • Hardcover • 978-1-611973-42-6 List $125.00 • MOS/SIAM Member $87.50 • MO16 Variational Analysis in Sobolev and BV Spaces: Applications to PDEs and Optimization, Second Edition Hedy Attouch, Giuseppe Buttazzo, and Gérard Michaille MOS-SIAM Series on Optimization 17 This volume is an excellent guide for anyone interested in variational analysis, optimization, and PDEs. It offers a detailed presentation of the most important tools in variational analysis as well as applications to problems in geometry, mechanics, elasticity, and computer vision. Among the new elements in this second edition: coverage of quasi-open sets and quasi-continuity; an increased number of examples in the areas of linearized elasticity system, obstacles problems, convection- diffusion, and semilinear equations; and a new subsection on stochastic homogenization. 2014 • xii + 793 pages • Hardcover • 978-1-611973-47-1 • List $141.00 • MOS/SIAM • Member $98.70 • MO17 TO ORDER: bookstore.siam.org/FB14 SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS Fall 2014 Introduction to Nonlinear Optimization Theory, Algorithms, and Applications with MATLAB Amir Beck MOS-SIAM Series on Optimization 19 Readers will find more than 170 theoretical, algorithmic, and numerical exercises that deepen and enhance the reader’s understanding of nonlinear optimization. The author includes several subjects not typically found in optimization books—for example, optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares. The book also offers a large number of applications discussed theoretically and algorithmically. 2014 • x + 282 pages • Softcover • 978-1-611973-64-8 • List $89.00 • MOS/SIAM Member $62.30 • MO19 New in Optimization from SIAM More New SIAM Titles Solving Transcendental Equations: The Chebyshev Polynomial Proxy and Other Numerical Rootfinders, Perturbation Series, and Oracles John P. Boyd Transcendental equations arise in every branch of science and engineering. While most of these equations are easy to solve, some are not, and that is where this book serves as the mathematical equivalent of a skydiver’s reserve parachute—not always needed, but indispensible when it is. The author’s goal is to teach the art of finding the root of a single algebraic equation or a pair of such equations. 2014 • xviii + 460 pages • Softcover • 978-1-611973-51-8 • List $99.00 • Member $69.30 • OT139 Climate Modeling for Scientists and Engineers John B. Drake Mathematical Modeling and Computation 19 Focusing on high-end modeling and simulation of earth’s climate, Climate Modeling for Scientists and Engineers presents observations about the general circulations of the earth and the partial differential equations used to model the dynamics of weather and climate and covers numerical methods for geophysical flows in more detail than many other texts. It also discusses parallel algorithms and the role of high-performance computing used in the simulation of weather and climate and provides supplemental lectures and MATLAB® exercises on an associated Web page. 2014 • viii + 165 pages • Softcover • 978-1-611973-53-2 • List $69.00 • Member $48.30 • MM19 Iterative Methods for Linear Systems: Theory and Applications Maxim A. Olshanskii and Eugene E. Tyrtyshnikov This is a mathematically rigorous introduction to fundamental iterative methods for systems of linear algebraic equations. The book distinguishes itself from other texts on the topic by providing a straightforward yet comprehensive analysis of the Krylov subspace methods, approaching the development and analysis of algorithms from various algorithmic and mathematical perspectives, and going beyond the standard description of iterative methods by connecting them in a natural way to the idea of preconditioning. 2014 • xvi + 247 pages • Softcover • 978-1-611973-45-7 • List $85.00 • Member $59.50 • OT138 Programming Projects in C for Students of Engineering, Science, and Mathematics Rouben Rostamian Computational Science and Engineering 13 Written as a tutorial on how to think about, organize, and implement programs in scientific computing, this book achieves its goal of “learning by doing” through an eclectic and wide- ranging collection of projects. Each project presents a problem and an algorithm for solving it. The reader is guided through implementing the algorithm in C and compiling and testing the results. The projects contain only a partially completed problem and an algorithm for solving it to enable the reader to exercise and develop skills in scientific computing. 2014 • xvi + 393 pages • Softcover • 978-1-611973-49-5 • List $69.00 • Member $48.30 • CS13 ALL BOOKMART BUYERS: Get an extra 10% off your order. If your book order totals $100 or more, enter “BKFB14” in the coupon field on the online order form or mention it when you order from SIAM by phone or fax to get an additional 10% off your total. PRICES EXPIRE DECEMBER 31, 2014 Nonprofit Org U.S. Postage PAID Permit No. 360 Bellmawr, NJ SOCIETY for INDUSTRIAL and APPLIED MATHEMATICS 3600 Market Street, 6th Floor Philadelphia, PA 19104-2688 USA www.siam.org New in Optimization from SIAM And coming later this year: Vehicle Routing: Problems, Methods, and Applications, Second Edition Paolo Toth and Daniele Vigo, Editors MOS-SIAM Series on Optimization 18 Available 11/24/14 • xviii + 460 pages Softcover • 978-1-611973-58-7 • MO18 Stability, Control, and Computation for Time-Delay Systems: An Eigenvalue-Based Approach, Second Edition Wim Michiels and Silviu-Iulian Niculescu Advances in Design and Control 27 Available 12/4/14 • xxiv + 435 pages Softcover • 978-1-611973-62-4 • DC27 Model Emergent Dynamics in Complex Systems A.J. Roberts Mathematical Modeling and Computation 20 Available 12/10/14 • x + 748 pages Softcover • 978-1-611973-55-6 • MM20 Computational Methods in Geophysical Electromagnetics Eldad Haber Mathematics in Industry 1 Available 12/12/14 • viii + 143 pages Softcover • 978-1-611973-79-2 • MN01 Arc Routing: Problems, Methods, and Applications Ángel Corberán and Gilbert Laporte MOS-SIAM Series on Optimization 20 Available 12/15/14 • xviii + 390 pages Softcover • 978-1-611973-66-2 • MO20 Evaluating Gas Network Capacities Thorsten Koch, Benjamin Hiller, Marc E. Pfetsch, and Lars Schewe MOS-SIAM Series on Optimization 21 Available 12/18/14 • x + 375 pages Softcover • 978-1-611973-68-6 • MO21 Preconditioning and the Conjugate Gradient Method in the Context of Solving PDEs Josef Málek and Zdenek Strakoš SIAM Spotlights 1 Available 12/18/14 • x + 104 pages Softcover • 978-1-611973-83-9 • SL01 Finite Element Methods for Computational Fluid Dynamics Dmitri Kuzmin and Jari Hämäläinen Computational Science and Engineering 14 Available 12/22/14 • viii + 321 pages Softcover • 978-1-611973-60-0 • CS14 (Publication dates and paging are approximate; please visit bookstore.siam.org for pricing) ˇ See reverse for SIAM titles on sale at 30% off!
Transcript
SIAM BOOKMARTLectures on Stochastic Programming: Modeling and Theory, Second EditionAlexander Shapiro, Darinka Dentcheva, and Andrzej RuszczynskiMOS-SIAM Series on Optimization 16
This book focuses on optimization problems involving uncertain parameters and covers the theoretical foundations and recent advances in areas where stochastic models are available. The authors introduce new material to reflect recent developments in stochastic programming.2014 • xviii + 494 pages • Hardcover • 978-1-611973-42-6 List $125.00 • MOS/SIAM Member $87.50 • MO16
Variational Analysis in Sobolev and BV Spaces: Applications to PDEs and Optimization, Second EditionHedy Attouch, Giuseppe Buttazzo, and Gérard MichailleMOS-SIAM Series on Optimization 17
This volume is an excellent guide for anyone interested in variational analysis, optimization, and PDEs. It offers a detailed presentation of the most important tools in variational analysis as well as applications to problems in geometry, mechanics, elasticity, and computer vision. Among the new elements in this second edition: coverage of quasi-open sets and quasi-continuity; an increased number of examples in the areas of linearized elasticity system, obstacles problems, convection-diffusion, and semilinear equations; and a new subsection on stochastic homogenization.2014 • xii + 793 pages • Hardcover • 978-1-611973-47-1 • List $141.00 • MOS/SIAM • Member $98.70 • MO17
TO ORDER: bookstore.siam.org/FB14
SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS Fall 2014
Introduction to Nonlinear Optimization Theory, Algorithms, and Applications with MATLABAmir Beck
MOS-SIAM Series on Optimization 19
Readers will find more than 170 theoretical, algorithmic, and numerical exercises that deepen and enhance the reader’s understanding of nonlinear optimization. The author includes several subjects not typically found in optimization books—for example, optimality conditions in sparsity-constrained optimization, hidden convexity, and total least squares. The book also offers a large number of applications discussed theoretically and algorithmically.2014 • x + 282 pages • Softcover • 978-1-611973-64-8 • List $89.00 • MOS/SIAM Member $62.30 • MO19
New in Optimization from SIAM
More New SIAM TitlesSolving Transcendental Equations: The Chebyshev Polynomial Proxy and Other Numerical Rootfinders, Perturbation Series, and OraclesJohn P. BoydTranscendental equations arise in every branch of science and engineering. While most of these equations are easy to solve, some are not, and that is where this book serves as the mathematical equivalent of a skydiver’s reserve parachute—not always needed, but indispensible when it is. The author’s goal is to teach the art of finding the root of a single algebraic equation or a pair of such equations.2014 • xviii + 460 pages • Softcover • 978-1-611973-51-8 • List $99.00 • Member $69.30 • OT139
Climate Modeling for Scientists and EngineersJohn B. DrakeMathematical Modeling and Computation 19
Focusing on high-end modeling and simulation of earth’s climate, Climate Modeling for Scientists and Engineers presents observations about the general circulations of the earth and the partial differential equations used to model the dynamics of weather and climate and covers numerical methods for geophysical flows in more detail than many other texts. It also discusses parallel algorithms and the role of high-performance computing used in the simulation of weather and climate and provides supplemental lectures and MATLAB® exercises on an associated Web page.2014 • viii + 165 pages • Softcover • 978-1-611973-53-2 • List $69.00 • Member $48.30 • MM19
Iterative Methods for Linear Systems: Theory and ApplicationsMaxim A. Olshanskii and Eugene E. TyrtyshnikovThis is a mathematically rigorous introduction to fundamental iterative methods for systems of linear algebraic equations. The book distinguishes itself from other texts on the topic by providing a straightforward yet comprehensive analysis of the Krylov subspace methods, approaching the development and analysis of algorithms from various algorithmic and mathematical perspectives, and going beyond the standard description of iterative methods by connecting them in a natural way to the idea of preconditioning.2014 • xvi + 247 pages • Softcover • 978-1-611973-45-7 • List $85.00 • Member $59.50 • OT138
Programming Projects in C for Students of Engineering, Science, and MathematicsRouben RostamianComputational Science and Engineering 13
Written as a tutorial on how to think about, organize, and implement programs in scientific computing, this book achieves its goal of “learning by doing” through an eclectic and wide-ranging collection of projects. Each project presents a problem and an algorithm for solving it. The reader is guided through implementing the algorithm in C and compiling and testing the results. The projects contain only a partially completed problem and an algorithm for solving it to enable the reader to exercise and develop skills in scientific computing.2014 • xvi + 393 pages • Softcover • 978-1-611973-49-5 • List $69.00 • Member $48.30 • CS13
ALL BOOKMART BUYERS:
Get an extra 10% off your order. If your book order totals $100 or more,
enter “BKFB14” in the coupon field on the online order form or mention it
when you order from SIAM by phone or fax to get an additional 10% off your total.
PRICES EXPIRE DECEMBER 31, 2014
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New in Optimization from SIAM
And coming later this year:Vehicle Routing: Problems, Methods, and Applications, Second EditionPaolo Toth and Daniele Vigo, EditorsMOS-SIAM Series on Optimization 18
Available 11/24/14 • xviii + 460 pages Softcover • 978-1-611973-58-7 • MO18
Stability, Control, and Computation for Time-Delay Systems: An Eigenvalue-Based Approach, Second EditionWim Michiels and Silviu-Iulian NiculescuAdvances in Design and Control 27
NUMERICAL ANALYSISComputational Methods for Option PricingYves Achdou and Olivier Pironneau2005 • xviii + 297 pages • Softcover • 978-0-898715-73-6 List Price $89.50 • SALE Price $62.65 • FR30
Spectral Approximation of Linear OperatorsFrançoise Chatelin2011 • xxviii + 458 pages • Softcover • 978-0-898719-99-4 List Price $75.00 • SALE Price $52.50 • CL65
Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi EquationsMaurizio Falcone and Roberto Ferretti2014 • xii + 319 pages • Softcover • 978-1-611973-04-4 List Price $99.00 • SALE Price $69.30 • OT133
Numerical Computing with Modern FortranRichard J. Hanson and Tim Hopkins2013 • xvi + 244 pages • Softcover • 978-1-611973-11-2 List Price $89.00 • SALE Price $62.30 • OT134
Matrix Computations, Fourth EditionGene H. Golub and Charles F. Van Loan2013 • 784 pages • Hardcover • 978-1-4214-0794-4 List Price $70.00 • SALE Price $49.00 • JH01
Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equation: Theory and ImplementationBéatrice Rivière2008 • xxii + 190 pages • Softcover • 978-0-898716-56-6 List Price $59.50 • SALE Price $41.65 • FR35
Finite Difference Schemes and Partial Differential Equations, Second EditionJohn C. Strikwerda2004 • xii + 435 pages • Softcover • 978-0-898716-39-9 List Price $119.50 • SALE Price $83.65 • OT88
OPTIMIZATION THEORYNonlinear Programming: Concepts, Algorithms, and Applications to Chemical ProcessesLorenz T. Biegler2010 • xvi + 399 pages • Hardcover • 978-0-898717-02-0 List Price $88.00 • SALE Price $61.60 • MO10
Introduction to Derivative-Free OptimizationAndrew R. Conn, Katya Scheinberg, and Luis N. Vicente2009 • xii + 277 pages • Softcover • 978-0-898716-68-9 List Price $77.50 • SALE Price $54.25 • MP08
Introduction to Optimization and Semidifferential CalculusM. C. Delfour2012 • xvi + 353 pages • Hardcover • 978-1-611972-14-6 List Price $97.00 • SALE Price $67.90 • MO12
Methods of Mathematical Economics: Linear and Nonlinear Programming, Fixed-Point TheoremsJoel N. Franklin2002 • xviii + 297 pages • Softcover • 978-0-898715-09-5 List Price $58.00 • SALE Price $40.60 • CL37
Linear and Nonlinear Optimization, Second EditionIgor Griva, Stephen G. Nash, and Ariela Sofer2008 • xxii + 742 pages • Hardcover • 978-0-898716-61-0 List Price $101.00 • SALE Price $70.70 • OT108
Implicit FilteringC. T. Kelley2011 • xiv + 170 pages • Softcover • 978-1-611971-89-7 List Price $65.00 • SALE Price $45.50 • SE23
The Basics of Practical OptimizationAdam Levy2009 • xviii + 149 pages • Softcover • 978-0-898716-79-5 List Price $69.50 • SALE Price $48.65 • OT114
Inverse Problem Theory and Methods for Model Parameter EstimationAlbert Tarantola2004 • xii + 342 pages • Softcover • 978-0-898715-72-9 List Price $101.50 • SALE Price $71.05 • OT89
Applications of Stochastic ProgrammingEdited by Stein W. Wallace and William T. Ziemba2005 • xvi + 709 pages • Softcover • 978-0-898715-55-2List Price $153.50 • SALE Price $107.45 • MP05
ATMOSPHERIC and OCEANOGRAPHIC SCIENCESMarine Acoustics: Direct and Inverse ProblemsJames L. Buchanan, Robert P. Gilbert, Armand Wirgin, and Yongzhi S. Xu2004 • xii + 336 pages • Softcover • 978-0-898715-47-7 List Price $96.00 • SALE Price $67.20 • OT84
Mathematics and ClimateHans Kaper and Hans Engler2013 • xx + 297 pages • Softcover • 978-1-611972-60-3 List Price $59.00 • SALE Price $41.30 • OT131
COMPUTATIONAL MATHEMATICSNumerical Methods for Evolutionary Differential EquationsUri M. Ascher2008 • xiv + 395 pages • Softcover • 978-0-898716-52-8 List Price $84.00 • SALE Price $58.80 • CS05
A Multigrid Tutorial, Second EditionWilliam L. Briggs, Van Emden Henson, and Steve McCormick2000 • xii + 193 pages • Softcover • 978-0-898714-62-3 List Price $59.00 • SALE Price $41.30 • OT72
Computational Methods for Multiphase Flows in Porous MediaZhangxin Chen, Guanren Huan, and Yuanle Ma2006 • xxx + 531 pages • Softcover • 978-0-898716-06-1 List Price $139.50 • SALE Price $97.65 • CS02
Accuracy and Reliability in Scientific ComputingEdited by Bo Einarsson2005 • xiv + 338 pages • Softcover • 978-0-898715-84-2 List Price $71.50 • SALE Price $50.05 • SE18
Finite Element Methods with B-SplinesKlaus Höllig2003 • x + 145 pages • Softcover • 978-0-898716-99-3 List Price $83.50 • SALE Price $58.45 • FR26
Parallel MATLAB for Multicore and Multinode ComputersJeremy Kepner2009 • xxvi + 253 pages • Hardcover • 978-0-898716-73-3 List Price $67.00 • SALE Price $46.90 • SE21
CONTROL & SYSTEMS THEORYPractical Methods for Optimal Control and Estimation Using Nonlinear Programming, Second EditionJohn T. Betts2009 • xiv + 434 pages • Hardcover • 978-0-898716-88-7 List Price $92.00 • SALE Price $64.40 • DC19
Control Perspectives on Numerical Algorithms and Matrix ProblemsAmit Bhaya and Eugenius Kaszkurewicz2006 • xxvi + 272 pages • Softcover • 978-0-898716-02-3 List Price $108.50 • SALE Price $75.95 • DC10
Shapes and Geometries: Metrics, Analysis, Differential Calculus, and Optimization, Second EditionMichel C. Delfour and Jean-Paul Zolésio2011 • xxiv + 622 pages • Hardcover • 978-0-898719-36-9 List Price $123.00 • SALE Price $86.10 • DC22
Perspectives in Flow Control and OptimizationMax D. Gunzburger2002 • xiv + 261 pages • Hardcover • 978-0-898715-27-9 List Price $90.00 • SALE Price $63.00 • DC05
Adaptive Control TutorialPetros Ioannou and Baris Fidan2006 • xvi + 389 pages • Softcover • 978-0-898716-15-3 List Price $110.50 • SALE Price $77.35 • DC11
Applied Dynamic Programming for Optimization of Dynamical SystemsRush D. Robinett III, David G. Wilson, G. Richard Eisler, and John E. Hurtado2005 • xviii + 260 pages • Hardcover • 978-0-898715-86-6 List Price $78.00 • SALE Price $54.60 • DC09
UAV Cooperative Decision and Control: Challenges and Practical ApproachesEdited by Tal Shima and Steven J. Rasmussen2008 • xxii + 164 pages • Hardcover • 978-0-898716-64-1 List Price $90.50 • SALE Price $63.35 • DC18
Primer on Optimal Control TheoryJason L. Speyer and David H. Jacobson2010 • xiv + 307 pages • Hardcover • 978-0-898716-94-8 List Price $92.00 • SALE Price $64.40 • DC20
DYNAMICAL SYSTEMS Simulating, Analyzing, and Animating Dynamical Systems: A Guide to XPPAUT for Researchers and StudentsBard Ermentrout2002 • xiv + 290 pages • Softcover • 978-0-898715-06-4 List Price $81.00 • SALE Price $56.70 • SE14
Hidden Markov Models and Dynamical SystemsAndrew M. Fraser2008 • xii + 132 pages • Softcover • 978-0-898716-65-8 List Price $59.50 • SALE Price $41.65 • OT107
NONLINEAR WAVESNonlinear Water Waves with Applications to Wave-Current Interaction and TsunamisAdrian Constantin2011 • xii + 321 pages • Softcover • 978-1-611971-86-6 List Price $89.00 • SALE Price $62.30 • CB81
Nonlinear Waves in Integrable and Nonintegrable SystemsJianke Yang2010 • xxvi + 430 pages • Softcover • 978-0-898717-05-1 List Price $88.00 • SALE Price $61.60 • MM16
SIMULATION & MODELINGCardiovascular and Respiratory Systems: Modeling, Analysis, and ControlJerry J. Batzel, Franz Kappel, Daniel Schneditz, and Hien T. Tran2006 • xx + 274 pages • Softcover • 978-0-898716-17-7 List Price $118.50 • SALE Price $82.95 • FR34
Reservoir Simulation: Mathematical Techniques in Oil RecoveryZhangxin Chen2007 • xxviii + 219 pages • Softcover • 978-0-898716-40-5 List Price $91.50 • SALE Price $64.05 • CB77
Exact and Approximate Modeling of Linear Systems: A Behavioral ApproachIvan Markovsky, Jan C. Willems, Sabine Van Huffel, and Bart De Moor2006 • x + 206 pages • Softcover • 978-0-898716-03-0 List Price $71.50 • SALE Price $50.05 • MM11
Uncertainty Quantification: Theory, Implementation, and ApplicationsRalph C. Smith2013 • xviii + 382 pages • Hardcover • 978-1-611973-21-1 List Price $74.00 • SALE Price $51.80 • CS12
An Introduction to Modeling and Simulation of Particulate FlowsT. I. Zohdi2007 • xviii + 176 pages • Softcover • 978-0-898716-27-6 List Price $117.00 • SALE Price $81.90 • CS04
STATISTICSAnthology of Statistics in SportsEdited by Jim Albert, Jay Bennett, and James J. Cochran2005 • x + 322 pages • Softcover • 978-0-898715-87-3 List Price $72.50 • SALE Price $50.75 • SA16
Mathematica Laboratories for Mathematical Statistics: Emphasizing Simulation and Computer Intensive MethodsJenny Baglivo2004 • xx + 260 pages • Softcover • 978-0-898715-66-8 List Price $83.50 • SALE Price $58.45 • SA14
The Statistical Theory of Linear SystemsE. J. Hannan and Manfred Deistler2012 • xlvi + 380 pages • Softcover • 978-1-611972-18-4 List Price $99.00 • SALE Price $69.30 • CL70
Multivariate Statistical Process Control with Industrial ApplicationsRobert L. Mason and John C. Young2001 • xiii + 263 pages • Hardcover • 978-0-898714-96-8 List Price $90.00 • SALE Price $63.00 • SA09
Recurrent Events Data Analysis for Product Repairs, Disease Recurrence, and Other ApplicationsWayne B. Nelson2002 • xii + 151 pages • Hardcover • 978-0-898715-22-4 List Price $109.00 • SALE Price $76.30 • SA10
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A. L. Traud, E. D. Kelsic, P. J. Mucha, M. A. Porter, “Comparing Community Structure to Characteristics in Online Collegiate Social Networks,” SIREV Vol.53, pp.526-543.
