Uncertainty Quantification and Stochastic Modelling with EXCEL

by Eduardo Souza de Cursi

Overview

This book presents techniques for determining uncertainties in numerical solutions with applications in the fields of business administration, civil engineering, and economics, using Excel as a computational tool. Also included are solutions to uncertainty problems involving shastic methods. The list of topics specially covered in this volume includes linear and nonlinear programming, Lagrange multipliers (for sensitivity), multi objective optimization, and Game Theory, as well as linear algebraic equations, and probability and statistics. The book also provides a selection of numerical methods developed for Excel, in order to enhance readers’ understanding. As such, it offers a valuable guide for all graduate and undergraduate students in the fields of economics, business administration, civil engineering, and others that rely on Excel as a research tool.

Product Details

ISBN-13:	9783030777562
Publisher:	Springer International Publishing
Publication date:	02/02/2022
Series:	Springer Texts in Business and Economics
Edition description:	1st ed. 2022
Pages:	531
Product dimensions:	7.01(w) x 10.00(h) x (d)

About the Author

Eduardo Souza De Cursi is a professor at the National Institute for Applied Sciences (INSA) in Rouen, France, where he serves as Dean of International Affairs and Director of the Laboratory of Mechanics of Normandy. He is also the Editor-in-Chief of "Computational and Applied Mathematics", a journal of the Brazilian Society of Computational and Applied Mathematics that is published with Springer. Prof. De Cursi holds a PhD in Sciences/Mathematics from the Université des Sciences et Techniques Du Languedoc, USTL, France, and has over 35 years’ experience in research, teaching and technology transfer.

Table of Contents

Chapter 1: Some tips to use EXCEL.- Chapter 2: Some useful Numerical Methods.- Chapter 3: Probabilities with EXCEL.- Chapter 4: Shastic Processes.- Chapter 5: Representation of Random Variables.- Chapter 6: Uncertain Algebraic Equations.- Chapter 7: Random Differential Equations.- Chapter 8: UQ in Game Theory.- Chapter 9: Optimization under uncertainty.- Chapter 10: Reliability.- Bibliography.- Index.