He manned the barricades against superstition and pseudoscience, and pressed for a scientifically literate populace years before science had been deemed worthy of common study. A friend of Charles Dickens and an inspiration to Thomas Edison, the deeply religious Faraday sought no financial gain from his discoveries, content to reveal God's presence through the design of nature. Faraday speaks to us today through the prose of his letters and journals. In The Electric Life of Michael Faraday, Alan Hirshfeld presents an intimate and memorable portrait of an icon of science, making Faraday's most significant discoveries about electricity and magnetism readily understandable, and immortalizing his momentous contributions to the modern world.

    It is also about Python. However, there is much more. The study of algorithms and data structures is central to understanding what computer science is all about. Learning computer science is not unlike learning any other type of difficult subject matter. The only way to be successful is through deliberate and incremental exposure to the fundamental ideas. A beginning computer scientist needs practice so that there is a thorough understanding before continuing on to the more complex parts of the curriculum. In addition, a beginner needs to be given the opportunity to be successful and gain confidence. This textbook is designed to serve as a text for a first course on data structures and algorithms, typically taught as the second course in the computer science curriculum. Even though the second course is considered more advanced than the first course, this book assumes you are beginners at this level. You may still be struggling with some of the basic ideas and skills from a first computer science course and yet be ready to further explore the discipline and continue to practice problem solving. We cover abstract data types and data structures, writing algorithms, and solving problems. We look at a number of data structures and solve classic problems that arise. The tools and techniques that you learn here will be applied over and over as you continue your study of computer science.

    0321513339 / 9780321513335 Physics for Scientists and Engineers: A Strategic Approach with Modern Physics and MasteringPhysicsâ�¢ Package consists of 0321513576 / 9780321513571 Student Workbook for Physics for Scientists and Engineers: A Strategic Approach with Modern Physics 0321516397 / 9780321516398 MasteringPhysicsâ�¢ with E-book Student Access Kit for Physics for Scientists and Engineers: A Strategic Approach 0805327363 / 9780805327366 Physics for Scientists and Engineers: A Strategic Approach with Modern Physics

    The strengths of these texts are characterized by mathematical integrity, comprehensive discussions of the concepts of calculus, and an impressively large collection of worked examples and illustrative figures.

    Stewart's Calculus is successful throughout the world because he explains the material in a way that makes sense to a wide variety of readers. His explanations make ideas come alive, and his problems challenge, to reveal the beauty of calculus. Stewart's examples stand out because they are not just models for problem solving or a means of demonstrating techniques--they also encourage readers to develp an analytic view of the subject. This edition includes new problems, examples, and projects. This version of Stewart's book introduced exponential and logarithmic functions in the first chapter and their limits and derivatives are found in Chapters 2 and 3.

    The book teaches the basic tools for the design of digital circuits in a clear, easily accessible manner. New to This Edition: *Nine sections on Verilog Hardware Description Language (HDL) inserted in discrete sections, allowing the material to be covered or skipped as desired. The Verilog HDL presentation is at a suitable level for beginning students who are learning digital circuits for the first time. *Reorganized material on combinational circuits is now covered in a single chapter. *The emphasis in the sequential circuits chapters is now on design with D flip-flops instead of JK and SR flip-flops. *The material on memory and programmable logic is now consolidated in one chapter. *Chapter 8 consists mostly of new material and now covers digital design in the Register Transfer Level (P) FL), preparing the reader for more advanced design projects and further Verilog HDL studies. *A new section in Chapter 11 supplements the laboratory experiments with HDL experiments. These unable the reader to check the circuits designed in the laboratory by means of hardware components and/or by HDL simulation.* Text accompanied by Verilog simulator software-SynaptiCAD's VeriLogger Pro evaluation version, a Verilog simulation environment that combines all of the features of a traditional Verilog simulator with a powerful graphical test vector generator. Fast model testing in VeriLogger Pro allows the reader to perform bottom-up testing of every model in a design. All of the HDL examples in the book can be found on the CD-ROM. *A Companion Website includes resources for instructors and students such as transparency masters of all figures in the book, all HDL code examples from the book, a Verilog tutorial, tutorials on using the VeriLogger Pro software, and more. It can be found at http://www.prenhall.com/mano

    Designed as a handy resource when you need quick solutions or techniques, the book offers dozens of short, focused pieces of code and hundreds of worked-out examples for programmers of all levels who don't have the time (or expertise) to solve MySQL problems from scratch.The new edition covers MySQL 5.0 and its powerful new features, as well as the older but still widespread MySQL 4.1. One major emphasis of this book is how to use SQL to formulate queries for particular kinds of questions, using the mysql client program included in MySQL distributions. The other major emphasis is how to write programs that interact with the MySQL server through an API. You'll find plenty of examples using several language APIs in multiple scenarios and situations, including the use of Ruby to retrieve and format data. There are also many new examples for using Perl, PHP, Python, and Java as well.Other recipes in the book teach you to:Access data from multiple tables at the same time Use SQL to select, sort, and summarize rows Find matches or mismatches between rows in two tables Determine intervals between dates or times, including age calculations Store images into MySQL and retrieve them for display in web pages Get LOAD DATA to read your data files properly or find which values in the file are invalid Use strict mode to prevent entry of bad data into your database Copy a table or a database to another server Generate sequence numbers to use as unique row identifiers Create database events that execute according to a schedule And a lot moreMySQL Cookbook doesn't attempt to develop full-fledged, complex applications. Instead, it's intended to assist you in developing applications yourself by helping you get past problems that have you stumped.

    The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association. The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters. Several problems require the use of the data sets located at the author's website.

    The layout of the book covers the following: Laplace transforms, mathematical model

    This leading text uses many relevant engineering-based situations to help students model and solve problems.

    Subsequent sections deal with integrating factors; dilution and accretion problems; linearization of first order systems; Laplace Transforms; Newton's Interpolation Formulas, more.

    This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems (including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter) in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results.The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.-- "Journal of Economics"

    The clarity and eloquence of the presentation make it popular with teachers and students alike. The text aims to expand the reader's view of the field and to present standard material in a novel way. All of the most important topics in the field are covered with a fresh perspective, including iterative methods for systems of equations and eigenvalue problems and the underlying principles of conditioning and stability. Presentation is in the form of 40 lectures, which each focus on one or two central ideas. The unity between topics is emphasized throughout, with no risk of getting lost in details and technicalities. The book breaks with tradition by beginning with the QR factorization - an important and fresh idea for students, and the thread that connects most of the algorithms of numerical linear algebra.

    Republished in book form shortly thereafter, it has since gone through four hardcover and sixteen paperback printings. It is a revolutionary work, astounding in its foresight and contemporaneity. The University of Illinois Press is pleased and honored to issue this commemorative reprinting of a classic.

    Jacques, Partner and Chief Investment Officer, Martingale Asset Management.Active Portfolio Management offers investors an opportunity to better understand the balance between manager skill and portfolio risk. Both fundamental and quantitative investment managers will benefit from studying this updated edition by Grinold and Kahn.-Scott Stewart, Portfolio Manager, Fidelity Select Equity (R) DisciplineCo-Manager, Fidelity Freedom (R) Funds.This Second edition will not remain on the shelf, but will be continually referenced by both novice and expert. There is a substantial expansion in both depth and breadth on the original. It clearly and concisely explains all aspects of the foundations and the latest thinking in active portfolio management.-Eric N. Remole, Managing Director, Head of Global Structured Equity, Credit Suisse Asset Management.Mathematically rigorous and meticulously organized, Active Portfolio Management broke new ground when it first became available to investment managers in 1994. By outlining an innovative process to uncover raw signals of asset returns, develop them into refined forecasts, then use those forecasts to construct portfolios of exceptional return and minimal risk, i.e., portfolios that consistently beat the market, this hallmark book helped thousands of investment managers. Active Portfolio Management, Second Edition, now sets the bar even higher. Like its predecessor, this volume details how to apply economics, econometrics, and operations research to solving practical investment problems, and uncovering superior profit opportunities. It outlines an active management framework that begins with a benchmark portfolio, then defines exceptional returns as they relate to that benchmark. Beyond the comprehensive treatment of the active management process covered previously, this new edition expands to cover asset allocation, long/short investing, information horizons, and other topics relevant today. It revisits a number of discussions from the first edition, shedding new light on some of today's most pressing issues, including risk, dispersion, market impact, and performance analysis, while providing empirical evidence where appropriate. The result is an updated, comprehensive set of strategic concepts and rules of thumb for guiding the process of-and increasing the profits from-active investment management.