A First Course in the Numerical Analysis of Differential Equations


Author: A. Iserles
Publisher: Cambridge University Press
ISBN: 0521734908
Category: Mathematics
Page: 459
View: 1128

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lead the reader to a theoretical understanding of the subject without neglecting its practical aspects. The outcome is a textbook that is mathematically honest and rigorous and provides its target audience with a wide range of skills in both ordinary and partial differential equations." --Book Jacket.

A First Course in the Numerical Analysis of Differential Equations


Author: Arieh Iserles
Publisher: Cambridge University Press
ISBN: 113947376X
Category: Mathematics
Page: N.A
View: 5980

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Numerical analysis presents different faces to the world. For mathematicians it is a bona fide mathematical theory with an applicable flavour. For scientists and engineers it is a practical, applied subject, part of the standard repertoire of modelling techniques. For computer scientists it is a theory on the interplay of computer architecture and algorithms for real-number calculations. The tension between these standpoints is the driving force of this book, which presents a rigorous account of the fundamentals of numerical analysis of both ordinary and partial differential equations. The exposition maintains a balance between theoretical, algorithmic and applied aspects. This second edition has been extensively updated, and includes new chapters on emerging subject areas: geometric numerical integration, spectral methods and conjugate gradients. Other topics covered include multistep and Runge-Kutta methods; finite difference and finite elements techniques for the Poisson equation; and a variety of algorithms to solve large, sparse algebraic systems.

A First Course in the Numerical Analysis of Differential Equations


Author: Arieh Iserles
Publisher: Cambridge University Press
ISBN: 9780521556552
Category: Mathematics
Page: 378
View: 590

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Numerical analysis presents different faces to the world. For mathematicians it is a bona fide mathematical theory with an applicable flavour. For scientists and engineers it is a practical, applied subject, part of the standard repertoire of modelling techniques. For computer scientists it is a theory on the interplay of computer architecture and algorithms for real-number calculations. The tension between these standpoints is the driving force of this book, which presents a rigorous account of the fundamentals of numerical analysis of both ordinary and partial differential equations. The point of departure is mathematical but the exposition strives to maintain a balance between theoretical, algorithmic and applied aspects of the subject. In detail, topics covered include numerical solution of ordinary differential equations by multistep and Runge-Kutta methods; finite difference and finite elements techniques for the Poisson equation; a variety of algorithms to solve large, sparse algebraic systems; methods for parabolic and hyperbolic differential equations and techniques of their analysis. The book is accompanied by an appendix that presents brief back-up in a number of mathematical topics. Dr Iserles concentrates on fundamentals: deriving methods from first principles, analysing them with a variety of mathematical techniques and occasionally discussing questions of implementation and applications. By doing so, he is able to lead the reader to theoretical understanding of the subject without neglecting its practical aspects. The outcome is a textbook that is mathematically honest and rigorous and provides its target audience with a wide range of skills in both ordinary and partial differential equations.

Introduction to Numerical Methods in Differential Equations


Author: Mark H. Holmes
Publisher: Springer Science & Business Media
ISBN: 0387681213
Category: Mathematics
Page: 239
View: 5138

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This book shows how to derive, test and analyze numerical methods for solving differential equations, including both ordinary and partial differential equations. The objective is that students learn to solve differential equations numerically and understand the mathematical and computational issues that arise when this is done. Includes an extensive collection of exercises, which develop both the analytical and computational aspects of the material. In addition to more than 100 illustrations, the book includes a large collection of supplemental material: exercise sets, MATLAB computer codes for both student and instructor, lecture slides and movies.

Numerical Solution of Partial Differential Equations

An Introduction
Author: K. W. Morton,D. F. Mayers
Publisher: Cambridge University Press
ISBN: 1139443208
Category: Mathematics
Page: N.A
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This is the 2005 second edition of a highly successful and well-respected textbook on the numerical techniques used to solve partial differential equations arising from mathematical models in science, engineering and other fields. The authors maintain an emphasis on finite difference methods for simple but representative examples of parabolic, hyperbolic and elliptic equations from the first edition. However this is augmented by new sections on finite volume methods, modified equation analysis, symplectic integration schemes, convection-diffusion problems, multigrid, and conjugate gradient methods; and several sections, including that on the energy method of analysis, have been extensively rewritten to reflect modern developments. Already an excellent choice for students and teachers in mathematics, engineering and computer science departments, the revised text includes more latest theoretical and industrial developments.

Finite Difference Methods for Ordinary and Partial Differential Equations

Steady-State and Time-Dependent Problems
Author: Randall J. LeVeque
Publisher: SIAM
ISBN: 9780898717839
Category: Differential equations
Page: 339
View: 5541

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This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

An Introduction to Ordinary Differential Equations


Author: James C. Robinson
Publisher: Cambridge University Press
ISBN: 1139450026
Category: Mathematics
Page: N.A
View: 773

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This refreshing, introductory textbook covers both standard techniques for solving ordinary differential equations, as well as introducing students to qualitative methods such as phase-plane analysis. The presentation is concise, informal yet rigorous; it can be used either for 1-term or 1-semester courses. Topics such as Euler's method, difference equations, the dynamics of the logistic map, and the Lorenz equations, demonstrate the vitality of the subject, and provide pointers to further study. The author also encourages a graphical approach to the equations and their solutions, and to that end the book is profusely illustrated. The files to produce the figures using MATLAB are all provided in an accompanying website. Numerous worked examples provide motivation for and illustration of key ideas and show how to make the transition from theory to practice. Exercises are also provided to test and extend understanding: solutions for these are available for teachers.

Finite Volume Methods for Hyperbolic Problems


Author: Randall J. LeVeque
Publisher: Cambridge University Press
ISBN: 1139434187
Category: Mathematics
Page: N.A
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This book, first published in 2002, contains an introduction to hyperbolic partial differential equations and a powerful class of numerical methods for approximating their solution, including both linear problems and nonlinear conservation laws. These equations describe a wide range of wave propagation and transport phenomena arising in nearly every scientific and engineering discipline. Several applications are described in a self-contained manner, along with much of the mathematical theory of hyperbolic problems. High-resolution versions of Godunov's method are developed, in which Riemann problems are solved to determine the local wave structure and limiters are then applied to eliminate numerical oscillations. These methods were originally designed to capture shock waves accurately, but are also useful tools for studying linear wave-propagation problems, particularly in heterogenous material. The methods studied are implemented in the CLAWPACK software package and source code for all the examples presented can be found on the web, along with animations of many of the simulations. This provides an excellent learning environment for understanding wave propagation phenomena and finite volume methods.

Numerical Approximation of Partial Differential Equations


Author: Alfio Quarteroni,Alberto Valli
Publisher: Springer Science & Business Media
ISBN: 3540852689
Category: Mathematics
Page: 544
View: 7315

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Everything is more simple than one thinks but at the same time more complex than one can understand Johann Wolfgang von Goethe To reach the point that is unknown to you, you must take the road that is unknown to you St. John of the Cross This is a book on the numerical approximation ofpartial differential equations (PDEs). Its scope is to provide a thorough illustration of numerical methods (especially those stemming from the variational formulation of PDEs), carry out their stability and convergence analysis, derive error bounds, and discuss the algorithmic aspects relative to their implementation. A sound balancing of theoretical analysis, description of algorithms and discussion of applications is our primary concern. Many kinds of problems are addressed: linear and nonlinear, steady and time-dependent, having either smooth or non-smooth solutions. Besides model equations, we consider a number of (initial-) boundary value problems of interest in several fields of applications. Part I is devoted to the description and analysis of general numerical methods for the discretization of partial differential equations. A comprehensive theory of Galerkin methods and its variants (Petrov Galerkin and generalized Galerkin), as wellas ofcollocationmethods, is devel oped for the spatial discretization. This theory is then specified to two numer ical subspace realizations of remarkable interest: the finite element method (conforming, non-conforming, mixed, hybrid) and the spectral method (Leg endre and Chebyshev expansion).

An Introduction to Computational Stochastic PDEs


Author: Gabriel J. Lord,Catherine E. Powell,Tony Shardlow
Publisher: Cambridge University Press
ISBN: 0521899907
Category: Business & Economics
Page: 520
View: 5534

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This book gives a comprehensive introduction to numerical methods and analysis of stochastic processes, random fields and stochastic differential equations, and offers graduate students and researchers powerful tools for understanding uncertainty quantification for risk analysis. Coverage includes traditional stochastic ODEs with white noise forcing, strong and weak approximation, and the multi-level Monte Carlo method. Later chapters apply the theory of random fields to the numerical solution of elliptic PDEs with correlated random data, discuss the Monte Carlo method, and introduce stochastic Galerkin finite-element methods. Finally, stochastic parabolic PDEs are developed. Assuming little previous exposure to probability and statistics, theory is developed in tandem with state-of-the-art computational methods through worked examples, exercises, theorems and proofs. The set of MATLAB codes included (and downloadable) allows readers to perform computations themselves and solve the test problems discussed. Practical examples are drawn from finance, mathematical biology, neuroscience, fluid flow modelling and materials science.

Numerical Solution of Ordinary Differential Equations


Author: Kendall Atkinson,Weimin Han,David E. Stewart
Publisher: John Wiley & Sons
ISBN: 1118164520
Category: Mathematics
Page: 272
View: 2939

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A concise introduction to numerical methodsand the mathematical framework neededto understand their performance Numerical Solution of Ordinary Differential Equations presents a complete and easy-to-follow introduction to classical topics in the numerical solution of ordinary differential equations. The book's approach not only explains the presented mathematics, but also helps readers understand how these numerical methods are used to solve real-world problems. Unifying perspectives are provided throughout the text, bringing together and categorizing different types of problems in order to help readers comprehend the applications of ordinary differential equations. In addition, the authors' collective academic experience ensures a coherent and accessible discussion of key topics, including: Euler's method Taylor and Runge-Kutta methods General error analysis for multi-step methods Stiff differential equations Differential algebraic equations Two-point boundary value problems Volterra integral equations Each chapter features problem sets that enable readers to test and build their knowledge of the presented methods, and a related Web site features MATLAB® programs that facilitate the exploration of numerical methods in greater depth. Detailed references outline additional literature on both analytical and numerical aspects of ordinary differential equations for further exploration of individual topics. Numerical Solution of Ordinary Differential Equations is an excellent textbook for courses on the numerical solution of differential equations at the upper-undergraduate and beginning graduate levels. It also serves as a valuable reference for researchers in the fields of mathematics and engineering.

Integral Equations: A Practical Treatment, from Spectral Theory to Applications


Author: David Porter,David S. G. Stirling
Publisher: Cambridge University Press
ISBN: 9780521337427
Category: Mathematics
Page: 372
View: 4994

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This book gives a rigorous and practical treatment of integral equations and aims to tackle the solution of integral equations using a blend of abstract structural results and more direct, down-to-earth mathematics. The interplay between these two approaches is a central feature of the text, and it allows a thorough account to be given of many of the types of integral equation that arise, particularly in numerical analysis and fluid mechanics. Because it is not always possible to find explicit solutions to the problems posed, much attention is devoted to obtaining qualitative information and approximations and the associated error estimates.

Finite Elements

Theory, Fast Solvers, and Applications in Solid Mechanics
Author: Dietrich Braess
Publisher: Cambridge University Press
ISBN: 113946146X
Category: Mathematics
Page: N.A
View: 2062

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This definitive introduction to finite element methods was thoroughly updated for this 2007 third edition, which features important material for both research and application of the finite element method. The discussion of saddle-point problems is a highlight of the book and has been elaborated to include many more nonstandard applications. The chapter on applications in elasticity now contains a complete discussion of locking phenomena. The numerical solution of elliptic partial differential equations is an important application of finite elements and the author discusses this subject comprehensively. These equations are treated as variational problems for which the Sobolev spaces are the right framework. Graduate students who do not necessarily have any particular background in differential equations, but require an introduction to finite element methods will find this text invaluable. Specifically, the chapter on finite elements in solid mechanics provides a bridge between mathematics and engineering.

An Introduction to Numerical Analysis


Author: Endre Süli,David F. Mayers
Publisher: Cambridge University Press
ISBN: 1139437887
Category: Mathematics
Page: N.A
View: 9751

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Numerical analysis provides the theoretical foundation for the numerical algorithms we rely on to solve a multitude of computational problems in science. Based on a successful course at Oxford University, this book covers a wide range of such problems ranging from the approximation of functions and integrals to the approximate solution of algebraic, transcendental, differential and integral equations. Throughout the book, particular attention is paid to the essential qualities of a numerical algorithm - stability, accuracy, reliability and efficiency. The authors go further than simply providing recipes for solving computational problems. They carefully analyse the reasons why methods might fail to give accurate answers, or why one method might return an answer in seconds while another would take billions of years. This book is ideal as a text for students in the second year of a university mathematics course. It combines practicality regarding applications with consistently high standards of rigour.

Numerical Methods for Elliptic and Parabolic Partial Differential Equations


Author: Peter Knabner,Lutz Angerman
Publisher: Springer Science & Business Media
ISBN: 0387217622
Category: Mathematics
Page: 426
View: 6441

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This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.

Introduction to Symmetry Analysis Paperback with CD-ROM


Author: Brian Cantwell
Publisher: Cambridge University Press
ISBN: 9780521777407
Category: Mathematics
Page: 612
View: 3726

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Symmetry analysis based on Lie group theory is the most important method for solving nonlinear problems aside from numerical computation. The method can be used to find the symmetries of almost any system of differential equations and the knowledge of these symmetries can be used to reduce the complexity of physical problems governed by the equations. This is a broad, self-contained, introduction to the basics of symmetry analysis for first and second year graduate students in science, engineering and applied mathematics. Mathematica-based software for finding the Lie point symmetries and Lie-Bäcklund symmetries of differential equations is included on a CD along with more than forty sample notebooks illustrating applications ranging from simple, low order, ordinary differential equations to complex systems of partial differential equations. MathReader 4.0 is included to let the user read the sample notebooks and follow the procedure used to find symmetries.

Solitons

An Introduction
Author: P. G. Drazin,R. S. Johnson
Publisher: Cambridge University Press
ISBN: 9780521336550
Category: Mathematics
Page: 226
View: 570

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This textbook is an introduction to the theory of solitons in the physical sciences.