Spectral Methods for Time-Dependent Problems


Author: Jan S. Hesthaven,Sigal Gottlieb,David Gottlieb
Publisher: Cambridge University Press
ISBN: 113945952X
Category: Mathematics
Page: N.A
View: 5115

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Spectral methods are well-suited to solve problems modeled by time-dependent partial differential equations: they are fast, efficient and accurate and widely used by mathematicians and practitioners. This class-tested 2007 introduction, the first on the subject, is ideal for graduate courses, or self-study. The authors describe the basic theory of spectral methods, allowing the reader to understand the techniques through numerous examples as well as more rigorous developments. They provide a detailed treatment of methods based on Fourier expansions and orthogonal polynomials (including discussions of stability, boundary conditions, filtering, and the extension from the linear to the nonlinear situation). Computational solution techniques for integration in time are dealt with by Runge-Kutta type methods. Several chapters are devoted to material not previously covered in book form, including stability theory for polynomial methods, techniques for problems with discontinuous solutions, round-off errors and the formulation of spectral methods on general grids. These will be especially helpful for practitioners.

Spectral Methods for Time-Dependent Problems


Author: Jan S. Hesthaven,Sigal Gottlieb,David Gottlieb
Publisher: Cambridge University Press
ISBN: 113945952X
Category: Mathematics
Page: N.A
View: 5705

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Spectral methods are well-suited to solve problems modeled by time-dependent partial differential equations: they are fast, efficient and accurate and widely used by mathematicians and practitioners. This class-tested 2007 introduction, the first on the subject, is ideal for graduate courses, or self-study. The authors describe the basic theory of spectral methods, allowing the reader to understand the techniques through numerous examples as well as more rigorous developments. They provide a detailed treatment of methods based on Fourier expansions and orthogonal polynomials (including discussions of stability, boundary conditions, filtering, and the extension from the linear to the nonlinear situation). Computational solution techniques for integration in time are dealt with by Runge-Kutta type methods. Several chapters are devoted to material not previously covered in book form, including stability theory for polynomial methods, techniques for problems with discontinuous solutions, round-off errors and the formulation of spectral methods on general grids. These will be especially helpful for practitioners.

Lectures on the Theory of Water Waves


Author: Thomas J. Bridges,Mark D. Groves,David P. Nicholls
Publisher: Cambridge University Press
ISBN: 1316558940
Category: Science
Page: N.A
View: 373

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In the summer of 2014 leading experts in the theory of water waves gathered at the Newton Institute for Mathematical Sciences in Cambridge for four weeks of research interaction. A cross-section of those experts was invited to give introductory-level talks on active topics. This book is a compilation of those talks and illustrates the diversity, intensity, and progress of current research in this area. The key themes that emerge are numerical methods for analysis, stability and simulation of water waves, transform methods, rigorous analysis of model equations, three-dimensionality of water waves, variational principles, shallow water hydrodynamics, the role of deterministic and random bottom topography, and modulation equations. This book is an ideal introduction for PhD students and researchers looking for a research project. It may also be used as a supplementary text for advanced courses in mathematics or fluid dynamics.

Partial Differential Equations: Modeling, Analysis and Numerical Approximation


Author: Hervé Le Dret,Brigitte Lucquin
Publisher: Birkhäuser
ISBN: 3319270672
Category: Mathematics
Page: 395
View: 1143

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This book is devoted to the study of partial differential equation problems both from the theoretical and numerical points of view. After presenting modeling aspects, it develops the theoretical analysis of partial differential equation problems for the three main classes of partial differential equations: elliptic, parabolic and hyperbolic. Several numerical approximation methods adapted to each of these examples are analyzed: finite difference, finite element and finite volumes methods, and they are illustrated using numerical simulation results. Although parts of the book are accessible to Bachelor students in mathematics or engineering, it is primarily aimed at Masters students in applied mathematics or computational engineering. The emphasis is on mathematical detail and rigor for the analysis of both continuous and discrete problems.

Numerical Methods for Conservation Laws

From Analysis to Algorithms
Author: Jan S. Hesthaven
Publisher: SIAM
ISBN: 1611975093
Category: Science
Page: 576
View: 5040

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Conservation laws are the mathematical expression of the principles of conservation and provide effective and accurate predictive models of our physical world. Although intense research activity during the last decades has led to substantial advances in the development of powerful computational methods for conservation laws, their solution remains a challenge and many questions are left open; thus it is an active and fruitful area of research. Numerical Methods for Conservation Laws: From Analysis to Algorithms: offers the first comprehensive introduction to modern computational methods and their analysis for hyperbolic conservation laws, building on intense research activities for more than four decades of development; discusses classic results on monotone and finite difference/finite volume schemes, but emphasizes the successful development of high-order accurate methods for hyperbolic conservation laws; addresses modern concepts of TVD and entropy stability, strongly stable Runge-Kutta schemes, and limiter-based methods before discussing essentially nonoscillatory schemes, discontinuous Galerkin methods, and spectral methods; explores algorithmic aspects of these methods, emphasizing one- and two-dimensional problems and the development and analysis of an extensive range of methods; includes MATLAB software with which all main methods and computational results in the book can be reproduced; and demonstrates the performance of many methods on a set of benchmark problems to allow direct comparisons. Code and other supplemental material are available online at www.siam.org/books/cs18.

Numerical Analysis of Spectral Methods

Theory and Applications
Author: David Gottlieb,Steven A. Orszag
Publisher: SIAM
ISBN: 0898710235
Category: Technology & Engineering
Page: 172
View: 1627

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A unified discussion of the formulation and analysis of special methods of mixed initial boundary-value problems. The focus is on the development of a new mathematical theory that explains why and how well spectral methods work. Included are interesting extensions of the classical numerical analysis.

Radial Basis Functions

Theory and Implementations
Author: Martin D. Buhmann
Publisher: Cambridge University Press
ISBN: 9781139435246
Category: Mathematics
Page: N.A
View: 1398

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In many areas of mathematics, science and engineering, from computer graphics to inverse methods to signal processing, it is necessary to estimate parameters, usually multidimensional, by approximation and interpolation. Radial basis functions are a powerful tool which work well in very general circumstances and so are becoming of widespread use as the limitations of other methods, such as least squares, polynomial interpolation or wavelet-based, become apparent. The author's aim is to give a thorough treatment from both the theoretical and practical implementation viewpoints. For example, he emphasises the many positive features of radial basis functions such as the unique solvability of the interpolation problem, the computation of interpolants, their smoothness and convergence and provides a careful classification of the radial basis functions into types that have different convergence. A comprehensive bibliography rounds off what will prove a very valuable work.

Computer Vision

Algorithms and Applications
Author: Richard Szeliski
Publisher: Springer
ISBN: 9781848829343
Category: Computers
Page: 812
View: 4971

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Humans perceive the three-dimensional structure of the world with apparent ease. However, despite all of the recent advances in computer vision research, the dream of having a computer interpret an image at the same level as a two-year old remains elusive. Why is computer vision such a challenging problem and what is the current state of the art? Computer Vision: Algorithms and Applications explores the variety of techniques commonly used to analyze and interpret images. It also describes challenging real-world applications where vision is being successfully used, both for specialized applications such as medical imaging, and for fun, consumer-level tasks such as image editing and stitching, which students can apply to their own personal photos and videos. More than just a source of “recipes,” this exceptionally authoritative and comprehensive textbook/reference also takes a scientific approach to basic vision problems, formulating physical models of the imaging process before inverting them to produce descriptions of a scene. These problems are also analyzed using statistical models and solved using rigorous engineering techniques Topics and features: structured to support active curricula and project-oriented courses, with tips in the Introduction for using the book in a variety of customized courses; presents exercises at the end of each chapter with a heavy emphasis on testing algorithms and containing numerous suggestions for small mid-term projects; provides additional material and more detailed mathematical topics in the Appendices, which cover linear algebra, numerical techniques, and Bayesian estimation theory; suggests additional reading at the end of each chapter, including the latest research in each sub-field, in addition to a full Bibliography at the end of the book; supplies supplementary course material for students at the associated website, http://szeliski.org/Book/. Suitable for an upper-level undergraduate or graduate-level course in computer science or engineering, this textbook focuses on basic techniques that work under real-world conditions and encourages students to push their creative boundaries. Its design and exposition also make it eminently suitable as a unique reference to the fundamental techniques and current research literature in computer vision.

Chebyshev and Fourier Spectral Methods

Second Revised Edition
Author: John P. Boyd
Publisher: Courier Corporation
ISBN: 0486141926
Category: Mathematics
Page: 688
View: 1151

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Completely revised text applies spectral methods to boundary value, eigenvalue, and time-dependent problems, but also covers cardinal functions, matrix-solving methods, coordinate transformations, much more. Includes 7 appendices and over 160 text figures.

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.

Practical Extrapolation Methods

Theory and Applications
Author: Avram Sidi
Publisher: Cambridge University Press
ISBN: 9780521661591
Category: Computers
Page: 519
View: 3661

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This book is concerned with the coherent treatment, including the derivation, analysis, and applications, of the most useful scalar extrapolation methods. Its importance is rooted in the fact that the methods it discusses are geared towards problems that arise commonly in scientific and engineering disciplines. It differs from existing books on the subject in that it concentrates on the most powerful nonlinear methods, presents in-depth treatments of them, and shows which methods are most effective for different classes of practical nontrivial problems, and also shows how to apply these methods to obtain best results.

Learning Theory

An Approximation Theory Viewpoint
Author: Felipe Cucker,Ding Xuan Zhou
Publisher: Cambridge University Press
ISBN: 1139462865
Category: Computers
Page: N.A
View: 4500

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The goal of learning theory is to approximate a function from sample values. To attain this goal learning theory draws on a variety of diverse subjects, specifically statistics, approximation theory, and algorithmics. Ideas from all these areas blended to form a subject whose many successful applications have triggered a rapid growth during the last two decades. This is the first book to give a general overview of the theoretical foundations of the subject emphasizing the approximation theory, while still giving a balanced overview. It is based on courses taught by the authors, and is reasonably self-contained so will appeal to a broad spectrum of researchers in learning theory and adjacent fields. It will also serve as an introduction for graduate students and others entering the field, who wish to see how the problems raised in learning theory relate to other disciplines.

Nodal Discontinuous Galerkin Methods

Algorithms, Analysis, and Applications
Author: Jan S. Hesthaven,Tim Warburton
Publisher: Springer Science & Business Media
ISBN: 0387720650
Category: Mathematics
Page: 502
View: 9190

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This book offers an introduction to the key ideas, basic analysis, and efficient implementation of discontinuous Galerkin finite element methods (DG-FEM) for the solution of partial differential equations. It covers all key theoretical results, including an overview of relevant results from approximation theory, convergence theory for numerical PDE’s, and orthogonal polynomials. Through embedded Matlab codes, coverage discusses and implements the algorithms for a number of classic systems of PDE’s: Maxwell’s equations, Euler equations, incompressible Navier-Stokes equations, and Poisson- and Helmholtz equations.

Difference Equations by Differential Equation Methods


Author: Peter E. Hydon
Publisher: Cambridge University Press
ISBN: 1139991701
Category: Mathematics
Page: N.A
View: 1932

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Most well-known solution techniques for differential equations exploit symmetry in some form. Systematic methods have been developed for finding and using symmetries, first integrals and conservation laws of a given differential equation. Here the author explains how to extend these powerful methods to difference equations, greatly increasing the range of solvable problems. Beginning with an introduction to elementary solution methods, the book gives readers a clear explanation of exact techniques for ordinary and partial difference equations. The informal presentation is suitable for anyone who is familiar with standard differential equation methods. No prior knowledge of difference equations or symmetry is assumed. The author uses worked examples to help readers grasp new concepts easily. There are 120 exercises of varying difficulty and suggestions for further reading. The book goes to the cutting edge of research; its many new ideas and methods make it a valuable reference for researchers in the field.

Monte Carlo Methods in Financial Engineering


Author: Paul Glasserman
Publisher: Springer Science & Business Media
ISBN: 0387216170
Category: Mathematics
Page: 596
View: 2643

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From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not." --Glyn Holton, Contingency Analysis

Symmetry, Phase Modulation and Nonlinear Waves


Author: Thomas J. Bridges
Publisher: Cambridge University Press
ISBN: 1107188849
Category: Mathematics
Page: 242
View: 3411

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Nonlinear waves are pervasive in nature, but are often elusive when they are modelled and analysed. This book develops a natural approach to the problem based on phase modulation. It is both an elaboration of the use of phase modulation for the study of nonlinear waves and a compendium of background results in mathematics, such as Hamiltonian systems, symplectic geometry, conservation laws, Noether theory, Lagrangian field theory and analysis, all of which combine to generate the new theory of phase modulation. While the build-up of theory can be intensive, the resulting emergent partial differential equations are relatively simple. A key outcome of the theory is that the coefficients in the emergent modulation equations are universal and easy to calculate. This book gives several examples of the implications in the theory of fluid mechanics and points to a wide range of new applications.

Topology for Computing


Author: Afra J. Zomorodian
Publisher: Cambridge University Press
ISBN: 9781139442633
Category: Computers
Page: N.A
View: 7447

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The emerging field of computational topology utilizes theory from topology and the power of computing to solve problems in diverse fields. Recent applications include computer graphics, computer-aided design (CAD), and structural biology, all of which involve understanding the intrinsic shape of some real or abstract space. A primary goal of this book is to present basic concepts from topology and Morse theory to enable a non-specialist to grasp and participate in current research in computational topology. The author gives a self-contained presentation of the mathematical concepts from a computer scientist's point of view, combining point set topology, algebraic topology, group theory, differential manifolds, and Morse theory. He also presents some recent advances in the area, including topological persistence and hierarchical Morse complexes. Throughout, the focus is on computational challenges and on presenting algorithms and data structures when appropriate.