Numerical Analysis of Multiscale Problems

The 91st London Mathematical Society Durham Symposium took place from July 5th to 15th 2010, with more than 100 international participants attending. The Symposium focused on Numerical Analysis of Mul

This book is a snapshot of current research in multiscale modeling, computations and applications. It covers fundamental mathematical theory, numerical algorithms as well as practical computational ad

The focus of this is on the latest developments related to the analysis of problems in which several scales are presented. After a theoretical presentation of the theory of homogenization in the perio

For courses in Numerical Analysis. Helps students construct and explore algorithms for solving science and engineering problems Numerical Analysis, 3rd Edition is for students of eng

Revised and?updated, this second edition of Walter Gautschi's successful Numerical Analysis?explores?computational methods?for problems arising in the areas of classical analysis, approximation theory

This book focuses on the modeling and mathematical analysis of stochastic dynamical systems along with their simulations. The collected chapters will review fundamental and current topics and approach

The Institute for Mathematical Sciences at the National University of Singapore hosted a two-month research program on “Mathematical Theory and Numerical Methods for Computational Materials Simulation

This carefully edited book offers a state-of-the-art overview on formulation, mathematical analysis and numerical solution procedures of contact problems. The contributions collected in this volume su

New edition of a well-known classic in the field; Previous edition sold over 6000 copies worldwide; Fully-worked examples; Many carefully selected problems

This 1996 book unites the study of dynamical systems and numerical solution of differential equations. The first three chapters contain the elements of the theory of dynamical systems and the numerical solution of initial-value problems. In the remaining chapters, numerical methods are formulated as dynamical systems and the convergence and stability properties of the methods are examined. Topics studied include the stability of numerical methods for contractive, dissipative, gradient and Hamiltonian systems together with the convergence properties of equilibria, periodic solutions and strange attractors under numerical approximation. This book will be an invaluable tool for graduate students and researchers in the fields of numerical analysis and dynamical systems.

Handbook of Numerical Methods for Hyperbolic Problems explores the changes that have taken place in the past few decades regarding literature in the design, analysis and application of various numeric

This book analyzes the basic techniques involved in providing efficient numerical solutions to problems in science and engineering and focuses on the development of numerical algorithms and detailed a

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 analy

Striking a balance between theory and practice, this graduate-level text is perfect for students in the applied sciences. The author provides a clear introduction to the classical methods, how they work and why they sometimes fail. Crucially, he also demonstrates how these simple and classical techniques can be combined to address difficult problems. Many worked examples and sample programs are provided to help the reader make practical use of the subject material. Further mathematical background, if required, is summarized in an appendix. Topics covered include classical methods for linear systems, eigenvalues, interpolation and integration, ODEs and data fitting, and also more modern ideas like adaptivity and stochastic differential equations.

Physical phenomena can be modeled at varying degrees of complexity and at different scales. Multiscale modeling provides a framework, based on fundamental principles, for constructing mathematical and computational models of such phenomena, by examining the connection between models at different scales. This book, by a leading contributor to the field, is the first to provide a unified treatment of the subject, covering, in a systematic way, the general principles of multiscale models, algorithms and analysis. After discussing the basic techniques and introducing the fundamental physical models, the author focuses on the two most typical applications of multiscale modeling: capturing macroscale behavior and resolving local events. The treatment is complemented by chapters that deal with more specific problems. Throughout, the author strikes a balance between precision and accessibility, providing sufficient detail to enable the reader to understand the underlying principles without all

This book introduces the main topics of modern numerical analysis: sequence of linear equations, error analysis, least squares, nonlinear systems, symmetric eigenvalue problems, three-term recursions,

This monograph is the first to provide readers with numerical tools for a systematic analysis of bifurcation problems in reaction-diffusion equations. Many examples and figures illustrate analysis of

This book presents the latest numerical solutions to initial value problems and boundary value problems described by ODEs and PDEs. The author offers practical methods that can be adapted to solve wide ranges of problems and illustrates them in the increasingly popular open source computer language R, allowing integration with more statistically based methods. The book begins with standard techniques, followed by an overview of 'high resolution' flux limiters and WENO to solve problems with solutions exhibiting high gradient phenomena. Meshless methods using radial basis functions are then discussed in the context of scattered data interpolation and the solution of PDEs on irregular grids. Three detailed case studies demonstrate how numerical methods can be used to tackle very different complex problems. With its focus on practical solutions to real-world problems, this book will be useful to students and practitioners in all areas of science and engineering, especially those using R.

The recent appearance of wavelets as a new computational tool in applied mathematics has given a new impetus to the field of numerical analysis of Fredholm integral equations. This book gives an account of the state of the art in the study of fast multiscale methods for solving these equations based on wavelets. The authors begin by introducing essential concepts and describing conventional numerical methods. They then develop fast algorithms and apply these to solving linear, nonlinear Fredholm integral equations of the second kind, ill-posed integral equations of the first kind and eigen-problems of compact integral operators. Theorems of functional analysis used throughout the book are summarised in the appendix. The book is an essential reference for practitioners wishing to use the new techniques. It may also be used as a text, with the first five chapters forming the basis of a one-semester course for advanced undergraduates or beginning graduates.

This book focuses on the latest applications of nonlinear approaches in different disciplines of engineering and to a range of scientific problems. For each selected topic, detailed concept developmen

This book explains how computer software is designed to perform the tasks required for sophisticated statistical analysis. For statisticians, it examines the nitty-gritty computational problems behind statistical methods. For mathematicians and computer scientists, it looks at the application of mathematical tools to statistical problems. The first half of the book offers a basic background in numerical analysis that emphasizes issues important to statisticians. The next several chapters cover a broad array of statistical tools, such as maximum likelihood and nonlinear regression. The author also treats the application of numerical tools; numerical integration and random number generation are explained in a unified manner reflecting complementary views of Monte Carlo methods. Each chapter contains exercises that range from simple questions to research problems. Most of the examples are accompanied by demonstration and source code available from the author's website. New in this second

The analysis of singular perturbed di?erential equations began early in the twentieth century, when approximate solutions were constructed from asy- totic expansions. (Preliminary attempts appear in t

The modelling of ocean circulation is important not only for its own sake, but also in terms of the prediction of weather patterns and the effects of climate change. This 2007 book introduces the basic computational techniques necessary for all models of the ocean and atmosphere, and the conditions they must satisfy. It describes the workings of ocean models, the problems that must be solved in their construction, and how to evaluate computational results. Major emphasis is placed on examining ocean models critically, and determining what they do well and what they do poorly. Numerical analysis is introduced as needed, and exercises are included to illustrate major points. Developed from notes for a course taught in physical oceanography at the College of Oceanic and Atmospheric Sciences at Oregon State University, this book is ideal for graduate students of oceanography, geophysics, climatology and atmospheric science, and researchers in oceanography and atmospheric science.

Starting with elementary operator theory and matrix analysis, this book introduces the basic properties of the numerical range and gradually builds up the whole numerical range theory. Over 400 assorted problems, ranging from routine exercises to published research results, give you the chance to put the theory into practice and test your understanding. Interspersed throughout the text are numerous comments and references, allowing you to discover related developments and to pursue areas of interest in the literature. Also included is an appendix on basic convexity properties on the Euclidean space. Targeted at graduate students as well as researchers interested in functional analysis, this book provides a comprehensive coverage of classic and recent works on the numerical range theory. It serves as an accessible entry point into this lively and exciting research area.

This self-contained introduction to numerical linear algebra provides a comprehensive, yet concise, overview of the subject. It includes standard material such as direct methods for solving linear systems and least-squares problems, error, stability and conditioning, basic iterative methods and the calculation of eigenvalues. Later chapters cover more advanced material, such as Krylov subspace methods, multigrid methods, domain decomposition methods, multipole expansions, hierarchical matrices and compressed sensing. The book provides rigorous mathematical proofs throughout, and gives algorithms in general-purpose language-independent form. Requiring only a solid knowledge in linear algebra and basic analysis, this book will be useful for applied mathematicians, engineers, computer scientists, and all those interested in efficiently solving linear problems.

Handbook on Numerical Methods for Hyperbolic Problems: Applied and Modern Issues details the large amount of literature in the design, analysis, and application of various numerical algorithms for sol

This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer po

For mathematicians and engineers interested in applying numerical methods to physical problems this book is ideal. Numerical ideas are connected to accompanying software, which is also available online. By seeing the complete description of the methods in both theory and implementation, students will more easily gain the knowledge needed to write their own application programs or develop new theory. The book contains careful development of the mathematical tools needed for analysis of the numerical methods, including elliptic regularity theory and approximation theory. Variational crimes, due to quadrature, coordinate mappings, domain approximation and boundary conditions, are analyzed. The claims are stated with full statement of the assumptions and conclusions, and use subscripted constants which can be traced back to the origination (particularly in the electronic version, which can be found on the accompanying CD-ROM).

Mathematical modeling, analysis and simulation are set to play crucial roles in explaining tumor behavior, and the uncontrolled growth of cancer cells over multiple time and spatial scales. This book, the first to integrate state-of-the-art numerical techniques with experimental data, provides an in-depth assessment of tumor cell modeling at multiple scales. The first part of the text presents a detailed biological background with an examination of single-phase and multi-phase continuum tumor modeling, discrete cell modeling, and hybrid continuum-discrete modeling. In the final two chapters, the authors guide the reader through problem-based illustrations and case studies of brain and breast cancer, to demonstrate the future potential of modeling in cancer research. This book has wide interdisciplinary appeal and is a valuable resource for mathematical biologists, biomedical engineers and clinical cancer research communities wishing to understand this emerging field.

This book provides an extensive introduction to the numerical solution of a large class of integral equations. The initial chapters provide a general framework for the numerical analysis of Fredholm integral equations of the second kind, covering degenerate kernel, projection and Nystrom methods. Additional discussions of multivariable integral equations and iteration methods update the reader on the present state of the art in this area. The final chapters focus on the numerical solution of boundary integral equation (BIE) reformulations of Laplace's equation, in both two and three dimensions. Two chapters are devoted to planar BIE problems, which include both existing methods and remaining questions. Practical problems for BIE such as the set up and solution of the discretised BIE are also discussed. Each chapter concludes with a discussion of the literature and a large bibliography serves as an extended resource for students and researchers needing more information on solving partic

Numerical Methods in Finance has emerged as a discipline at the intersection of probability theory, finance and numerical analysis. This book, based on lectures given at the Newton Institute as part of a broader programme, describes a wide variety of numerical methods used in financial analysis: computation of option prices, especially of American option prices, by finite difference and other methods; numerical solution of portfolio management strategies; statistical procedures; identification of models; Monte Carlo methods; and numerical implications of stochastic volatilities. Articles have been written in a pedagogic style and made reasonably self-contained, covering both mathematical matters and practical issues in numerical problems. Thus the book has something to offer economists, probabilists and applied mathematicians working in finance.

This book is devoted to the mathematical analysis of the numerical solution of boundary integral equations treating boundary value, transmission and contact problems arising in elasticity, acoustic an

This book simultaneously presents the theory and the numerical treatment of elliptic boundary value problems, since an understanding of the theory is necessary for the numerical analysis of the discre

Brugnano and Iavernaro deal with the numerical solution of differential problems within the framework of geometric integration, a branch of numerical analysis that aims to devise numerical methods abl

Based on course notes from over twenty years of teaching engineering and physical sciences at Michigan Technological University, Tomas Co's engineering mathematics textbook is rich with examples, applications and exercises. Professor Co uses analytical approaches to solve smaller problems to provide mathematical insight and understanding, and numerical methods for large and complex problems. The book emphasises applying matrices with strong attention to matrix structure and computational issues such as sparsity and efficiency. Chapters on vector calculus and integral theorems are used to build coordinate-free physical models with special emphasis on orthogonal co-ordinates. Chapters on ODEs and PDEs cover both analytical and numerical approaches. Topics on analytical solutions include similarity transform methods, direct formulas for series solutions, bifurcation analysis, Lagrange–Charpit formulas, shocks/rarefaction and others. Topics on numerical methods include stability analysis,

Elastohydrodynamic Lubrication for Line and Point Contacts: Asymptotic and Numerical Approaches describes a coherent asymptotic approach to the analysis of lubrication problems for heavily loaded line

The first MATLAB-based numerical methods textbook for bioengineers that uniquely integrates modelling concepts with statistical analysis, while maintaining a focus on enabling the user to report the error or uncertainty in their result. Between traditional numerical method topics of linear modelling concepts, nonlinear root finding, and numerical integration, chapters on hypothesis testing, data regression and probability are interweaved. A unique feature of the book is the inclusion of examples from clinical trials and bioinformatics, which are not found in other numerical methods textbooks for engineers. With a wealth of biomedical engineering examples, case studies on topical biomedical research, and the inclusion of end of chapter problems, this is a perfect core text for a one-semester undergraduate course.

The behaviour of systems occurring in real life is often modelled by partial differential equations. This book investigates how a user or observer can influence the behaviour of such systems mathematically and computationally. A thorough mathematical analysis of controllability problems is combined with a detailed investigation of methods used to solve them numerically, these methods being validated by the results of numerical experiments. In Part I of the book the authors discuss the mathematics and numerics relating to the controllability of systems modelled by linear and non-linear diffusion equations; Part II is dedicated to the controllability of vibrating systems, typical ones being those modelled by linear wave equations; finally, Part III covers flow control for systems governed by the Navier-Stokes equations modelling incompressible viscous flow. The book is accessible to graduate students in applied and computational mathematics, engineering and physics; it will also be of us