Numerical Approximation Methods

The Lanczos and conjugate gradient (CG) algorithms are fascinating numerical algorithms. This book presents the most comprehensive discussion to date of the use of these methods for computing eigenval

Organizes the many available methods for the numerical solution of eigenvalue problems. The first of the eleven chapters provide the top level of a decision tree for classifying eigenvalue problems,

This 2006 book presents a systematic introduction to the theory of parametric stability of structures under both deterministic and stochastic loadings. A comprehensive range of theories are presented and various application problems are formulated and solved, often using more than one approach. Investigation of an elastic system's dynamic stability frequently leads to the study of dynamic behaviour of the solutions of parametrically excited systems. Parametric instability or resonance is more dangerous than ordinary resonance as it is characterised by exponential growth of the response amplitudes even in the presence of damping. The emphasis in this book is on the applications and various analytical and numerical methods for solving engineering problems. The materials presented are as self-contained as possible, with all of the important steps of analysis provided in order to make the book suitable as a graduate-level textbook and especially for self-study.

This work is a compilation of fundamental solutions (or Green's functions) for classical or canonical problems in elastodynamics presented with a common format and notation. These formulas describe the displacements and stresses elicited by dynamic sources in solid elastic media like full spaces, half-spaces, strata and plates in both two and three dimensions, using the three major coordinate systems (Cartesian, cylindrical and spherical), and also for transient and harmonic motions. Such formulas are useful for numerical methods and practical application to problems of wave propagation in elasticity, soil dynamics, earthquake engineering, mechanical vibration, or geophysics. These formulas were heretofore only found scattered throughout the literature. The solutions are tabulated without proof, but giving reference to appropriate modern papers and books containing full derivations. Most formulas in the book have been programmed and tested within the MATLAB environment. The program lis

Thoroughly revised for its second edition, this advanced textbook provides an introduction to the basic methods of computational physics, and an overview of progress in several areas of scientific computing by relying on free software available from CERN. The book begins by dealing with basic computational tools and routines, covering approximating functions, differential equations, spectral analysis, and matrix operations. Important concepts are illustrated by relevant examples at each stage. The author also discusses more advanced topics, such as molecular dynamics, modeling continuous systems, Monte Carlo methods, genetic algorithm and programming, and numerical renormalization. It includes many more exercises. This can be used as a textbook for either undergraduate or first-year graduate courses on computational physics or scientific computation. It will also be a useful reference for anyone involved in computational research.

The authoritative reference on NEURON, the simulation environment for modeling biological neurons and neural networks that enjoys wide use in the experimental and computational neuroscience communities. This book shows how to use NEURON to construct and apply empirically based models. Written primarily for neuroscience investigators, teachers, and students, it assumes no previous knowledge of computer programming or numerical methods. Readers with a background in the physical sciences or mathematics, who have some knowledge about brain cells and circuits and are interested in computational modeling, will also find it helpful. The NEURON Book covers material that ranges from the inner workings of this program, to practical considerations involved in specifying the anatomical and biophysical properties that are to be represented in models. It uses a problem-solving approach, with many working examples that readers can try for themselves.

The book combines topics in mathematics (geometry and topology), computer science (algorithms), and engineering (mesh generation). The motivation for these topics is the difficulty, both conceptually and in the technical execution, of combining elements of combinatorial and of numerical algorithms. Mesh generation is a topic where a meaningful combination of these different approaches to problem solving is inevitable. The book develops methods from both areas that are amenable to combination, and explains breakthrough solutions to meshing that fit into this category. This book emphasizes topics that are elementary, attractive, useful, interesting, and lend themselves to teaching, making it an ideal graduate text for courses on mesh generation.

This graduate/research level text introduces the theory of multi-electron transitions in atomic, molecular and optical physics, emphasising the emerging topic of dynamic electron correlation. The book begins with an overview of simple binomial probabilities, classical scattering theory, quantum scattering and correlation, followed by the theory of single electron transition probabilities. Multiple electron transition probabilities are then treated in detail. Various approaches to multiple electron transitions are covered including the independent electron approximation, useful statistical methods and perturbation expansions treating correlation in both weak and strong limits. The important topic of the dynamics of electron correlation is a central theme in this book. The text contains a comprehensive summary of data for few and many-electron transitions in atoms and molecules, including transitions on different atomic centres, fast ion-atom and electron-atom interactions, and recent ob

A systematic introduction to partial differentialequations and modern finite element methods for their efficient numerical solutionPartial Differential Equations and the Finite Element Method provides

Numerical Optimization presents a comprehensive and up-to-date description of the most effective methods in continuous optimization. It responds to the growing interest in optimization in engineering,

The interacting boson-fermion model has become in recent years the standard model for the description of atomic nuclei with an odd number of protons and/or neutrons. This book describes the mathematical framework on which the interacting boson-fermion model is built and presents applications to a variety of situations encountered in nuclei. The book addresses both the analytical and the numerical aspects of the problem. The analytical aspect requires the introduction of rather complex group theoretic methods, including the use of graded (or super) Lie algebras. The first (and so far only) example of supersymmetry occurring in nature is also discussed. The book is the first comprehensive treatment of the subject and will appeal to both theoretical and experimental physicists. The large number of explicit formulas for level energies, electromagnetic transition rates and intensities of transfer reactions presented in the book provide a simple but detailed way to analyse experimental data.

The introduction of numerical methods, particularly finite element (FE) analysis, represents a significant advance in metal forming operations. Numerical methods are used increasingly to optimize product design and deal with problems in metal forging, rolling, and extrusion processes. Metal Forming Analysis, first published in 2001, describes the most important numerical techniques for simulating metal forming operations. The first part of the book describes principles and procedures and includes numerous examples and worked problems. The remaining chapters focus on applications of numerical analysis to specific forming operations. Most of these results are drawn from the authors' research in the areas of metal testing, sheet metal forming, forging, extrusion, and similar operations. Sufficient information is presented so that readers can understand the nonlinear finite element method as applied to forming problems without a prior background in structural finite element analysis. Gradu

The prediction of turbulent flows is of paramount importance in the development of complex engineering systems involving flow, heat and mass transfer, and chemical reactions. Arising from a programme held at the Isaac Newton Institute in Cambridge, this volume reviews the current situation regarding the prediction of such flows through the use of modern computational fluid dynamics techniques, and attempts to address the inherent problem of modelling turbulence. In particular, the current physical understanding of such flows is summarised and the resulting implications for simulation discussed. The volume continues by surveying current approximation methods whilst discussing their applicability to industrial problems. This major work concludes by providing a specific set of guidelines for selecting the most appropriate model for a given problem. Unique in its breadth and critical approach, this book will be of immense value to experienced practitioners and researchers, continuing the U

The second part of this two-volume set contains advanced aspects of the quantitative theory of the dynamics of neurons. It begins with an introduction to the effects of reversal potentials on response to synaptic input. It then develops the theory of action potential generation based on the seminal Hodgkin-Huxley equations and gives methods for their solution in the space-clamped and non-space-clamped cases. The remainder of the book discusses stochastic models of neural activity and ends with a statistical analysis of neuronal data with emphasis on spike trains. The mathematics is more complex in this volume than in the first volume and involves numerical methods of solution of partial differential equations and the statistical analysis of point processes.

The book provides an extensive theoretical treatment of whistler-mode propagation, instabilities and damping in a collisionless plasma. This book fills a gap between oversimplified analytical studies of these waves, based on the cold plasma approximation, and studies based on numerical methods. Although the book is primarily addressed to space plasma physicists and radio physicists, it will also prove useful to laboratory plasma physicists. Mathematical methods described in the book can be applied in a straightforward way to the analysis of other types of plasma waves. Problems included in this book, along with their solutions, allow it to be used as a textbook for postgraduate students.

This book reviews one-dimensional reactions, dynamics, diffusion and adsorption. In studies of complex systems in biology, chemistry and physics, understanding can be gained by analytical and numerical analyses of simple models. This book presents review articles at an advanced research level, describing results for one-dimensional models of dynamical processes such as chemical reactions and catalysis, kinetic ising models, phase separation and cluster growth, monolayer and multilayer adsorption with added relaxation, surface and hard-core particle dynamics, diffusional transport, random systems and experimental results. It also covers experimental results for systems ranging from chemical reactions to adsorption and reactions on polymer chains, steps on crystalline surfaces, and DNA. All chapters are written by leading scientists in the field. They present a self-contained review of this subject that will guide a reader from basic concepts, ideas, methods and models to the forefront o

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulatio

This book provides a thorough introduction to one of the most efficient approximation methods for the analysis and solution of problems in theoretical physics and applied mathematics. It is written with practical needs in mind and contains a discussion of 50 problems with solutions, of varying degrees of difficulty. The problems are taken from quantum mechanics, but the method has important applications in any field of science involving second order ordinary differential equations. The power of the asymptotic solution of second order differential equations is demonstrated, and in each case the authors clearly indicate which concepts and results of the general theory are needed to solve a particular problem. This book will be ideal as a manual for users of the phase-integral method, as well as a valuable reference text for experienced research workers and graduate students.

This book was first published in 2005. When an oceanic tidal wave that is primarily active on the water surface passes an ocean shelf or a region with a seamount, it is split into a less energetic surface wave and other internal modes with different wavelengths and propagation speeds. This cascading process, from the barotropic tides to the baroclinic components, leads to the transformation of tidal energy into turbulence and heat, an important process for the dynamics of the lower ocean. Baroclinic Tides demonstrates the analytical and numerical methods used to study the generation and evolution of baroclinic tides and, by comparison with experiments and observational data, shows how to distinguish and interpret internal waves. Strongly non-linear solitary internal waves, which are generated by internal tidal waves at the final stage of their evolution, are investigated in detail. This book is intended for researchers and graduate students of physical oceanography, geophysical fluid d

This authoritative volume shows how modern dynamical systems theory can help us in understanding the evolution of cosmological models. It also compares this approach with Hamiltonian methods and numerical studies. A major part of the book deals with the spatially homogeneous (Bianchi) models and their isotropic subclass, the Friedmann-Lemaitre models, but certain classes of inhomogeneous models (for example, 'silent universes') are also examined. The analysis leads to an understanding of how special (high symmetry) models determine the evolution of more general families of models; and how these families relate to real cosmological observations. This is the first book to relate modern dynamical systems theory to both cosmological models and cosmological observations. It provides an invaluable reference for graduate students and researchers in relativity, cosmology and dynamical systems theory.

This is the first book presenting a stochastic extension of process algebra, PEPA; this is shown to be suitable for specifying a Markov process, which can then be applied to performance modelling. The method, which is illustrated with case studies taken from the area of communication systems, can readily be used to construct a variety of models that can be analysed using standard numerical techniques. One of the major advantages of PEPA over the standard methods for specifying stochastic performance models is the inherent apparatus for reasoning about the structure and behaviour of models. In the later chapters this apparatus is exploited to define four equivalence relations over PEPA components. Each of these notions of equivalence has intrinsic interest from a process algebra perspective. However, they are also demonstrated to be useful in a performance modelling context. To conclude the book, a section has been added surveying recent results in the area and discussing open questions

This well-received and comprehensive textbook on atmospheric processes and numerical methods has been thoroughly revised. This edition includes a wide range of new numerical techniques for solving problems in areas such as cloud microphysics, ocean-atmosphere exchange processes and atmospheric radiative properties. It also contains improved descriptions of atmospheric physics, dynamics, radiation, and aerosol and cloud processes. It is essential reading for researchers, scientists and advanced students to successfully study air pollution and meteorology.

Geometric integrators are time-stepping methods, designed such that they exactly satisfy conservation laws, symmetries or symplectic properties of a system of differential equations. In this book the authors outline the principles of geometric integration and demonstrate how they can be applied to provide efficient numerical methods for simulating conservative models. Beginning from basic principles and continuing with discussions regarding the advantageous properties of such schemes, the book introduces methods for the N-body problem, systems with holonomic constraints, and rigid bodies. More advanced topics treated include high-order and variable stepsize methods, schemes for treating problems involving multiple time-scales, and applications to molecular dynamics and partial differential equations. The emphasis is on providing a unified theoretical framework as well as a practical guide for users. The inclusion of examples, background material and exercises enhance the usefulness of

This book teaches basic methods of partial differential equations and introduces related important ideas associated with the analysis of numerical methods for those partial differential equations. Cov

The Seleukid empire, the principal successor-state of the empire of Alexander the Great, endured for over 200 years and stretched, at its peak, from the Mediterranean to the borders of India. This book provides a wide-ranging study of the empire's economy and the methods used by the Seleukid kings to monetise and manage it so as to extract tribute, rent and taxes as efficiently as possible. It uses a variety of Greek literary sources and inscriptions, cuneiform texts, archaeological, numismatic and comparative evidence to explore in detail the manner of exploitation of their lands and subjects by the Seleukid kings, their city-building activity, the financing of their armies and administration, the use they made of coinage and their methods of financial management. The book adopts a highly original, numerical approach throughout, which leads to a quantified model of the economy of an ancient state.

MacCluer (mathematics, Michigan State U.) examines numerical methods and symbolic manipulation based on modern Sobolev methods. Working on an advanced undergraduate level, MacCluer starts with steady

The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite dimensional and thus, approximations and perturbation methods are developed.

Hydrodynamic stability is of fundamental importance in fluid mechanics and is concerned with the problem of transition from laminar to turbulent flow. Drazin and Reid emphasise throughout the ideas involved, the physical mechanisms, the methods used, and the results obtained, and, wherever possible, relate the theory to both experimental and numerical results. A distinctive feature of the book is the large number of problems it contains. These problems not only provide exercises for students but also provide many additional results in a concise form. This new edition of this celebrated introduction differs principally by the inclusion of detailed solutions for those exercises, and by the addition of a Foreword by Professor J. W. Miles.

Fundamentals of Seismic Wave Propagation, published in 2004, presents a comprehensive introduction to the propagation of high-frequency body-waves in elastodynamics. The theory of seismic wave propagation in acoustic, elastic and anisotropic media is developed to allow seismic waves to be modelled in complex, realistic three-dimensional Earth models. This book provides a consistent and thorough development of modelling methods widely used in elastic wave propagation ranging from the whole Earth, through regional and crustal seismology, exploration seismics to borehole seismics, sonics and ultrasonics. Particular emphasis is placed on developing a consistent notation and approach throughout, which highlights similarities and allows more complicated methods and extensions to be developed without difficulty. This book is intended as a text for graduate courses in theoretical seismology, and as a reference for all academic and industrial seismologists using numerical modelling methods. Exe

Certain functions, capable of expansion only as a divergent series, may nevertheless be calculated with great accuracy by taking the sum of a suitable number of terms. The theory of such asymptotic expansions is of great importance in many branches of pure and applied mathematics and in theoretical physics. Solutions of ordinary differential equations are frequently obtained in the form of a definite integral or contour integral, and this tract is concerned with the asymptotic representation of a function of a real or complex variable defined in this way. After a preliminary account of the properties of asymptotic series, the standard methods of deriving the asymptotic expansion of an integral are explained in detail and illustrated by the expansions of various special functions. These methods include integration by parts, Laplace's approximation, Watson's lemma on Laplace transforms, the method of steepest descents, and the saddle-point method. The last two chapters deal with Airy's i

A basic problem in computer vision is to understand the structure of a real world scene given several images of it. Techniques for solving this problem are taken from projective geometry and photogrammetry. Here, the authors cover the geometric principles and their algebraic representation in terms of camera projection matrices, the fundamental matrix and the trifocal tensor. The theory and methods of computation of these entities are discussed with real examples, as is their use in the reconstruction of scenes from multiple images. The new edition features an extended introduction covering the key ideas in the book (which itself has been updated with additional examples and appendices) and significant new results which have appeared since the first edition. Comprehensive background material is provided, so readers familiar with linear algebra and basic numerical methods can understand the projective geometry and estimation algorithms presented, and implement the algorithms directly fr

This graduate-level text gives a self-contained exposition of fundamental topics in equilibrium and nonequilibrium statistical thermodynamics. The text follows a balanced approach between the macroscopic (thermodynamic) and microscopic (statistical) points of view. The first half of the book deals with equilibrium thermodynamics and statistical mechanics. In addition to standard subjects, the reader will find a detailed account of broken symmetries, critical phenomena and the renormalization group, as well as an introduction to numerical methods. The second half of the book is devoted to nonequilibrium phenomena, first following a macroscopic approach, with hydrodynamics as an important example. Kinetic theory receives a thorough treatment through analysis of the Boltzmann-Lorentz model and the Boltzmann equation. The book concludes with general nonequilibrium methods such as linear response, projection method and the Langevin and Fokker-Planck equations, including numerical simulation

Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.

This book presents an easy-to-read discussion of domain decomposition algorithms, their implementation and analysis. The relationship between domain decomposition and multigrid methods is carefully explained at an elementary level, and discussions of the implementation of domain decomposition methods on massively parallel super computers are also included. All algorithms are fully described and explained, and a mathematical framework for the analysis and complete understanding of the methods is also carefully developed. In addition, numerous numerical examples are included to demonstrate the behaviour of this important class of numerical methods. This book is ideal for graduate students about to embark on a career in computational science. It will also be a valuable resource for all those interested in parallel computing and numerical computational methods.

This book by a renowned structural engineer offers comprehensive coverage of both static and dynamic analysis of plate behavior, including classical, numerical, and engineering solutions. It contains

This book is concerned with the methods by which the dynamics of endogenous economic growth systems may be analysed and numerically computed, and with the validation of such numerical computations thr

Scientists and engineers attempting to solve complex problems require efficient, effective ways of applying numerical methods to ODEs and PDEs. They need a resource that enables fast access to library

This book presents the current state of the art in computational models for turbulent reacting flows, and analyzes carefully the strengths and weaknesses of the various techniques described. The focus is on formulation of practical models as opposed to numerical issues arising from their solution. A theoretical framework based on the one-point, one-time joint probability density function (PDF) is developed. It is shown that all commonly employed models for turbulent reacting flows can be formulated in terms of the joint PDF of the chemical species and enthalpy. Models based on direct closures for the chemical source term as well as transported PDF methods are covered in detail. An introduction to the theory of turbulent and turbulent scalar transport is provided for completeness. The book is aimed at chemical, mechanical, and aerospace engineers in academia and industry, as well as developers of computational fluid dynamics codes for reacting flows.

This book discusses in detail all the relevant numerical methods for the classical N-body problem. It demonstrates how to develop clear and elegant algorithms for models of gravitational systems, and explains the fundamental mathematical tools needed to describe the dynamics of a large number of mutually attractive particles. Particular attention is given to the techniques needed to model astrophysical phenomena such as close encounters and the dynamics of black hole binaries. The author reviews relevant work in the field and covers applications to the problems of planetary formation and star cluster dynamics, both of Pleiades type and globular clusters. Self-contained and pedagogical, this book is suitable for graduate students and researchers in theoretical physics, astronomy and cosmology.

This 2003 book presents min-max methods through a study of the different faces of the celebrated Mountain Pass Theorem (MPT) of Ambrosetti and Rabinowitz. The reader is led from the most accessible results to the forefront of the theory, and at each step in this walk between the hills, the author presents the extensions and variants of the MPT in a complete and unified way. Coverage includes standard topics, but it also covers other topics covered nowhere else in book form: the non-smooth MPT; the geometrically constrained MPT; numerical approaches to the MPT; and even more exotic variants. Each chapter has a section with supplementary comments and bibliographical notes, and there is a rich bibliography and a detailed index to aid the reader. The book is suitable for researchers and graduate students. Nevertheless, the style and the choice of the material make it accessible to all newcomers to the field.