Numerical Approximation Methods

Numerical algorithms, modern programming techniques, and parallel computing are often taught serially across different courses and different textbooks. The need to integrate concepts and tools usually comes only in employment or in research - after the courses are concluded - forcing the student to synthesise what is perceived to be three independent subfields into one. This book provides a seamless approach to stimulate the student simultaneously through the eyes of multiple disciplines, leading to enhanced understanding of scientific computing as a whole. The book includes both basic as well as advanced topics and places equal emphasis on the discretization of partial differential equations and on solvers. Some of the advanced topics include wavelets, high-order methods, non-symmetric systems, and parallelization of sparse systems. The material covered is suited to students from engineering, computer science, physics and mathematics.

This concise text, first published in 2003, is for a one-semester course for upper-level undergraduates and beginning graduate students in engineering, science, and mathematics, and can also serve as a quick reference for professionals. The major topics in ordinary differential equations, initial value problems, boundary value problems, and delay differential equations, are usually taught in three separate semester-long courses. This single book provides a sound treatment of all three in fewer than 300 pages. Each chapter begins with a discussion of the 'facts of life' for the problem, mainly by means of examples. Numerical methods for the problem are then developed, but only those methods most widely used. The treatment of each method is brief and technical issues are minimized, but all the issues important in practice and for understanding the codes are discussed. The last part of each chapter is a tutorial that shows how to solve problems by means of small, but realistic, examples.

This concise text, first published in 2003, is for a one-semester course for upper-level undergraduates and beginning graduate students in engineering, science, and mathematics, and can also serve as a quick reference for professionals. The major topics in ordinary differential equations, initial value problems, boundary value problems, and delay differential equations, are usually taught in three separate semester-long courses. This single book provides a sound treatment of all three in fewer than 300 pages. Each chapter begins with a discussion of the 'facts of life' for the problem, mainly by means of examples. Numerical methods for the problem are then developed, but only those methods most widely used. The treatment of each method is brief and technical issues are minimized, but all the issues important in practice and for understanding the codes are discussed. The last part of each chapter is a tutorial that shows how to solve problems by means of small, but realistic, examples.

Complex variables provide powerful methods for attacking problems that can be very difficult to solve in any other way, and it is the aim of this book to provide a thorough grounding in these methods and their application. Part I of this text provides an introduction to the subject, including analytic functions, integration, series, and residue calculus and also includes transform methods, ODEs in the complex plane, and numerical methods. Part II contains conformal mappings, asymptotic expansions, and the study of Riemann–Hilbert problems. The authors provide an extensive array of applications, illustrative examples and homework exercises. This 2003 edition was improved throughout and is ideal for use in undergraduate and introductory graduate level courses in complex variables.

The globular star clusters of the Milky Way contain hundreds of thousands of stars held together by gravitational interactions, and date from the time when the Milky Way was forming. This 2003 text describes the theory astronomers need for studying globular star clusters. The gravitational million-body problem is an idealised model for understanding the dynamics of a cluster with a million stars. After introducing the million-body problem from various view-points, the book systematically develops the tools needed for studying the million-body problems in nature, and introduces the most important theoretical models. Including a comprehensive treatment of few-body interactions, and developing an intuitive but quantitative understanding of the three-body problem, the book introduces numerical methods, relevant software, and current problems. Suitable for graduate students and researchers in astrophysics and astronomy, this text also has important applications in the fields of theoretica

The globular star clusters of the Milky Way contain hundreds of thousands of stars held together by gravitational interactions, and date from the time when the Milky Way was forming. This 2003 text describes the theory astronomers need for studying globular star clusters. The gravitational million-body problem is an idealised model for understanding the dynamics of a cluster with a million stars. After introducing the million-body problem from various view-points, the book systematically develops the tools needed for studying the million-body problems in nature, and introduces the most important theoretical models. Including a comprehensive treatment of few-body interactions, and developing an intuitive but quantitative understanding of the three-body problem, the book introduces numerical methods, relevant software, and current problems. Suitable for graduate students and researchers in astrophysics and astronomy, this text also has important applications in the fields of theoretica

Finite Element Methods are used for numerous engineering applications where numerical solutions of partial differential equations are needed. As computers can now deal with the millions of parameters

Chebyshev polynomials crop up in virtually every area of numerical analysis, and they hold particular importance in recent advances in subjects such as orthogonal polynomials, polynomial approximation

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.

The only method of circuit analysis known to most engineers and students is nodal or loop analysis. Although this works well for obtaining numerical solutions, it is almost useless for obtaining analytical solutions in all but the simplest cases. In this unusual 2002 book, Vorpérian describes remarkable alternative techniques to solve, almost by inspection, complicated linear circuits in symbolic form and obtain meaningful analytical answers for any transfer function or impedance. Although not intended to replace traditional computer-based methods, these techniques provide engineers with a powerful set of tools for tackling circuit design problems. They also have great value in enhancing students' understanding of circuit operation, making this an ideal course book, and numerous problems and worked examples are included. Originally developed by Professor David Middlebrook and others at Caltech (California Institute of Technology), the techniques described here are now widely taught at

Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text develops stochastic integration theory for both integrators (semimartingales) and random measures from a common point of view. Using some novel predictable controlling devices, the author furnishes the theory of stochastic differential equations driven by them, as well as their stability and numerical approximation theories. Highlights feature DCT and Egoroff's Theorem, as well as comprehensive analogs results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of càglàd integrands pathwise. Full proofs are given for all results, and motivation is stressed throughout. A large appendix contains most of the analysis that readers will need as a prerequisite. This will be an invaluable reference for graduate students and researchers in mathematics, physics, electrical en

Basics of Holography is a general introduction to the subject written by a leading worker in the field. It begins with the theory of holographic imaging, the characteristics of the reconstructed image, and the various types of holograms. Practical aspects of holography are then described, including light sources, the characteristics of recording media and recording materials, as well as methods for producing different types of holograms and computer-generated holograms. Finally, important applications of holography are discussed, such as high-resolution imaging, holographic optical elements, information processing, and holographic interferometry. The book includes comprehensive reference sections and appendices summarizing some useful mathematical results. Numerical problems with their solutions are provided at the ends of chapters. This is an invaluable resource for advanced undergraduate and graduate students as well as researchers in science and engineering who would like to learn m

Basics of Holography is a general introduction to the subject written by a leading worker in the field. It begins with the theory of holographic imaging, the characteristics of the reconstructed image, and the various types of holograms. Practical aspects of holography are then described, including light sources, the characteristics of recording media and recording materials, as well as methods for producing different types of holograms and computer-generated holograms. Finally, important applications of holography are discussed, such as high-resolution imaging, holographic optical elements, information processing, and holographic interferometry. The book includes comprehensive reference sections and appendices summarizing some useful mathematical results. Numerical problems with their solutions are provided at the ends of chapters. This is an invaluable resource for advanced undergraduate and graduate students as well as researchers in science and engineering who would like to learn m

This introduction differs from other elementary works on partial differential equations, in that almost half of the book is devoted to numerical methods for solving such equations, and in its emphasis

Develops the theory of the elastohydrodynamic lubrication (EHL) of machine elements loaded against each other and in relative motion. The author provides numerical methods for determining oil film thi

This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS). It outlines StS structural theory, including direct numerical methods, methods of normalizatio

Mathematical modeling and computer simulation are useful tools for improving materials processing. While courses in materials processing have covered modeling, they have traditionally been devoted to one particular class of materials, that is, polymers, metals, or ceramics. This text offers a different approach, presenting an integrated treatment of metallic and non-metallic materials. The authors show that a common base of knowledge - specifically, the fundamentals of heat transfer and fluid mechanics - provides a unifying theme for these seemingly disparate areas. Emphasis is placed on understanding basic physical phenomena and knowing how to include them in a model. The book also treats selected numerical methods, showing the relationship between the physical system, analytical solution, and the numerical scheme. A wealth of practical, realistic examples are provided, as well as homework exercises. Students, and practising engineers who must deal with a wide variety of materials a

This book describes the Bayesian approach to statistics at a level suitable for final year undergraduate and Masters students. It is unusual in presenting Bayesian statistics with a practical flavor and an emphasis on mainstream statistics, showing how to infer scientific, medical, and social conclusions from numerical data. The authors draw on many years of experience with practical and research programs and describe many statistical methods, not readily available elsewhere. A first chapter on Fisherian methods, together with a strong overall emphasis on likelihood, makes the text suitable for mainstream statistics courses whose instructors wish to follow mixed or comparative philosophies. The other chapters contain important sections relating to many areas of statistics such as the linear model, categorical data analysis, time series and forecasting, mixture models, survival analysis, Bayesian smoothing, and non-linear random effects models. The text includes a large number of practi

Presenting recent principles of thin plate and shell theories, this book emphasizes novel analytical and numerical methods for solving linear and nonlinear plate and shell dilemmas, new theories for t

Ever since the seminal work of Goppa on algebraic-geometry codes, rational points on algebraic curves over finite fields have been an important research topic for algebraic geometers and coding theorists. The focus in this application of algebraic geometry to coding theory is on algebraic curves over finite fields with many rational points (relative to the genus). Recently, the authors discovered another important application of such curves, namely to the construction of low-discrepancy sequences. These sequences are needed for numerical methods in areas as diverse as computational physics and mathematical finance. This has given additional impetus to the theory of, and the search for, algebraic curves over finite fields with many rational points. This book aims to sum up the theoretical work on algebraic curves over finite fields with many rational points and to discuss the applications of such curves to algebraic coding theory and the construction of low-discrepancy sequences.

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.

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

Treats the theory of difference methods (schemes) applied to typical problems in mathematical physics. Summarizes basics such as stability, approximation, and convergence, then demonstrates applicatio

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a

Because of their intuitive layout, extensive mathematical capabilities, and convenient graphics, spreadsheets provide an easy, straightforward route to scientific computing. This textbook for undergraduate and entry-level graduate chemistry and chemical engineering students uses Excel, the most powerful available spreadsheet, to explore and solve problems in general and chemical data analysis. This is the only up-to-date text on the use of spreadsheets in chemistry. The book discusses topics including statistics, chemical equilibria, pH calculations, titrations, and instrumental methods such as chromatography, spectrometry, and electroanalysis. It contains many examples of data analysis, and uses spreadsheets for numerical simulations, and testing analytical procedures. It also treats modern data analysis methods such as linear and non-linear least squares in great detail, as well as methods based on Fourier transformation. The book shows how matrix methods can be powerful tools in dat

Because of their intuitive layout, extensive mathematical capabilities, and convenient graphics, spreadsheets provide an easy, straightforward route to scientific computing. This textbook for undergraduate and entry-level graduate chemistry and chemical engineering students uses Excel, the most powerful available spreadsheet, to explore and solve problems in general and chemical data analysis. This is the only up-to-date text on the use of spreadsheets in chemistry. The book discusses topics including statistics, chemical equilibria, pH calculations, titrations, and instrumental methods such as chromatography, spectrometry, and electroanalysis. It contains many examples of data analysis, and uses spreadsheets for numerical simulations, and testing analytical procedures. It also treats modern data analysis methods such as linear and non-linear least squares in great detail, as well as methods based on Fourier transformation. The book shows how matrix methods can be powerful tools in dat

This up-to-date book gives an account of the present state of the art of numerical methods employed in computational fluid dynamics. The underlying numerical principles are treated in some detail, usi

Optimal Reliability Design, first published in 2000, provides a detailed introduction to systems reliability and reliability optimization. Techniques for maximizing system reliability are described, focusing on component reliability enhancement and redundancy arrangement. The authors present several case studies and show how optimization techniques are applied in practice. They also pay particular attention to finding methods that give the optimal trade-off between reliability and cost. The book begins with a review of key background material, and a discussion of a range of optimization models. The authors go on to cover optimization tools, such as heuristics, discrete optimization, nonlinear programming, mixed integer programming, optimal arrangement, and metaheuristic algorithms. They also describe the computational implementation of these tools. Many numerical examples are included, and the book contains over 180 homework exercises. It is suitable as a textbook for graduate-level co

Essentials of Electromagnetics for Engineering, first published in 2000, provides a clearly written introduction to the key physical and engineering principles of electromagnetics. Throughout the book, the author describes the intermediate steps in mathematical derivations that many other textbooks leave out. The author begins by examining Coulomb's law and simple electrostatics, covering in depth the concepts of fields and potentials. He then progresses to magnetostatics and Maxwell's equations. This approach leads naturally to a discussion of electrodynamics and the treatment of wave propagation, waveguides, transmission lines, and antennas. At each stage, the author stresses the physical principles underlying the mathematical results. Many homework exercises are provided, including several in Matlab and Mathematica formats. The book contains a separate chapter on numerical methods in electromagnetics, and a broad range of worked examples to illustrate important concepts. It is suita

A textbook for an introductory course in numerical methods for majors in mathematics, science, engineering, or economics. Turner (mathematics, US Naval Academy) explains the need for the methods, how

Recent years have seen major progress in the development of equations to describe the motion of fluid-particle mixtures and their application to a limited range of problems. With rapid advances in numerical methods and computing power we are now presented with new opportunities to use direct integration of these equations in the solution of complex practical problems. However, results so obtained are only as good as the equations on which they are based, so it is essential to have a clear understanding of the underlying physics and the extent to which it is reflected properly in these equations. In The Dynamics of Fluidized Particles, first published in 2000, Jackson formulates these equations carefully and fully describes the important existing applications that serve to test their ability to predict salient phenomena. This account will be of value to both starters and established researchers in the field, and also to people interested in applying the equations to practical engineerin

This substantial volume has two principal objectives. First it provides an overview of the statistical foundations of Simulation-based inference. This includes the summary and synthesis of the many concepts and results extant in the theoretical literature, the different classes of problems and estimators, the asymptotic properties of these estimators, as well as descriptions of the different simulators in use. Second, the volume provides empirical and operational examples of SBI methods. Often what is missing, even in existing applied papers, are operational issues. Which simulator works best for which problem and why? This volume will explicitly address the important numerical and computational issues in SBI which are not covered comprehensively in the existing literature. Examples of such issues are: comparisons with existing tractable methods, number of replications needed for robust results, choice of instruments, simulation noise and bias as well as efficiency loss in practice.

This book presents and analyses vortex methods as a tool for the direct numerical simulation of incompressible viscous flows. Vortex methods have matured, offering an interesting alternative to finite difference and spectral methods for high-resolution numerical solutions of the Navier–Stokes equations. Research in the numerical analysis aspects of vortex methods has provided a solid mathematical background for understanding the accuracy and stability of the method. At the same time vortex methods retain their appealing physical character that was the motivation for their introduction. Scientists working in the areas of numerical analysis and fluid mechanics will benefit from this book, which may serve both communities as both a reference monograph and a textbook for computational fluid dynamics courses.

Numerical methods for the solution of financial instrument pricing equations are fast becoming essential for practitioners of modern quantitative finance. Among the most promising of these new computa

This book gives a modern, comprehensive introduction to the principles of quantum mechanics, to the main approximation methods and to the application of quantum theory to a wide variety of systems. Th

This book presents the concepts, methods and applications of kinetic theory to rarefied gas dynamics. After introducing the basic tools, problems in plane geometry are treated using approximation techniques (perturbation and numerical methods). These same techniques are later used to deal with two- and three-dimensional problems. The models include not only monatomic but also polyatomic gases, mixtures, chemical reactions. A special chapter is devoted to evaporation and condensation phenomena. Each section is accompanied by problems which are mainly intended to demonstrate the use of the material in the text and to outline additional subjects, results and equations. This will help ensure that the book can be used for a range of graduate courses in aerospace engineering or applied mathematics.

This book presents the concepts, methods and applications of kinetic theory to rarefied gas dynamics. After introducing the basic tools, problems in plane geometry are treated using approximation techniques (perturbation and numerical methods). These same techniques are later used to deal with two- and three-dimensional problems. The models include not only monatomic but also polyatomic gases, mixtures, chemical reactions. A special chapter is devoted to evaporation and condensation phenomena. Each section is accompanied by problems which are mainly intended to demonstrate the use of the material in the text and to outline additional subjects, results and equations. This will help ensure that the book can be used for a range of graduate courses in aerospace engineering or applied mathematics.

Systems of conservation laws arise naturally in physics and chemistry. Following on from the previous volume, the author considers the maximum principle from the viewpoints of both viscous approximation and numerical schemes. Convergence is studied through compensated compactness. This tool is applied to the description of large amplitude wave propagation. Small waves are studied through geometrical optics. Special structures are presented in chapters on Rich and Temple systems. Finally, Serre explains why the initial-boundary value problem is far from trivial, with descriptions of the Kreiss–Lopatinski condition for well-posedness, with applications to shock wave stability, and certain problems in boundary layer theory. Throughout the presentation is reasonably self-contained, with large numbers of exercises and full discussion of all the ideas. This will make it ideal as a text for graduate courses in the area of partial differential equations.

Low-speed aerodynamics is important in the design and operation of aircraft flying at low Mach number, and ground and marine vehicles. This 2001 book offers a modern treatment of the subject, both the theory of inviscid, incompressible, and irrotational aerodynamics and the computational techniques now available to solve complex problems. A unique feature of the text is that the computational approach (from a single vortex element to a three-dimensional panel formulation) is interwoven throughout. Thus, the reader can learn about classical methods of the past, while also learning how to use numerical methods to solve real-world aerodynamic problems. This second edition has a new chapter on the laminar boundary layer (emphasis on the viscous-inviscid coupling), the latest versions of computational techniques, and additional coverage of interaction problems. It includes a systematic treatment of two-dimensional panel methods and a detailed presentation of computational techniques for thr

Lattice-gas cellular automata (LGCA) and lattice Boltzmann models (LBM) are relatively new and promising methods for the numerical solution of nonlinear partial differential equations. The book provid