Numerical Approximation Methods

Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing an

This book introduces advanced numerical-functional analysis to beginning computer science researchers. The reader is assumed to have had basic courses in numerical analysis, computer programming, comp

Numerical methods in finance have emerged as a vital field at the crossroads of probability theory, finance and numerical analysis. Based on presentations given at the workshop Numerical Methods in Fi

Highly recommended by CHOICE, previous editions of this popular textbook offered an accessible and practical introduction to numerical analysis. An Introduction to Numerical Methods: A MATLAB® App

This first book on greedy approximation gives a systematic presentation of the fundamental results. It also contains an introduction to two hot topics in numerical mathematics: learning theory and compressed sensing. Nonlinear approximation is becoming increasingly important, especially since two types are frequently employed in applications: adaptive methods are used in PDE solvers, while m-term approximation is used in image/signal/data processing, as well as in the design of neural networks. The fundamental question of nonlinear approximation is how to devise good constructive methods (algorithms) and recent results have established that greedy type algorithms may be the solution. The author has drawn on his own teaching experience to write a book ideally suited to graduate courses. The reader does not require a broad background to understand the material. Important open problems are included to give students and professionals alike ideas for further research.

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

Analysis of Structures offers a new way of introducing engineering students to the subject of stress and deformation analysis of solid objects and to become more familiar with how numerical methods su

This book is for students following an introductory course in numerical methods, numerical techniques or numerical analysis. It introduces MATLAB as a computing environment for experimenting with nume

Enzyme kinetics, binding kinetics and pharmacological dose-response curves are currently analyzed by a few standard methods. Some of these, like Michaelis-Menten enzyme kinetics, use plausible approxi

Studying and using light or "photons" to image and then to control and transmit molecular information is among the most challenging and significant research fields to emerge in recent years. One of th

This book?describes computational finance?tools. It covers fundamental numerical analysis and computational techniques, such as?option pricing, and gives?special attention to?simulation and optimizati

Non-Newtonian flows and their numerical simulations have generated an abundant literature, as well as many publications and references to which can be found in this volume’s articles. This abundance o

Steven Chapra’s Applied Numerical Methods with MATLAB, third edition, is written for engineering and science students who need to learn numerical problem solving. Theory is introduced to inform key co

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.

A comprehensive treatment of open channel flow, Open Channel Flow: Numerical Methods and Computer Applications starts with basic principles and gradually advances to complete problems involving system

Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. Written for undergraduate students with

The present collection is the very first contribution of this type in the field of sparse recovery. Compressed sensing is one of the important facets of the broader concept presented in the book, whic

Numerical Methods in Geotechnical Engineering contains 153 scientific papers presented at the 7th European Conference on Numerical Methods in Geotechnical Engineering, NUMGE 2010, held at Norwegian Un

The text of Visual Servoing via Advanced Numerical Methods has its roots in an invited session presented at the IEEE International Conference on Robotics and Automation at Kobe in May 2009. The work p

Computer modeling is now an integral part of research in evolutionary biology. The advent of increased processing power in the personal computer, coupled with the availability of languages such as R,

Numerical Methods in Engineering with Python, 2nd Edition is intended for engineering students and as a reference for practicing engineers interested in exploring Python. This new edition features 18

Comprehensive Coverage of the New, Easy-to-Learn C#Although C, C++, Java, and Fortran are well-established programming languages, the relatively new C# is much easier to use for solving complex scient

Numerical Methods in Engineering with MATLABR is a text for engineering students and a reference for practicing engineers. The choice of numerical methods was based on their relevance to engineering p

Numerical and Analytical Methods with MATLABR presents extensive coverage of the MATLAB programming language for engineers. It demonstrates how the built-in functions of MATLAB can be used to solve sy

This monograph aims to provide state-of-the-art numerical methods, procedures and algorithms in the field of computational geoscience, based on the authors’ own work during the last decade. Although s

This text emphasizes the general area of nonlinear engineering models with an in-depth discussion of computer algorithms for solving nonlinear problems coupled with appropriate examples of such nonli

The book provides an overview of the numerical modelling of radiation fields in multidimensional geometries. It covers advances and problems in the mathematical treatment of the radiative transfer equ

A visual, interdisciplinary approach to solving problems in numerical methods Computing for Numerical Methods Using Visual C++ fills the need for a complete, authoritative book on the visual solution

The advent of computers has given an impetus to developing numerical methods for the determination of the inverse Laplace transformation. This book gives background material on the theory of Laplace t

This book (along with volume 2 covers most of the traditional methods for polynomial root-finding such as Newton’s, as well as numerous variations on them invented in the last few decades. Perhaps mor

Learn to fully harness the power of Microsoft Excel to perform scientific and engineering calculations With this text as your guide, you can significantly enhance Microsoft Excel's capabilities to ex

This book shows how to derive, test and analyze numerical methods for solving differential equations, including both ordinary and partial differential equations. The objective is that students learn t

Suitable for a first year graduate course, this textbook unites the applications of numerical mathematics and scientific computing to the practice of chemical engineering. Written in a pedagogic style, the book describes basic linear and nonlinear algebric systems all the way through to stochastic methods, Bayesian statistics and parameter estimation. These subjects are developed at a level of mathematics suitable for graduate engineering study without the exhaustive level of the theoretical mathematical detail. The implementation of numerical methods in MATLAB is integrated within each chapter and numerous examples in chemical engineering are provided, with a library of corresponding MATLAB programs. This book will provide the graduate student with essential tools required by industry and research alike. Supplementary material includes solutions to homework problems set in the text, MATLAB programs and tutorial, lecture slides, and complicated derivations for the more advanced reader.

The purpose of this book is to present the basic elements of numerical methods for compressible flows. It is appropriate for advanced undergraduate and graduate students and specialists working in high speed flows. The focus is on the unsteady one-dimensional Euler equations which form the basis for numerical algorithms in compressible fluid mechanics. The book is restricted to the basic concepts of finite volume methods, and even in this regard is not intended to be exhaustive in its treatment. Although the practical applications of the one-dimensional Euler equations are limited, virtually all numerical algorithms for inviscid compressible flow in two and three dimensions owe their origin to techniques developed in the context of the one-dimensional Euler equations. The author believes it is therefore essential to understand the development and implementation of these algorithms in their original one-dimensional context. The text is supplemented by numerous end-of-chapter exercises.

This book is an introduction to modern numerical methods in engineering. It covers applications in fluid mechanics, structural mechanics, and heat transfer as the most relevant fields for engineering

This reader-friendly introduction to the fundamental concepts and techniques of numerical analysis/numerical methods develops concepts and techniques in a clear, concise, easy-to- read manner, followe

The subject of numerical methods in finance has recently emerged as a new discipline at the intersection of probability theory, finance, and numerical analysis. The methods employed bridge the gap bet

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.