Numerical Methods for Ordinary Differential Equations

Initial Value Problems
Author: David F. Griffiths,Desmond J. Higham
Publisher: Springer Science & Business Media
ISBN: 9780857291486
Category: Mathematics
Page: 271
View: 6971
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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 a mathematical background, this book focuses on the analysis of numerical methods without losing sight of the practical nature of the subject. It covers the topics traditionally treated in a first course, but also highlights new and emerging themes. Chapters are broken down into `lecture' sized pieces, motivated and illustrated by numerous theoretical and computational examples. Over 200 exercises are provided and these are starred according to their degree of difficulty. Solutions to all exercises are available to authorized instructors. The book covers key foundation topics: o Taylor series methods o Runge--Kutta methods o Linear multistep methods o Convergence o Stability and a range of modern themes: o Adaptive stepsize selection o Long term dynamics o Modified equations o Geometric integration o Stochastic differential equations The prerequisite of a basic university-level calculus class is assumed, although appropriate background results are also summarized in appendices. A dedicated website for the book containing extra information can be found via www.springer.com

Partielle Differentialgleichungen und numerische Methoden


Author: Stig Larsson,Vidar Thomee
Publisher: Springer-Verlag
ISBN: 3540274227
Category: Mathematics
Page: 272
View: 2502
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Das Buch ist für Studenten der angewandten Mathematik und der Ingenieurwissenschaften auf Vordiplomniveau geeignet. Der Schwerpunkt liegt auf der Verbindung der Theorie linearer partieller Differentialgleichungen mit der Theorie finiter Differenzenverfahren und der Theorie der Methoden finiter Elemente. Für jede Klasse partieller Differentialgleichungen, d.h. elliptische, parabolische und hyperbolische, enthält der Text jeweils ein Kapitel zur mathematischen Theorie der Differentialgleichung gefolgt von einem Kapitel zu finiten Differenzenverfahren sowie einem zu Methoden der finiten Elemente. Den Kapiteln zu elliptischen Gleichungen geht ein Kapitel zum Zweipunkt-Randwertproblem für gewöhnliche Differentialgleichungen voran. Ebenso ist den Kapiteln zu zeitabhängigen Problemen ein Kapitel zum Anfangswertproblem für gewöhnliche Differentialgleichungen vorangestellt. Zudem gibt es ein Kapitel zum elliptischen Eigenwertproblem und zur Entwicklung nach Eigenfunktionen. Die Darstellung setzt keine tiefer gehenden Kenntnisse in Analysis und Funktionalanalysis voraus. Das erforderliche Grundwissen über lineare Funktionalanalysis und Sobolev-Räume wird im Anhang im Überblick besprochen.

Vektoranalysis


Author: Klaus Jänich
Publisher: Springer-Verlag
ISBN: 3662107503
Category: Mathematics
Page: 277
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Die Vektoranalysis handelt, in klassischer Darstellung, von Vektorfeldern, den Operatoren Gradient, Divergenz und Rotation, von Linien-, Flächen- und Volumenintegralen und von den Integralsätzen von Gauß, Stokes und Green. In moderner Fassung ist es der Cartansche Kalkül mit dem Satz von Stokes. Das vorliegende Buch vertritt grundsätzlich die moderne Herangehensweise, geht aber auch sorgfältig auf die klassische Notation und Auffassung ein. Das Buch richtet sich an Mathematik- und Physikstudenten ab dem zweiten Studienjahr, die mit den Grundbegriffen der Differential- und Integralrechnung in einer und mehreren Variablen sowie der Topologie vertraut sind. Der sehr persönliche Stil des Autors und die aus anderen Büchern bereits bekannten Lernhilfen, wie: viele Figuren, mehr als 50 kommentierte Übungsaufgaben, über 100 Tests mit Antworten, machen auch diesen Text zum Selbststudium hervorragend geeignet.

Formulation and Numerical Solution of Quantum Control Problems


Author: Alfio Borzi,Gabriele Ciaramella,Martin Sprengel
Publisher: SIAM
ISBN: 1611974844
Category: Technology & Engineering
Page: 390
View: 2330
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This book provides an introduction to representative nonrelativistic quantum control problems and their theoretical analysis and solution via modern computational techniques. The quantum theory framework is based on the SchrÓdinger picture, and the optimization theory, which focuses on functional spaces, is based on the Lagrange formalism. The computational techniques represent recent developments that have resulted from combining modern numerical techniques for quantum evolutionary equations with sophisticated optimization schemes. Both finite and infinite-dimensional models are discussed, including the three-level Lambda system arising in quantum optics, multispin systems in NMR, a charged particle in a well potential, Bose?Einstein condensates, multiparticle spin systems, and multiparticle models in the time-dependent density functional framework. This self-contained book covers the formulation, analysis, and numerical solution of quantum control problems and bridges scientific computing, optimal control and exact controllability, optimization with differential models, and the sciences and engineering that require quantum control methods.

A First Course in Ordinary Differential Equations

Analytical and Numerical Methods
Author: Martin Hermann,Masoud Saravi
Publisher: Springer Science & Business
ISBN: 8132218353
Category: Mathematics
Page: 288
View: 3052
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This book presents a modern introduction to analytical and numerical techniques for solving ordinary differential equations (ODEs). Contrary to the traditional format—the theorem-and-proof format—the book is focusing on analytical and numerical methods. The book supplies a variety of problems and examples, ranging from the elementary to the advanced level, to introduce and study the mathematics of ODEs. The analytical part of the book deals with solution techniques for scalar first-order and second-order linear ODEs, and systems of linear ODEs—with a special focus on the Laplace transform, operator techniques and power series solutions. In the numerical part, theoretical and practical aspects of Runge-Kutta methods for solving initial-value problems and shooting methods for linear two-point boundary-value problems are considered. The book is intended as a primary text for courses on the theory of ODEs and numerical treatment of ODEs for advanced undergraduate and early graduate students. It is assumed that the reader has a basic grasp of elementary calculus, in particular methods of integration, and of numerical analysis. Physicists, chemists, biologists, computer scientists and engineers whose work involves solving ODEs will also find the book useful as a reference work and tool for independent study. The book has been prepared within the framework of a German–Iranian research project on mathematical methods for ODEs, which was started in early 2012.

Mathematische Modellierung


Author: Christof Eck,Harald Garcke,Peter Knabner
Publisher: Springer-Verlag
ISBN: 3662543354
Category: Mathematics
Page: 515
View: 5745
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Das Lehrbuch bietet eine lebendige und anschauliche Einführung in die mathematische Modellierung von Phänomenen aus den Natur- und Ingenieurwissenschaften. Leser lernen, mathematische Modelle zu verstehen und selbst herzuleiten und finden eine Fülle von Beispielen, u. a. aus den Bereichen chemische Reaktionskinetik, Populationsdynamik, Strömungsdynamik, Elastizitätstheorie und Kristallwachstum. Die Methoden der Linearen Algebra, der Analysis und der Theorie der gewöhnlichen und partiellen Differentialgleichungen werden sorgfältig eingeführt.

Ordinary Differential Equations and Linear Algebra: A Systems Approach


Author: Todd Kapitula
Publisher: SIAM
ISBN: 1611974097
Category: Mathematics
Page: 300
View: 3885
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Ordinary differential equations (ODEs) and linear algebra are foundational postcalculus mathematics courses in the sciences. The goal of this text is to help students master both subject areas in a one-semester course. Linear algebra is developed first, with an eye toward solving linear systems of ODEs. A computer algebra system is used for intermediate calculations (Gaussian elimination, complicated integrals, etc.); however, the text is not tailored toward a particular system.÷Ordinary Differential Equations and Linear Algebra: A Systems Approach÷systematically develops the linear algebra needed to solve systems of ODEs and includes over 15 distinct applications of the theory, many of which are not typically seen in a textbook at this level (e.g., lead poisoning, SIR models, digital filters). It emphasizes mathematical modeling and contains group projects at the end of each chapter that allow students to more fully explore the interaction between the modeling of a system, the solution of the model, and the resulting physical description.÷

Mathematical Physics: Classical Mechanics


Author: Andreas Knauf
Publisher: Springer
ISBN: 3662557746
Category: Science
Page: 683
View: 726
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As a limit theory of quantum mechanics, classical dynamics comprises a large variety of phenomena, from computable (integrable) to chaotic (mixing) behavior. This book presents the KAM (Kolmogorov-Arnold-Moser) theory and asymptotic completeness in classical scattering. Including a wealth of fascinating examples in physics, it offers not only an excellent selection of basic topics, but also an introduction to a number of current areas of research in the field of classical mechanics. Thanks to the didactic structure and concise appendices, the presentation is self-contained and requires only knowledge of the basic courses in mathematics. The book addresses the needs of graduate and senior undergraduate students in mathematics and physics, and of researchers interested in approaching classical mechanics from a modern point of view.

Computer-Lösung gewöhnlicher Differentialgleichungen

Das Anfangswertproblem
Author: Lawrence F. Shampine,Marilyn K. Gordon
Publisher: Springer-Verlag
ISBN: 3322938018
Category: Mathematics
Page: 259
View: 512
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Numerical Methods for Partial Differential Equations


Author: G. Evans,J. Blackledge,P. Yardley
Publisher: Springer Science & Business Media
ISBN: 1447103777
Category: Mathematics
Page: 290
View: 3877
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The subject of partial differential equations holds an exciting and special position in mathematics. Partial differential equations were not consciously created as a subject but emerged in the 18th century as ordinary differential equations failed to describe the physical principles being studied. The subject was originally developed by the major names of mathematics, in particular, Leonard Euler and Joseph-Louis Lagrange who studied waves on strings; Daniel Bernoulli and Euler who considered potential theory, with later developments by Adrien-Marie Legendre and Pierre-Simon Laplace; and Joseph Fourier's famous work on series expansions for the heat equation. Many of the greatest advances in modern science have been based on discovering the underlying partial differential equation for the process in question. James Clerk Maxwell, for example, put electricity and magnetism into a unified theory by establishing Maxwell's equations for electromagnetic theory, which gave solutions for prob lems in radio wave propagation, the diffraction of light and X-ray developments. Schrodinger's equation for quantum mechanical processes at the atomic level leads to experimentally verifiable results which have changed the face of atomic physics and chemistry in the 20th century. In fluid mechanics, the Navier Stokes' equations form a basis for huge number-crunching activities associated with such widely disparate topics as weather forecasting and the design of supersonic aircraft. Inevitably the study of partial differential equations is a large undertaking, and falls into several areas of mathematics.

Numerical Initial Value Problems in Ordinary Differential Equations


Author: Charles William Gear,William C. Gear
Publisher: Prentice Hall
ISBN: N.A
Category: Mathematics
Page: 253
View: 3544
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Numerische Behandlung partieller Differentialgleichungen


Author: Christian Großmann,Hans-Görg Roos
Publisher: Springer-Verlag
ISBN: 9783519220893
Category: Mathematics
Page: 572
View: 5301
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Mathematiker, Naturwissenschaftler und Ingenieure erhalten mit diesem Lehrbuch eine Einführung in die numerische Behandlung partieller Differentialgleichungen. Diskutiert werden die grundlegenden Verfahren - Finite Differenzen, Finite Volumen und Finite Elemente - für die wesentlichen Typen partieller Differentialgleichungen: elliptische, parabolische und hyperbolische Gleichungen. Einbezogen werden auch moderne Methoden zur Lösung der diskreten Probleme. Hinweise auf aktuelle Software sowie zahlreiche Beispiele und Übungsaufgaben runden diese Einführung ab.

Modellbildung und Simulation

Eine anwendungsorientierte Einführung
Author: Hans-Joachim Bungartz,Stefan Zimmer,Martin Buchholz,Dirk Pflüger
Publisher: Springer-Verlag
ISBN: 3642376568
Category: Computers
Page: 400
View: 8209
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Dieses Buch gibt eine Einführung in die mathematische und informatische Modellierung sowie in die Simulation als universelle Methodik. Und so geht es um Klassen von Modellen, um deren Herleitung und um die Vielfalt an Beschreibungsarten, die eingesetzt werden können – diskret oder kontinuierlich, deterministisch oder stochastisch. Aber immer geht es auch darum, wie aus unterschiedlichen abstrakten Modellen ganz konkrete Simulationsergebnisse gewonnen werden können. Nach einem kompakten Repetitorium zum benötigten mathematischen Apparat wird das Konzept „Über das Modell zur Simulation" anhand von 14 Szenarien aus den Bereichen „Spielen – entscheiden – planen", „Verkehr auf Highways und Datenhighways", „Dynamische Systeme" sowie „Physik im Rechner" umgesetzt. Ob Spieltheorie oder Finanzmathematik, Verkehr oder Regelung, ob Populationsdynamik oder Chaos, Molekulardynamik, Kontinuumsmechanik oder Computergraphik – der Leser erhält auf anschauliche und doch systematische Weise Einblicke in die Welt der Modelle und Simulationen.

Scientific Computing with Ordinary Differential Equations


Author: Peter Deuflhard,Folkmar Bornemann
Publisher: Springer Science & Business Media
ISBN: 0387215824
Category: Mathematics
Page: 486
View: 1871
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Well-known authors; Includes topics and results that have previously not been covered in a book; Uses many interesting examples from science and engineering; Contains numerous homework exercises; Scientific computing is a hot and topical area

Partial Differential Equations in Action

From Modelling to Theory
Author: Sandro Salsa
Publisher: Springer
ISBN: 3319312383
Category: Mathematics
Page: 686
View: 3161
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The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear boundary and initial-boundary value problems.The third edition contains a few text and formulas revisions and new exercises.

Introduction to Partial Differential Equations

A Computational Approach
Author: Aslak Tveito,Ragnar Winther
Publisher: Springer Science & Business Media
ISBN: 354022551X
Category: Computers
Page: 392
View: 3058
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This is the softcover reprint of a popular book teaching the basic analytical and computational methods of partial differential equations. It includes coverage of standard topics such as separation of variables, Fourier analysis, and energy estimates.

Ordinary and Partial Differential Equations

With Special Functions, Fourier Series, and Boundary Value Problems
Author: Ravi P. Agarwal,Donal O'Regan
Publisher: Springer Science & Business Media
ISBN: 0387791469
Category: Mathematics
Page: 410
View: 3563
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In this undergraduate/graduate textbook, the authors introduce ODEs and PDEs through 50 class-tested lectures. Mathematical concepts are explained with clarity and rigor, using fully worked-out examples and helpful illustrations. Exercises are provided at the end of each chapter for practice. The treatment of ODEs is developed in conjunction with PDEs and is aimed mainly towards applications. The book covers important applications-oriented topics such as solutions of ODEs in form of power series, special functions, Bessel functions, hypergeometric functions, orthogonal functions and polynomials, Legendre, Chebyshev, Hermite, and Laguerre polynomials, theory of Fourier series. Undergraduate and graduate students in mathematics, physics and engineering will benefit from this book. The book assumes familiarity with calculus.

Einführung in die Funktionalanalysis


Author: Reinhold Meise,Dietmar Vogt
Publisher: Springer-Verlag
ISBN: 3322803104
Category: Mathematics
Page: 416
View: 8790
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Dieses Buch wendet sich an Studenten der Mathematik und der Physik, welche über Grundkenntnisse in Analysis und linearer Algebra verfügen.

Lineare Algebra


Author: Gilbert Strang
Publisher: Springer-Verlag
ISBN: 3642556310
Category: Mathematics
Page: 656
View: 6102
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Diese Einführung in die lineare Algebra bietet einen sehr anschaulichen Zugang zum Thema. Die englische Originalausgabe wurde rasch zum Standardwerk in den Anfängerkursen des Massachusetts Institute of Technology sowie in vielen anderen nordamerikanischen Universitäten. Auch hierzulande ist dieses Buch als Grundstudiumsvorlesung für alle Studenten hervorragend lesbar. Darüber hinaus gibt es neue Impulse in der Mathematikausbildung und folgt dem Trend hin zu Anwendungen und Interdisziplinarität. Inhaltlich umfasst das Werk die Grundkenntnisse und die wichtigsten Anwendungen der linearen Algebra und eignet sich hervorragend für Studierende der Ingenieurwissenschaften, Naturwissenschaften, Mathematik und Informatik, die einen modernen Zugang zum Einsatz der linearen Algebra suchen. Ganz klar liegt hierbei der Schwerpunkt auf den Anwendungen, ohne dabei die mathematische Strenge zu vernachlässigen. Im Buch wird die jeweils zugrundeliegende Theorie mit zahlreichen Beispielen aus der Elektrotechnik, der Informatik, der Physik, Biologie und den Wirtschaftswissenschaften direkt verknüpft. Zahlreiche Aufgaben mit Lösungen runden das Werk ab.

Introduction to Partial Differential Equations


Author: Peter J. Olver
Publisher: Springer Science & Business Media
ISBN: 3319020994
Category: Mathematics
Page: 636
View: 4893
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This textbook is designed for a one year course covering the fundamentals of partial differential equations, geared towards advanced undergraduates and beginning graduate students in mathematics, science, engineering, and elsewhere. The exposition carefully balances solution techniques, mathematical rigor, and significant applications, all illustrated by numerous examples. Extensive exercise sets appear at the end of almost every subsection, and include straightforward computational problems to develop and reinforce new techniques and results, details on theoretical developments and proofs, challenging projects both computational and conceptual, and supplementary material that motivates the student to delve further into the subject. No previous experience with the subject of partial differential equations or Fourier theory is assumed, the main prerequisites being undergraduate calculus, both one- and multi-variable, ordinary differential equations, and basic linear algebra. While the classical topics of separation of variables, Fourier analysis, boundary value problems, Green's functions, and special functions continue to form the core of an introductory course, the inclusion of nonlinear equations, shock wave dynamics, symmetry and similarity, the Maximum Principle, financial models, dispersion and solutions, Huygens' Principle, quantum mechanical systems, and more make this text well attuned to recent developments and trends in this active field of contemporary research. Numerical approximation schemes are an important component of any introductory course, and the text covers the two most basic approaches: finite differences and finite elements.