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: 4764
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

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: 7958
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.

Ordinary Differential Equations and Linear Algebra: A Systems Approach

Author: Todd Kapitula
Publisher: SIAM
ISBN: 1611974097
Category: Mathematics
Page: 300
View: 9935
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: 6716
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.

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: 6362
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.

Partielle Differentialgleichungen und numerische Methoden

Author: Stig Larsson,Vidar Thomee
Publisher: Springer-Verlag
ISBN: 3540274227
Category: Mathematics
Page: 272
View: 8690
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.

Numerical methods for partial differential equations

Author: Gwynne Evans,Jonathan M. Blackledge,Peter Yardley
Publisher: Springer Verlag
ISBN: 9783540761259
Category: Mathematics
Page: 290
View: 6212
The subject of partial differential equations holds an exciting place in mathematics. Inevitably, the subject falls into several areas of mathematics. At one extreme the interest lies in the existence and uniqueness of solutions, and the functional analysis of the proofs of these properties. At the other extreme lies the applied mathematical and engineering quest to find useful solutions, either analytically or numerically, to these important equations which can be used in design and construction. The book presents a clear introduction of the methods and underlying theory used in the numerical solution of partial differential equations. After revising the mathematical preliminaries, the book covers the finite difference method of parabolic or heat equations, hyperbolic or wave equations and elliptic or Laplace equations. Throughout, the emphasis is on the practical solution rather than the theoretical background, without sacrificing rigour.

Scientific Computing with Ordinary Differential Equations

Author: Peter Deuflhard,Folkmar Bornemann
Publisher: Springer Science & Business Media
ISBN: 0387215824
Category: Mathematics
Page: 486
View: 9164
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

Numerical Initial Value Problems in Ordinary Differential Equations

Author: Charles William Gear,William C. Gear
Publisher: Prentice Hall
Category: Mathematics
Page: 253
View: 2138

Angewandte Mathematik: Body and Soul

Band 1: Ableitungen und Geometrie in IR3
Author: Kenneth Eriksson,Donald Estep,Claes Johnson
Publisher: Springer-Verlag
ISBN: 3540350063
Category: Mathematics
Page: 452
View: 2073
Der 3-bändige Grundkurs für Studienanfänger verbindet die mathematische Analysis (Soul) mit numerischer Berechnung (Body) und einer Fülle von Anwendungen. Die Autoren haben die Inhalte im Unterricht erprobt. Band 1 behandelt die Grundlagen der Analysis.

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: 1232
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.

Differential Equations

An Introduction with Mathematica®
Author: Clay C. Ross
Publisher: Springer Science & Business Media
ISBN: 9780387212845
Category: Mathematics
Page: 434
View: 3728
The first edition (94301-3) was published in 1995 in TIMS and had 2264 regular US sales, 928 IC, and 679 bulk. This new edition updates the text to Mathematica 5.0 and offers a more extensive treatment of linear algebra. It has been thoroughly revised and corrected throughout.

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: 3908
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.

Partielle Differentialgleichungen der Geometrie und der Physik 2

Funktionalanalytische Lösungsmethoden
Author: Friedrich Sauvigny
Publisher: Springer-Verlag
ISBN: 3540275401
Category: Mathematics
Page: 350
View: 2333
Das zweibändige Lehrbuch behandelt das Gebiet der partiellen Differentialgleichungen umfassend und anschaulich. Der Autor stellt in Band 2 funktionalanalytische Lösungsmethoden vor und erläutert u. a. die Lösbarkeit von Operatorgleichungen im Banachraum, lineare Operatoren im Hilbertraum und Spektraltheorie, die Schaudersche Theorie linearer elliptischer Differentialgleichungen sowie schwache Lösungen elliptischer Differentialgleichungen.

Essential Partial Differential Equations

Analytical and Computational Aspects
Author: David F. Griffiths,John W. Dold,David J. Silvester
Publisher: Springer
ISBN: 3319225693
Category: Mathematics
Page: 368
View: 2399
This volume provides an introduction to the analytical and numerical aspects of partial differential equations (PDEs). It unifies an analytical and computational approach for these; the qualitative behaviour of solutions being established using classical concepts: maximum principles and energy methods. Notable inclusions are the treatment of irregularly shaped boundaries, polar coordinates and the use of flux-limiters when approximating hyperbolic conservation laws. The numerical analysis of difference schemes is rigorously developed using discrete maximum principles and discrete Fourier analysis. A novel feature is the inclusion of a chapter containing projects, intended for either individual or group study, that cover a range of topics such as parabolic smoothing, travelling waves, isospectral matrices, and the approximation of multidimensional advection–diffusion problems. The underlying theory is illustrated by numerous examples and there are around 300 exercises, designed to promote and test understanding. They are starred according to level of difficulty. Solutions to odd-numbered exercises are available to all readers while even-numbered solutions are available to authorised instructors. Written in an informal yet rigorous style, Essential Partial Differential Equations is designed for mathematics undergraduates in their final or penultimate year of university study, but will be equally useful for students following other scientific and engineering disciplines in which PDEs are of practical importance. The only prerequisite is a familiarity with the basic concepts of calculus and linear algebra.

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: 648
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.

Numerical Quadrature and Solution of Ordinary Differential Equations

A Textbook for a Beginning Course in Numerical Analysis
Author: A.H. Stroud
Publisher: Springer Science & Business Media
ISBN: 1461263905
Category: Mathematics
Page: 338
View: 3857
This is a textbook for a one semester course on numerical analysis for senior undergraduate or beginning graduate students with no previous knowledge of the subject. The prerequisites are calculus, some knowledge of ordinary differential equations, and knowledge of computer programming using Fortran. Normally this should be half of a two semester course, the other semester covering numerical solution of linear systems, inversion of matrices and roots of polynomials. Neither semester should be a prerequisite for the other. This would prepare the student for advanced topics on numerical analysis such as partial differential equations. We are philosophically opposed to a one semester surveyor "numerical methods" course which covers all of the above mentioned topics, plus perhaps others, in one semester. We believe the student in such a course does not learn enough about anyone topic to develop an appreciation for it. For reference Chapter I contains statements of results from other branches of mathematics needed for the numerical analysis. The instructor may have to review some of these results. Chapter 2 contains basic results about interpolation. We spend only about one week of a semester on interpolation and divide the remainder of the semester between quadrature and differential equations. Most of the sections not marked with an * can be covered in one semester. The sections marked with an * are included as a guide for further study.

Computer-Lösung gewöhnlicher Differentialgleichungen

Das Anfangswertproblem
Author: Lawrence F. Shampine,Marilyn K. Gordon
Publisher: Springer-Verlag
ISBN: 3322938018
Category: Mathematics
Page: 259
View: 6894

Applied Partial Differential Equations

Author: J. David Logan
Publisher: Springer
ISBN: 3319124935
Category: Mathematics
Page: 289
View: 4416
This textbook is for the standard, one-semester, junior-senior course that often goes by the title "Elementary Partial Differential Equations" or "Boundary Value Problems". The audience consists of students in mathematics, engineering, and the sciences. The topics include derivations of some of the standard models of mathematical physics and methods for solving those equations on unbounded and bounded domains, and applications of PDE's to biology. The text differs from other texts in its brevity; yet it provides coverage of the main topics usually studied in the standard course, as well as an introduction to using computer algebra packages to solve and understand partial differential equations. For the 3rd edition the section on numerical methods has been considerably expanded to reflect their central role in PDE's. A treatment of the finite element method has been included and the code for numerical calculations is now written for MATLAB. Nonetheless the brevity of the text has been maintained. To further aid the reader in mastering the material and using the book, the clarity of the exercises has been improved, more routine exercises have been included, and the entire text has been visually reformatted to improve readability.

Numerical Methods for Elliptic and Parabolic Partial Differential Equations

Author: Peter Knabner,Lutz Angerman
Publisher: Springer Science & Business Media
ISBN: 0387217622
Category: Mathematics
Page: 426
View: 4154
This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.