The Concept Of Stability In Numerical Mathematics
Download The Concept Of Stability In Numerical Mathematics full books in PDF, epub, and Kindle. Read online free The Concept Of Stability In Numerical Mathematics ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author | : Wolfgang Hackbusch |
Publisher | : Springer Science & Business Media |
Total Pages | : 202 |
Release | : 2014-02-06 |
Genre | : Mathematics |
ISBN | : 3642393861 |
In this book, the author compares the meaning of stability in different subfields of numerical mathematics. Concept of Stability in numerical mathematics opens by examining the stability of finite algorithms. A more precise definition of stability holds for quadrature and interpolation methods, which the following chapters focus on. The discussion then progresses to the numerical treatment of ordinary differential equations (ODEs). While one-step methods for ODEs are always stable, this is not the case for hyperbolic or parabolic differential equations, which are investigated next. The final chapters discuss stability for discretisations of elliptic differential equations and integral equations. In comparison among the subfields we discuss the practical importance of stability and the possible conflict between higher consistency order and stability.
Author | : Nicholas J. Higham |
Publisher | : SIAM |
Total Pages | : 710 |
Release | : 2002-01-01 |
Genre | : Mathematics |
ISBN | : 9780898718027 |
Accuracy and Stability of Numerical Algorithms gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis, all enlivened by historical perspective and informative quotations. This second edition expands and updates the coverage of the first edition (1996) and includes numerous improvements to the original material. Two new chapters treat symmetric indefinite systems and skew-symmetric systems, and nonlinear systems and Newton's method. Twelve new sections include coverage of additional error bounds for Gaussian elimination, rank revealing LU factorizations, weighted and constrained least squares problems, and the fused multiply-add operation found on some modern computer architectures.
Author | : Dimitri Breda |
Publisher | : Springer |
Total Pages | : 162 |
Release | : 2014-10-21 |
Genre | : Science |
ISBN | : 149392107X |
This book presents the authors' recent work on the numerical methods for the stability analysis of linear autonomous and periodic delay differential equations, which consist in applying pseudospectral techniques to discretize either the solution operator or the infinitesimal generator and in using the eigenvalues of the resulting matrices to approximate the exact spectra. The purpose of the book is to provide a complete and self-contained treatment, which includes the basic underlying mathematics and numerics, examples from population dynamics and engineering applications, and Matlab programs implementing the proposed numerical methods. A number of proofs is given to furnish a solid foundation, but the emphasis is on the (unifying) idea of the pseudospectral technique for the stability analysis of DDEs. It is aimed at advanced students and researchers in applied mathematics, in dynamical systems and in various fields of science and engineering, concerned with delay systems. A relevant feature of the book is that it also provides the Matlab codes to encourage the readers to experience the practical aspects. They could use the codes to test the theory and to analyze the performances of the methods on the given examples. Moreover, they could easily modify them to tackle the numerical stability analysis of their own delay models.
Author | : David Gottlieb |
Publisher | : SIAM |
Total Pages | : 167 |
Release | : 1977-01-01 |
Genre | : Technology & Engineering |
ISBN | : 0898710235 |
A unified discussion of the formulation and analysis of special methods of mixed initial boundary-value problems. The focus is on the development of a new mathematical theory that explains why and how well spectral methods work. Included are interesting extensions of the classical numerical analysis.
Author | : Alfio Quarteroni |
Publisher | : Springer |
Total Pages | : 669 |
Release | : 2017-01-26 |
Genre | : Mathematics |
ISBN | : 0387227504 |
The purpose of this book is to provide the mathematical foundations of numerical methods, to analyze their basic theoretical properties and to demonstrate their performances on examples and counterexamples. Within any specific class of problems, the most appropriate scientific computing algorithms are reviewed, their theoretical analyses are carried out and the expected results are verified using the MATLAB software environment. Each chapter contains examples, exercises and applications of the theory discussed to the solution of real-life problems. While addressed to senior undergraduates and graduates in engineering, mathematics, physics and computer sciences, this text is also valuable for researchers and users of scientific computing in a large variety of professional fields.
Author | : Eugene L. Allgower |
Publisher | : Springer Science & Business Media |
Total Pages | : 402 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 3642612571 |
Over the past fifteen years two new techniques have yielded extremely important contributions toward the numerical solution of nonlinear systems of equations. This book provides an introduction to and an up-to-date survey of numerical continuation methods (tracing of implicitly defined curves) of both predictor-corrector and piecewise-linear types. It presents and analyzes implementations aimed at applications to the computation of zero points, fixed points, nonlinear eigenvalue problems, bifurcation and turning points, and economic equilibria. Many algorithms are presented in a pseudo code format. An appendix supplies five sample FORTRAN programs with numerical examples, which readers can adapt to fit their purposes, and a description of the program package SCOUT for analyzing nonlinear problems via piecewise-linear methods. An extensive up-to-date bibliography spanning 46 pages is included. The material in this book has been presented to students of mathematics, engineering and sciences with great success, and will also serve as a valuable tool for researchers in the field.
Author | : Ilse C. F. Ipsen |
Publisher | : SIAM |
Total Pages | : 135 |
Release | : 2009-07-23 |
Genre | : Mathematics |
ISBN | : 0898716764 |
Matrix analysis presented in the context of numerical computation at a basic level.
Author | : Andrew Stuart |
Publisher | : Cambridge University Press |
Total Pages | : 708 |
Release | : 1998-11-28 |
Genre | : Mathematics |
ISBN | : 9780521645638 |
The first three chapters contain the elements of the theory of dynamical systems and the numerical solution of initial-value problems. In the remaining chapters, numerical methods are formulated as dynamical systems and the convergence and stability properties of the methods are examined.
Author | : Justin Solomon |
Publisher | : CRC Press |
Total Pages | : 400 |
Release | : 2015-06-24 |
Genre | : Computers |
ISBN | : 1482251892 |
Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig
Author | : LEVEQUE |
Publisher | : Birkhäuser |
Total Pages | : 221 |
Release | : 2013-11-11 |
Genre | : Science |
ISBN | : 3034851162 |
These notes developed from a course on the numerical solution of conservation laws first taught at the University of Washington in the fall of 1988 and then at ETH during the following spring. The overall emphasis is on studying the mathematical tools that are essential in de veloping, analyzing, and successfully using numerical methods for nonlinear systems of conservation laws, particularly for problems involving shock waves. A reasonable un derstanding of the mathematical structure of these equations and their solutions is first required, and Part I of these notes deals with this theory. Part II deals more directly with numerical methods, again with the emphasis on general tools that are of broad use. I have stressed the underlying ideas used in various classes of methods rather than present ing the most sophisticated methods in great detail. My aim was to provide a sufficient background that students could then approach the current research literature with the necessary tools and understanding. vVithout the wonders of TeX and LaTeX, these notes would never have been put together. The professional-looking results perhaps obscure the fact that these are indeed lecture notes. Some sections have been reworked several times by now, but others are still preliminary. I can only hope that the errors are not too blatant. Moreover, the breadth and depth of coverage was limited by the length of these courses, and some parts are rather sketchy.