J. Stoer – författare

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the classical techniques of applied mathematics. This renewal of interest, both in re­ search and teaching, has led to the establishment of the series Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numeri­ cal and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and to encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mathe­ matical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the classical techniques of applied mathematics. This renewal of interest, both in re­ search and teaching, has led to the establishment of the series Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numeri­ cal and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and to encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mathe­ matical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the classical techniques of applied mathematics. This renewal of interest, both in re­ search and teaching, has led to the establishment of the series Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numeri­ cal and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and to encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mathe­ matical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs.

The book of Professor Evtushenko describes both the theoretical foundations and the range of applications of many important methods for solving nonlinear programs. Particularly emphasized is their use for the solution of optimal control problems for ordinary differential equations. These methods were instrumented in a library of programs for an interactive system (DISO) at the Computing Center of the USSR Academy of Sciences, which can be used to solve a given complicated problem by a combination of appropriate methods in the interactive mode. Many examples show the strong as well the weak points of particular methods and illustrate the advantages gained by their combination. In fact, it is the central aim of the author to pOint out the necessity of using many techniques interactively, in order to solve more dif­ ficult problems. A noteworthy feature of the book for the Western reader is the frequently unorthodox analysis of many known methods in the great tradition of Russian mathematics. J. Stoer PREFACE Optimization methods are finding ever broader application in sci­ ence and engineering. Design engineers, automation and control systems specialists, physicists processing experimental data, eco­ nomists, as well as operations research specialists are beginning to employ them routinely in their work. The applications have in turn furthered vigorous development of computational techniques and engendered new directions of research. Practical implementa­ tion of many numerical methods of high computational complexity is now possible with the availability of high-speed large-memory digital computers.

On the occasion of this new edition, the text was enlarged by several new sections. Two sections on B-splines and their computation were added to the chapter on spline functions: Due to their special properties, their flexibility, and the availability of well-tested programs for their computation, B-splines play an important role in many applications. Also, the authors followed suggestions by many readers to supplement the chapter on elimination methods with a section dealing with the solution of large sparse systems of linear equations. Even though such systems are usually solved by iterative methods, the realm of elimination methods has been widely extended due to powerful techniques for handling sparse matrices. We will explain some of these techniques in connection with the Cholesky algorithm for solving positive definite linear systems. The chapter on eigenvalue problems was enlarged by a section on the Lanczos algorithm; the sections on the LR and QR algorithm were rewritten and now contain a description of implicit shift techniques. In order to some extent take into account the progress in the area of ordinary differential equations, a new section on implicit differential equa­ tions and differential-algebraic systems was added, and the section on stiff differential equations was updated by describing further methods to solve such equations.

This book is based on a one-year introductory course on numerical analysis given by the authors at several universities in Germany and the United States. The authors concentrate on methods which can be worked out on a digital computer. For important topics, algorithmic descriptions (given more or less formally in ALGOL 60), as well as thorough but concise treatments of their theoretical founda­ tions, are provided. Where several methods for solving a problem are presented, comparisons of their applicability and limitations are offered. Each comparison is based on operation counts, theoretical properties such as convergence rates, and, more importantly, the intrinsic numerical properties that account for the reliability or unreliability of an algorithm. Within this context, the introductory chapter on error analysis plays a special role because it precisely describes basic concepts, such as the numerical stability of algorithms, that are indispensable in the thorough treatment of numerical questions. The remaining seven chapters are devoted to describing numerical methods in various contexts. In addition to covering standard topics, these chapters encom­ pass some special subjects not usually found in introductions to numerical analysis. Chapter 2, which discusses interpolation, gives an account of modem fast Fourier transform methods. In Chapter 3, extrapolation techniques for spe~d­ ing up the convergence of discretization methods in connection with Romberg integration are explained at length.

The book is devoted to a simplified set-theoretic version of denotational semantics where sets are used in place of Scott's reflexive domains and where jumps are described without continuations. This approach has emerged as a reaction to the sophisticated model of traditional semantics. It was also strongly stimulated by the applications of denotational semantics and especially by its software-industry oriented version known as VDM (Vienna Development Method). The new approach was successfully tested on several examples. Based on this approach the Polish Academy of Sciences created the project MetaSoft aimed at the development of a definitional metalanguage for software engineering. The approach has also been chosen in the project RAISE (ESPRIT) which aims at a similar goal. The book consists of two parts. Part One is devoted to the mathematical foundations of the future definitional metalanguage of MetaSoft. This part also introduces an appropriate notation. Part Two shows the applications of this metalanguage. There the denotational definition of a subset of Pascal is discussed with particular emphasis on Pascal types.

Vom 18. bis 20. September 1974 trafen sich wiederum über 300 OR-Fachleute und am Operations Research Interessierte zu der inzwischen schon zur Tradition gewordenen Jahrestagung der Deutschen Gesellschaft ftir Operations Research, um Erfahrungen aus­ zutauschen, über Probleme und Methoden zu diskutieren, und um ihren Beitrag zum Fortschritt des Operations Research zu leisten. Man traf sich dieses Mal in der in vielen Hinsichten äußerst reizvollen Stadt Würzburg, die einen zugleich würdevollen als auch ''anregenden Rahmen ftir den Gedankenaustausch bot. Die Tatsache, daß Würzburg der Sitz des Physica-Verlags ist, der die DGOR dankens­ werterweise dorthin eingeladen hatte, ist einer der Gründe daftir, daß wir bereits zwei Monate nach Abschluß der Tagung die 35 Vorträge umfassenden Proceedings vorlegen können. Die Autoren dieser Beiträge stammen aus Deutschland und Österreich, und sie sind wie­ derum sowohl in der Praxis als auch in den Hochschulen tätig. Es ist daher wiederum nicht verwunderlich, daß das Spektrum der Beiträge von recht theoretischen Vorträgen bis zu Berichten über praktische Anwendungen längst bekannter OR-Verfahren reicht. Wir verstehen diese Zusammensetzung des Tagungsprogrammes als einen Teil der Einlö­ sung des Versprechens, daß die DGOR die Aktivitäten, sowohl der DGU als auch des AKOR fortzuführen bereit und gewillt ist.