Pascal Joly - Böcker

Teaching or learning numerical methods in applied mathematics cannot be conceived nowadays without numerical experimentation on computers. There is a vast literature devoted either to theoretical numerical methods or - merical programming of basic algorithms, but there are few texts o?ering a complete discussion of numerical issues involved in the solution of concrete and relatively complex problems. This book is an attempt to ?ll this need. It is our belief that advantages and drawbacks of a numerical method cannot be accounted for without one’s experiencing all the steps of scienti?c comp- ing, from physical and mathematical description of the problem to numerical formulation and programming and, ?nally, to critical discussion of numerical results. The book provides twelve computational projects aimed at numerically solving problems selected to cover a broad spectrum of applications, from ?uid mechanics, chemistry, elasticity, thermal science, computer-aided design, signal and imageprocessing, etc. Even though the main volume of this text concerns the numerical analysis of computational methods and their imp- mentation, we have tried to start, when possible, from realistic problems of practical interest for researchers and engineers. For each project, an introductory record card summarizes the mathem- ical and numerical topics explained and the ?elds of application of the - proach. A level of di?culty, scaling from 1 to 3, is assigned to each project.

This book provides fifteen computational projects aimed at numerically solving problems from a broad range of applications including Fluid Mechanics, Chemistry, Elasticity, Thermal Science, Computer Aided Design, Signal and Image Processing. For each project the reader is guided through the typical steps of scientific computing from physical and mathematical description of the problem to numerical formulation and programming and finally to critical discussion of numerical results. Considerable emphasis is placed on practical issues of computational methods. The last section of each project contains the solutions to all proposed exercises and guides the reader in using the MATLAB scripts. The mathematical framework provides a basic foundation in numerical analysis of partial differential equations and main discretization techniques, such as finite differences, finite elements, spectral methods and wavelets. The book is primarily intended as a graduate-level textin applied mathematics, but it may also be used by students in engineering or physical sciences. It will also be a useful reference for researchers and practicing engineers. The second edition builds upon its earlier material (revised and updated) with three all-new chapters intended to reinforce the presentation of mathematical aspects on numerical methods: Fourier approximation, high-order finite difference methods, and basic tools for numerical optimization. Corresponding new applications and programs concern spectral Fourier methods to solve ordinary differential equations, finite difference methods up to sixth-order to solve boundary value problems and, finally, optimization strategies to fit parameters of an epidemiological model.