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Overview Many problems in mathematical physics and applied mathematics can be reduced to boundary value problems for differential, and in some cases, inte­ grodifferential equations. These equations are solved by using methods from the theory of ordinary and partial differential equations, variational calculus, operational calculus, function theory, functional analysis, probability theory, numerical analysis and computational techniques. Mathematical models of quantum physics require new areas such as generalized functions, theory of distributions, functions of several complex variables, and topological and al­ gebraic methods. The main purpose of this book is to provide a self contained and system­ atic introduction to just one aspect of analysis which deals with the theory of fundamental solutions for differential operators and their applications to boundary value problems of mathematical physics, applied mathematics, and engineering, with the related applicable and computational features. The sub­ ject matter of this book has its own deep rooted theoretical importance since it is related to Green's functions which are associated with most boundary value problems. The application of fundamental solutions to a recently devel­ oped area of boundary element methods has provided a distinct advantage in that an integral equation representation of a boundary value problem is often x PREFACE more easily solved by numerical methods than a differential equation with specified boundary and initial conditions. This situation makes the subject more attractive to those whose interest is primarily in numerical methods.

This book evolved out of a graduate course given at the University of New Orleans in 1997. The class consisted of students from applied mathematics andengineering. Theyhadthebackgroundofatleastafirstcourseincomplex analysiswithemphasisonconformalmappingandSchwarz-Christoffeltrans- formation, a firstcourse in numerical analysis, and good to excellent working knowledgeofMathematica* withadditionalknowledgeofsomeprogramming languages. Sincetheclasshad nobackground inIntegralEquations, thechap- tersinvolvingintegralequationformulations werenotcoveredindetail,except for Symm's integral equation which appealed to a subsetofstudents who had some training in boundary element methods. Mathematica was mostly used for computations. In fact, it simplified numerical integration and other oper- ations very significantly, which would have otherwise involved programming inFortran, C, orotherlanguageofchoice, ifclassical numericalmethods were attempted. Overview Exact solutions of boundary value problems for simple regions, such as cir- cles, squares or annuli, can be determined with relative ease even where the boundaryconditionsarerathercomplicated.Green'sfunctionsforsuchsimple regions are known. However, for regions with complex structure the solution ofa boundary value problem often becomes more difficult, even for a simple problemsuchastheDirichletproblem. Oneapproachtosolvingthesedifficult problems is to conformally transform a given multiply connected region onto *Mathematica is a registered trade mark of Wolfram Research, Inc. ix x PREFACE simpler canonical regions. This will, however, result in change not only in the region and the associated boundary conditions but also in the governing differential equation. As compared to the simply connected regions, confor- mal mapping ofmultiply connected regions suffers from severe limitations, one of which is the fact that equal connectivity ofregions is not a sufficient condition to effect a reciprocally connected map ofone region onto another.

This book presents numerical methods and computational aspects for linear integral equations. Such equations occur in various areas of applied mathematics, physics, and engineering. The material covered in this book, though not exhaustive, offers useful techniques for solving a variety of problems. Historical information cover­ ing the nineteenth and twentieth centuries is available in fragments in Kantorovich and Krylov (1958), Anselone (1964), Mikhlin (1967), Lonseth (1977), Atkinson (1976), Baker (1978), Kondo (1991), and Brunner (1997). Integral equations are encountered in a variety of applications in many fields including continuum mechanics, potential theory, geophysics, electricity and mag­ netism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control sys­ tems, communication theory, mathematical economics, population genetics, queue­ ing theory, and medicine. Most of the boundary value problems involving differ­ ential equations can be converted into problems in integral equations, but there are certain problems which can be formulated only in terms of integral equations. A computational approach to the solution of integral equations is, therefore, an essential branch of scientific inquiry.

Modern finite element analysis has grown into a basic mathematical tool for almost every field of engineering and the applied sciences. This introductory textbook fills a gap in the literature, offering a concise, integrated presentation of methods, applications, software tools, and hands-on projects. Included are numerous exercises, problems, and Mathematica/Matlab-based programming projects. The emphasis is on interdisciplinary applications to serve a broad audience of advanced undergraduate/graduate students with different backgrounds in applied mathematics, engineering, physics/geophysics. The work may also serve as a self-study reference for researchers and practitioners seeking a quick introduction to the subject for their research.

Modern finite element analysis has grown into a basic mathematical tool for almost every field of engineering and the applied sciences. This introductory textbook fills a gap in the literature, offering a concise, integrated presentation of methods, applications, software tools, and hands-on projects. Included are numerous exercises, problems, and Mathematica/Matlab-based programming projects. The emphasis is on interdisciplinary applications to serve a broad audience of advanced undergraduate/graduate students with different backgrounds in applied mathematics, engineering, physics/geophysics. The work may also serve as a self-study reference for researchers and practitioners seeking a quick introduction to the subject for their research.

This book presents numerical methods and computational aspects for linear integral equations. Such equations occur in various areas of applied mathematics, physics, and engineering. The material covered in this book, though not exhaustive, offers useful techniques for solving a variety of problems. Historical information cover­ ing the nineteenth and twentieth centuries is available in fragments in Kantorovich and Krylov (1958), Anselone (1964), Mikhlin (1967), Lonseth (1977), Atkinson (1976), Baker (1978), Kondo (1991), and Brunner (1997). Integral equations are encountered in a variety of applications in many fields including continuum mechanics, potential theory, geophysics, electricity and mag­ netism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control sys­ tems, communication theory, mathematical economics, population genetics, queue­ ing theory, and medicine. Most of the boundary value problems involving differ­ ential equations can be converted into problems in integral equations, but there are certain problems which can be formulated only in terms of integral equations. A computational approach to the solution of integral equations is, therefore, an essential branch of scientific inquiry.

Overview Many problems in mathematical physics and applied mathematics can be reduced to boundary value problems for differential, and in some cases, inte­ grodifferential equations. These equations are solved by using methods from the theory of ordinary and partial differential equations, variational calculus, operational calculus, function theory, functional analysis, probability theory, numerical analysis and computational techniques. Mathematical models of quantum physics require new areas such as generalized functions, theory of distributions, functions of several complex variables, and topological and al­ gebraic methods. The main purpose of this book is to provide a self contained and system­ atic introduction to just one aspect of analysis which deals with the theory of fundamental solutions for differential operators and their applications to boundary value problems of mathematical physics, applied mathematics, and engineering, with the related applicable and computational features. The sub­ ject matter of this book has its own deep rooted theoretical importance since it is related to Green''s functions which are associated with most boundary value problems. The application of fundamental solutions to a recently devel­ oped area of boundary element methods has provided a distinct advantage in that an integral equation representation of a boundary value problem is often x PREFACE more easily solved by numerical methods than a differential equation with specified boundary and initial conditions. This situation makes the subject more attractive to those whose interest is primarily in numerical methods.

Modern finite element analysis has grown into a basic mathematical tool for almost every field of engineering and the applied sciences. This introductory textbook fills a gap in the literature, offering a concise, integrated presentation of methods, applications, software tools, and hands-on projects. Included are numerous exercises, problems, and Mathematica/Matlab-based programming projects. The emphasis is on interdisciplinary applications to serve a broad audience of advanced undergraduate/graduate students with different backgrounds in applied mathematics, engineering, physics/geophysics. The work may also serve as a self-study reference for researchers and practitioners seeking a quick introduction to the subject for their research.

This book presents numerical methods and computational aspects for linear integral equations. Such equations occur in various areas of applied mathematics, physics, and engineering. The material covered in this book, though not exhaustive, offers useful techniques for solving a variety of problems. Historical information cover­ ing the nineteenth and twentieth centuries is available in fragments in Kantorovich and Krylov (1958), Anselone (1964), Mikhlin (1967), Lonseth (1977), Atkinson (1976), Baker (1978), Kondo (1991), and Brunner (1997). Integral equations are encountered in a variety of applications in many fields including continuum mechanics, potential theory, geophysics, electricity and mag­ netism, kinetic theory of gases, hereditary phenomena in physics and biology, renewal theory, quantum mechanics, radiation, optimization, optimal control sys­ tems, communication theory, mathematical economics, population genetics, queue­ ing theory, and medicine. Most of the boundary value problems involving differ­ ential equations can be converted into problems in integral equations, but there are certain problems which can be formulated only in terms of integral equations. A computational approach to the solution of integral equations is, therefore, an essential branch of scientific inquiry.

This book evolved out of a graduate course given at the University of New Orleans in 1997. The class consisted of students from applied mathematics andengineering. Theyhadthebackgroundofatleastafirstcourseincomplex analysiswithemphasisonconformalmappingandSchwarz-Christoffeltrans- formation, a firstcourse in numerical analysis, and good to excellent working knowledgeofMathematica* withadditionalknowledgeofsomeprogramming languages. Sincetheclasshad nobackground inIntegralEquations, thechap- tersinvolvingintegralequationformulations werenotcoveredindetail,except for Symm's integral equation which appealed to a subsetofstudents who had some training in boundary element methods. Mathematica was mostly used for computations. In fact, it simplified numerical integration and other oper- ations very significantly, which would have otherwise involved programming inFortran, C, orotherlanguageofchoice, ifclassical numericalmethods were attempted. Overview Exact solutions of boundary value problems for simple regions, such as cir- cles, squares or annuli, can be determined with relative ease even where the boundaryconditionsarerathercomplicated.Green'sfunctionsforsuchsimple regions are known. However, for regions with complex structure the solution ofa boundary value problem often becomes more difficult, even for a simple problemsuchastheDirichletproblem. Oneapproachtosolvingthesedifficult problems is to conformally transform a given multiply connected region onto *Mathematica is a registered trade mark of Wolfram Research, Inc. ix x PREFACE simpler canonical regions. This will, however, result in change not only in the region and the associated boundary conditions but also in the governing differential equation. As compared to the simply connected regions, confor- mal mapping ofmultiply connected regions suffers from severe limitations, one of which is the fact that equal connectivity ofregions is not a sufficient condition to effect a reciprocally connected map ofone region onto another.