Classics in Applied Mathematics – serie

This book differs from traditional numerical analysis texts in that it focuses on the motivation and ideas behind the algorithms presented rather than on detailed analyses of them. It presents a broad overview of methods and software for solving mathematical problems arising in computational modeling and data analysis, including proper problem formulation, selection of effective solution algorithms, and interpretation of results.In the 20 years since its original publication, the modern, fundamental perspective of this book has aged well, and it continues to be used in the classroom. This Classics edition has been updated to include pointers to Python software and the Chebfun package, expansions on barycentric formulation for Lagrange polynomial interpretation and stochastic methods, and the availability of about 100 interactive educational modules that dynamically illustrate the concepts and algorithms in the book.Scientific Computing: An Introductory Survey, Second Edition is intended as both a textbook and a reference for computationally oriented disciplines that need to solve mathematical problems.

Addresses the construction, analysis, and intepretation of mathematical models that shed light on significant problems in the physical sciences. The authors' case studies approach leads to excitement in teaching realistic problems. The exercises reinforce, test and extend the reader's understanding. This reprint volume may be used as an upper level undergraduate or graduate textbook as well as a reference for researchers working on fluid mechanics, elasticity, perturbation methods, dimensional analysis, numerical analysis, continuum mechanics and differential equations.

Introduces the concepts and methods of the Lie theory in a form accessible to the nonspecialist by keeping mathematical prerequisites to a minimum. Although the authors have concentrated on presenting results while omitting most of the proofs, they have compensated for these omissions by including many references to the original literature. Their treatment is directed toward the reader seeking a broad view of the subject rather than elaborate information about technical details. Illustrations of various points of the Lie theory itself are found throughout the book in material on applications.In this reprint edition, the authors have resisted the temptation of including additional topics. Except for correcting a few minor misprints, the character of the book, especially its focus on classical representation theory and its computational aspects, has not been changed.

This republication addresses some of the basic questions in numerical analysis: convergence theorems for iterative methods for both linear and nonlinear equations; discretization error, especially for ordinary differential equations; rounding error analysis; sensitivity of eigenvalues; and solutions of linear equations with respect to changes in the data.

A reprint of the original volume, which won the Lanchester Prize awarded by the Operations Research Society of America for the best work of 1968. Although out of print for nearly 15 years, it remains one of the most referenced volumes in the field of mathematical programming.Recent interest in interior point methods generated by Karmarkar's Projective Scaling Algorithm has created a new demand for this book because the methods that have followed from Karmarkar's bear a close resemblance to those described. There is no other source for the theoretical background of the logarithmic barrier function and other classical penalty functions.Analyzes in detail the ""central"" or ""dual"" trajectory used by modern path following and primal/dual methods for convex and general linear programming. As researchers begin to extend these methods to convex and general nonlinear programming problems, this book will become indispensable to them.

Mathematical Reviews said of this book that it was ""destined to become a classical reference"". It has appeared in Russian translation and has been praised both for its lively exposition and its fundamental contributions.The author first develops a general theory of nonsmooth analysis and geometry which, together with a set of associated techniques, has had a profound effect on several branches of analysis and optimization. Clarke then applies these methods to obtain a powerful, unified approach to the analysis of problems in optimal control and mathematical programming. Examples are drawn from economics, engineering, mathematical physics, and various branches of analysis in this reprint volume.

Offers an alternative to the ""rote"" approach of presenting standard categories of differential equations accompanied by routine problem sets. The exercises presented amplify and provide perspective for the material, often giving readers opportunity for ingenuity. Little or no previous acquaintance with the subject is required to learn usage of techniques for constructing solutions of differential equations in this reprint volume.

Here is a book that provides the classical foundations of invariant imbedding, a concept that provided the first indication of the connection between transport theory and the Riccati Equation. The reprinting of this classic volume was prompted by a revival of interest in the subject area because of its uses for inverse problems. The major part of the book consists of applications of the invariant imbedding method to specific areas that are of interest to engineers, physicists, applied mathematicians, and numerical analysts.A large set of problems can be found at the end of each chapter. Numerous problems on apparently disparate matters such as Riccati equations, continued fractions, functional equations, and Laplace transforms are included. The exercises present the reader with ""real-life"" situations.The material is accessible to a general audience, however, the authors do not hesitate to state, and even to prove, a rigorous theorem when one is available. To keep the original flavor of the book, very few changes were made to the manuscript; typographical errors were corrected and slight changes in word order were made to reduce ambiguities.

Here is a valuable text and research tool for scientists and engineers who use or work with theory and computation associated with practical problems relating to Markov chains and queuing networks, economic analysis, or mathematical programming. Originally published in 1979, this new edition adds material that updates the subject relative to developments from 1979 to 1993.Theory and applications of nonnegative matrices are blended here, and extensive references are included in each area. You will be led from the theory of positive operators via the Perron-Frobenius theory of nonnegative matrices and the theory of inverse positivity, to the widely used topic of M-matrices. On the way, semigroups of nonnegative matrices and symmetric nonnegative matrices are discussed. Later, applications of nonnegativity and M-matrices are given; for numerical analysis the example is convergence theory of iterative methods, for probability and statistics the examples are finite Markov chains and queuing network models, for mathematical economics the example is input-output models, and for mathematical programming the example is the linear complementarity problem.Nonnegativity constraints arise very naturally throughout the physical world. Engineers, applied mathematicians, and scientists who encounter nonnegativity or generalizations of nonnegativity in their work will benefit from topics covered here, connecting them to relevant theory. Researchers in one area, such as queuing theory, may find useful the techniques involving nonnegative matrices used by researchers in another area, say, mathematical programming.Exercises and biographical notes are included with each chapter.

This reprint of the 1969 book of the same name is a concise, rigorous, yet accessible account of the fundamentals of constrained optimization theory. Many problems arising in diverse fields such as machine learning, medicine, chemical engineering, structural design, and airline scheduling can be reduced to a constrained optimization problem. This book provides readers with the fundamentals needed to study and solve such problems.Beginning with a chapter on linear inequalities and theorems of the alternative, basics of convex sets and separation theorems are then derived based on these theorems. This is followed by a chapter on convex functions that includes theorems of the alternative for such functions. These results are used in obtaining the saddlepoint optimality conditions of nonlinear programming without differentiability assumptions. Properties of differentiable convex functions are derived and then used in two key chapters of the book, one on optimality conditions for differentiable nonlinear programs and one on duality in nonlinear programming. Generalizations of convex functions to pseudoconvex and quasiconvex functions are given and then used to obtain generalized optimality conditions and duality results in the presence of nonlinear equality constraints.The book has four useful self-contained appendices on vectors and matrices, topological properties of n-dimensional real space, continuity and minimization, and differentiable functions.

In the 1820s Gauss published two memoirs on least squares, which contain his final, definitive treatment of the area along with a wealth of material on probability, statistics, numerical analysis, and geodesy. These memoirs, originally published in Latin with German Notices, have been inaccessible to the English-speaking community. Here for the first time they are collected in an English translation. For scholars interested in comparisons the book includes the original text and the English translation on facing pages. More generally the book will be of interest to statisticians, numerical analysts, and other scientists who are interested in what Gauss did and how he set about doing it. An Afterword by the translator, G. W. Stewart, places Gauss's contributions in historical perspective.

This book, originally published in 1989 and updated and expanded for the Classics edition, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAEs.

This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume.Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.

This book has become the standard for a complete, state-of-the-art description of the methods for unconstrained optimization and systems of nonlinear equations. Originally published in 1983, it provides information needed to understand both the theory and the practice of these methods and provides pseudocode for the problems. The algorithms covered are all based on Newton's method or ""quasi-Newton"" methods, and the heart of the book is the material on computational methods for multidimensional unconstrained optimization and nonlinear equation problems. The republication of this book by SIAM is driven by a continuing demand for specific and sound advice on how to solve real problems.The level of presentation is consistent throughout, with a good mix of examples and theory, making it a valuable text at both the graduate and undergraduate level. It has been praised as excellent for courses with approximately the same name as the book title and would also be useful as a supplemental text for a nonlinear programming or a numerical analysis course. Many exercises are provided to illustrate and develop the ideas in the text. A large appendix provides a mechanism for class projects and a reference for readers who want the details of the algorithms. Practitioners may use this book for self-study and reference.For complete understanding, readers should have a background in calculus and linear algebra. The book does contain background material in multivariable calculus and numerical linear algebra.

Don't let the title fool you! If you are interested in numerical analysis, applied mathematics, or the solution procedures for differential equations, you will find this book useful. Because of Lanczos's unique style of describing mathematical facts in nonmathematical language, Linear Differential Operators also will be helpful to nonmathematicians interested in applying the methods and techniques described.Originally published in 1961, this Classics edition continues to be appealing because it describes a large number of techniques still useful today. Although the primary focus is on the analytical theory, concrete cases are cited to forge the link between theory and practice. Considerable manipulative skill in the practice of differential equations is to be developed by solving the 350 problems in the text. The problems are intended as stimulating corollaries linking theory with application and providing the reader with the foundation for tackling more difficult problems.Lanczos begins with three introductory chapters that explore some of the technical tools needed later in the book, and then goes on to discuss interpolation, harmonic analysis, matrix calculus, the concept of the function space, boundary value problems, and the numerical solution of trajectory problems, among other things. The emphasis is constantly on one question: ""What are the basic and characteristic properties of linear differential operators?""In the author's words, this book is written for those ""to whom a problem in ordinary or partial differential equations is not a problem of logical acrobatism, but a problem in the exploration of the physical universe. To get an explicit solution of a given boundary value problem is in this age of large electronic computers no longer a basic question. But of what value is the numerical answer if the scientist does not understand the peculiar analytical properties and idiosyncrasies of the given operator? The author hopes that this book will help in this task by telling something about the manifold aspects of a fascinating field.

Long considered to be a classic in its field, this was the first book in English to include three basic fields of the analysis of matrices - symmetric matrices and quadratic forms, matrices and differential equations, and positive matrices and their use in probability theory and mathematical economics. Written in lucid, concise terms, this volume covers all the key aspects of matrix analysis and presents a variety of fundamental methods. Originally published in 1970, this book replaces the first edition previously published by SIAM in the Classics series.Here you will find a basic guide to operations with matrices and the theory of symmetric matrices, plus an understanding of general square matrices, origins of Markov matrices and non-negative matrices in general, minimum-maximum characterization of characteristic roots, Krnoecker products, functions of matrices, and much more. These ideas and methods will serve as powerful analytical tools.In addition, this volume includes exercises of all levels of difficulty and many references to original papers containing further results. The problem sections contain many useful and interesting results that are not easily found elsewhere. A discussion of the theoretical treatment of matrices in the computational solution of ordinary and partial differential equations, as well as important chapters on dynamic programming and stochastic matrices are also included.

Mathematics is a grand subject in the way it can be applied to various problems in science and engineering. To use mathematics, one needs to understand the physical context. The author uses mathematical techniques along with observations and experiments to give an in-depth look at models for mechanical vibrations, population dynamics, and traffic flow. Equal emphasis is placed on the mathematical formulation of the problem and the interpretation of the results.In the sections on mechanical vibrations and population dynamics, the author emphasizes the nonlinear aspects of ordinary differential equations and develops the concepts of equilibrium solutions and their stability. He introduces phase plane methods for the nonlinear pendulum and for predator-prey and competing species models.Haberman develops the method of characteristics to analyze the nonlinear partial differential equations that describe traffic flow. Fan-shaped characteristics describe the traffic situation that occurs when a traffic light turns green and shock waves describe the effects of a red light or traffic accident.Although it was written over 20 years ago, this book is still relevant. It is intended as an introduction to applied mathematics, but can be used for undergraduate courses in mathematical modeling or nonlinear dynamical systems or to supplement courses in ordinary or partial differential equations.

Readers will find this book an invaluable reference on the design of experiments. It contains hard-to-find information on topics such as change-over designs with residual effects and early treatment of analysis of covariance. Other topics include linear models and quadratic forms, experiments with one or more factors, Latin square designs, and fractions of 2n factorial designs. There is also extensive coverage of the analysis of incomplete block designs and of the existence and construction of balanced and partially balanced designs.A new preface (to the Classics edition) describes the changes made in experimental design since the book was first published in 1971. It discusses the use of personal computers to analyze data and details the emergence of industrial statistics.

Recent interest in biological games and mathematical finance make this classic 1982 text a necessity once again. Unlike other books in the field, this text provides an overview of the analysis of dynamic/differential zero-sum and nonzero-sum games and simultaneously stresses the role of different information patterns.The first edition was fully revised in 1995, adding new topics such as randomized strategies, finite games with integrated decisions, and refinements of Nash equilibrium. Readers can now look forward to even more recent results in this unabridged, revised SIAM Classics edition. Topics covered include static and dynamic noncooperative game theory, with an emphasis on the interplay between dynamic information patterns and structural properties of several different types of equilibria; Nash and Stackelberg solution concepts; multi-act games; Braess paradox; differential games; the relationship between the existence of solutions of Riccati equations and the existence of Nash equilibrium solutions; and infinite-horizon differential games.

This SIAM Classics edition is an unabridged, corrected republication of the work first published in 1977. It provides a compendium of applied aspects of ordering and selection procedures and includes tables that permit the practitioner to carry out the experiment and draw statistically justified conclusions. These tables are not readily available in other texts. Although more than 1000 papers and several books on the general theory of ranking and selection have been published since this book first appeared, the methodology is presented in a more elementary fashion, with numerous examples to help the reader apply it to a specific problem.There is a dichotomy in modern statistics that distinguishes between analyses done before an experiment is completed and those done afterward. Ranking and selection methods are useful in both of these categories. The authors provide an alternative to the overused ""testing the null hypothesis"" when what the practitioner really needs is a method of ranking k given populations, selecting the t best populations, or some similar goal. That need and purpose is as important today as when the subject was first developed nearly 50 years ago.

This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.Stochastic Processes is ideal for a course aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes.Originally published in 1962, this was the first comprehensive survey of stochastic processes requiring only a minimal background in introductory probability theory and mathematical analysis. Stochastic Processes continues to be unique, with many topics and examples still not discussed in other textbooks. As new fields of applications (such as finance and DNA analysis) become important, researchers will continue to find the fundamental and accessible topics explained in this book essential background for their research.

Provides a thorough introduction to both regular and singular perturbation methods for algebraic and differential equations. Unlike most introductory books on the subject, this one distinguishes between formal and rigorous asymptotic validity, which are commonly confused in books that treat perturbation theory as a bag of heuristic tricks with no foundation. The meaning of ""uniformity"" is carefully explained in a variety of contexts. All standard methods, such as rescaling, multiple scales, averaging, matching, and the WKB method are covered, and the asymptotic validity (in the rigorous sense) of each method is carefully proved.First published in 1991, this book is still useful today because it is an introduction. It combines perturbation results with those known through other methods. Sometimes a geometrical result (such as the existence of a periodic solution) is rigorously deduced from a perturbation result, and at other times knowledge of the geometry of the solutions is used to aid in the selection of an effective perturbation method.Dr. Murdock's approach differs from other introductory texts because he attempts to present perturbation theory as a natural part of a larger whole, the mathematical theory of differential equations. He explores the meaning of the results and their connections to other ways of studying the same problems.

Singular perturbations and time-scale techniques were introduced to control engineering in the late 1960s and have since become common tools for the modeling, analysis, and design of control systems. In this SIAM Classics edition of the 1986 book, the original text is reprinted in its entirety (along with a new preface), providing once again the theoretical foundation for representative control applications.This book continues to be essential in many ways. It lays down the foundation of singular perturbation theory for linear and nonlinear systems, it presents the methodology in a pedagogical way that is not available anywhere else, and it illustrates the theory with many solved examples, including various physical examples and applications. So while new developments may go beyond the topics covered in this book, they are still based on the methodology described here, which continues to be their common starting point.

No one working in duality should be without a copy of this book. It contains different developments of infinite dimensional convex programming in the context of convex analysis, including duality, minmax and Lagrangians, and convexification of nonconvex optimization problems in the calculus of variations (infinite dimension). It also includes the theory of convex duality applied to partial differential equations; no other reference presents this in a systematic way. The minmax theorems contained in this book have many useful applications, in particular the robust control of partial differential equations in finite time horizon. This SIAM Classics in Applied Mathematics edition contains the original text along with a new preface and some additional references.

For more than 30 years, this two-volume set has helped prepare graduate students to use partial differential equations and integral equations to handle significant problems arising in applied mathematics, engineering, and the physical sciences. Originally published in 1967, this graduate-level introduction is devoted to the mathematics needed for the modern approach to boundary value problems using Green’s functions and using eigenvalue expansions.Now a part of SIAM's Classics series, these volumes contain a large number of concrete, interesting examples of boundary value problems for partial differential equations that cover a variety of applications that are still relevant today. For example, there is substantial treatment of the Helmholtz equation and scattering theory - subjects that play a central role in contemporary inverse problems in acoustics and electromagnetic theory.

Provides a survey of the theoretical results on systems of nonlinear equations in finite dimension and the major iterative methods for their computational solution. Originally published in 1970, it offers a research-level presentation of the principal results known at that time.Although the field has developed since the book originally appeared, it remains a major background reference for the literature before 1970. In particular, Part II contains the only relatively complete introduction to the existence theory for finite-dimensional nonlinear equations from the viewpoint of computational mathematics. Over the years semilocal convergence results have been obtained for various methods, especially with an emphasis on error bounds for the iterates. The results and proof techniques introduced here still represent a solid basis for this topic.

This unabridged republication of the 1980 text, an established classic in the field, is a resource for many important topics in elliptic equations and systems and is the first modern treatment of free boundary problems. Variational inequalities (equilibrium or evolution problems typically with convex constraints) are carefully explained in An Introduction to Variational Inequalities and Their Applications. They are shown to be extremely useful across a wide variety of subjects, ranging from linear programming to free boundary problems in partial differential equations. Exciting new areas like finance and phase transformations along with more historical ones like contact problems have begun to rely on variational inequalities, making this book a necessity once again.

Provides a unified view of tomographic techniques, a common mathematical framework, and an in-depth treatment of reconstruction algorithms, focusing on the reconstruction of a function from line or plane integrals, with special emphasis on applications in radiology, science, and engineering. It covers the relevant mathematical theory of the Radon transform and related transforms and also studies more practical questions such as stability, sampling, resolution, and accuracy. Quite a bit of attention is given to the derivation, analysis, and practical examination of reconstruction algorithms, for both standard problems and problems with incomplete data.

Asymptotic methods are frequently used in many branches of both pure and applied mathematics, and this classic text remains the most up-to-date book dealing with one important aspect of this area, namely, asymptotic approximations of integrals. In this book, all results are proved rigorously, and many of the approximation formulas are accompanied by error bounds. A thorough discussion on multidimensional integrals is given, and references are provided. Asymptotic Approximations of Integrals contains the “distributional method,” which is not available elsewhere. Most of the examples in this text come from concrete applications.Since its publication twelve years ago, significant developments have occurred in the general theory of asymptotic expansions, including smoothing of the Stokes phenomenon, uniform exponentially improved asymptotic expansions, and hyperasymptotics. These new concepts belong to the area now known as ""exponential asymptotics.” Expositions of these new theories are available in papers published in various journals, but not yet in book form.