Frontiers in Applied Mathematics – serie

Provides the user with a step by step introduction to Fortran 77, BLAS, LINPACK, and MATLAB. It is a reference that spans several levels of practical matrix computations with a strong emphasis on examples and ""hands on"" experience.

The most comprehensive treatment of FFTs to date. Van Loan captures the interplay between mathematics and the design of effective numerical algorithms - a critical connection as more advanced machines become available. A stylized MATLAB notation, which is familiar to those engaged in high-performance computing, is used.The Fast Fourier Transform (FFT) family of algorithms has revolutionized many areas of scientific computation. The FFT is one of the most widely used algorithms in science and engineering, with applications in almost every discipline. This volume is essential for professionals interested in linear algebra as well as those working with numerical methods. The FFT is also a great vehicle for teaching key aspects of scientific computing.

This book is devoted to giving a modern view of iterative methods for solving linear and nonlinear equations, which are the basis for many, if not most, of the models of phenomena in science and engineering; their efficient numerical solution is critical to progress in these areas. The text provides motivating examples mainly from boundary value problems with partial differential equations, and many of the chapters contain links to MATLAB code, which is provided per anonymous ftp by the author.This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, considerable material on linear equations has been incorporated. It focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods.Examples, methods, and algorithmic choices are based on applications to infinite dimensional problems such as partial differential equations and integral equations. The analysis and proof techniques are constructed with the infinite dimensional setting in mind and the computational examples and exercises are based on the MATLAB environment.

Much recent research has concentrated on the efficient solution of large sparse or structured linear systems using iterative methods. A language loaded with acronyms for a thousand different algorithms has developed, and it is often difficult even for specialists to identify the basic principles involved. Here is a book that focuses on the analysis of iterative methods. The author includes the most useful algorithms from a practical point of view and discusses the mathematical principles behind their derivation and analysis. Several questions are emphasized throughout: Does the method converge? If so, how fast? Is it optimal, among a certain class? If not, can it be shown to be near-optimal? The answers are presented clearly, when they are known, and remaining important open questions are laid out for further study.Greenbaum includes important material on the effect of rounding errors on iterative methods that has not appeared in other books on this subject. Additional important topics include a discussion of the open problem of finding a provably near-optimal short recurrence for non-Hermitian linear systems; the relation of matrix properties such as the field of values and the pseudospectrum to the convergence rate of iterative methods; comparison theorems for preconditioners and discussion of optimal preconditioners of specified forms; introductory material on the analysis of incomplete Cholesky, multigrid, and domain decomposition preconditioners, using the diffusion equation and the neutron transport equation as example problems. A small set of recommended algorithms and implementations is included.

This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley’s book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference.Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke–Jeeves, implicit filtering, MDS, and Nelder–Mead schemes in a unified way, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.

This volume addresses recent developments in mathematical modeling in three areas of optical science: diffractive optics, photonic band gap structures, and waveguides. Particular emphasis is on the formulation of mathematical models and the design and analysis of new computational approaches. The book contains cutting-edge discourses on emerging technology in optics that provides significant challenges and opportunities for applied mathematicians, researchers, and engineers.Each of the three topics is presented through a series of survey papers to provide a broad overview focusing on the mathematical models. Chapters present model problems, physical principles, mathematical and computational approaches, and engineering applications corresponding to each of the three areas. Although some of the subject matter is classical, the topics presented are new and represent the latest developments in their respective fields.

Neural networks and fuzzy systems are model free control design approaches that represent an advantage over classical control when dealing with complicated nonlinear actuator dynamics. This book brings neural networks and fuzzy logic together with dynamical control systems. Each chapter presents powerful control approaches for the design of intelligent controllers to compensate for actuator nonlinearities such as time delay, friction, deadzone, and backlash that can be found in all industrial motion systems, plus a thorough development, rigorous stability proofs, and simulation examples for each design. In the final chapter, the authors develop a framework to implement intelligent control schemes on actual systems.Rigorous stability proofs are further verified by computer simulations, and appendices contain the computer code needed to build intelligent controllers for real-time applications. Neural networks capture the parallel processing and learning capabilities of biological nervous systems, and fuzzy logic captures the decision-making capabilities of human linguistics and cognitive systems.

Recent and ongoing improvements in computer technology have increased the need for efficient and reliable design tools; computational methods have opened the door to making sensitivity analysis a tractable design tool for industries that design and manufacture high-performance products. These industries are increasingly interested in exploiting the advantages of computer-aided design, numerical analysis, and optimal design methods. This book provides an understandable introduction to one approach to design sensitivity computation and illustrates some of the important mathematical and computational issues inherent in using the sensitivity equation method (SEM) for partial differential equations.The authors use basic models to illustrate the computational issues that one might encounter when applying the SEM in a laboratory or research setting, while providing an overview of applications and computational issues regarding sensitivity calculations performed by way of continuous sensitivity equation methods. Here they focus on the construction and analysis of algorithms for computing sensitivities. For readers already acquainted with the concept of a sensitivity equation, the authors include mathematical background for a deeper understanding of their approach. Finally, the book explores the use of SEMs for applications in the area of computational fluid dynamics, demonstrating that the early examples readers encounter in the book can be observed in the context of a more realistic physical setting. Several color figures are included.

Globalization and the possibility of bioterrorist acts have highlighted the pressing need for the development of theoretical and practical mathematical frameworks that may be useful in our systemic efforts to anticipate, prevent, and respond to acts of destabilization.This book collects the detailed contributions of selected groups of experts from the fields of biostatistics, control theory, epidemiology, and mathematical biology who have engaged in the development of frameworks, models, and mathematical methods needed to address some of the pressing challenges posed by acts of terror. The ten chapters of this volume touch on a large range of issues in the subfields of biosurveillance, agroterrorism, bioterror response logistics, deliberate release of biological agents, impact assessment, and the spread of fanatic behaviours.

Here is a book for anyone who would like to become better acquainted with the modern tools of numerical analysis for several significant computational problems arising in finance. The authors review some important aspects of finance modeling involving partial differential equations and focus on numerical algorithms for the fast and accurate pricing of financial derivatives and for the calibration of parameters.Option pricing has become a technical topic that requires sophisticated numerical methods for robust and fast numerical solutions. This book explores the best numerical algorithms and discusses them in depth, from their mathematical analysis up to their implementation in C with efficient numerical libraries. Much of this information is not available elsewhere. In particular, this is one of the few books that gives detailed coverage of the following topics:Mathematical results and efficient algorithms for pricing American options.Modern algorithms with adaptive mesh refinement for European and American options. Regularity and error estimates are derived and give strong support to the mesh adaptivity, an essential tool for speeding up the numerical implementations.Calibration of volatility with European and American options. The use of automatic differentiation of computer codes for computing gree.

The human cardiovascular and respiratory control systems represent an important focal point for developing physiological control theory because of the complexity of the control mechanisms involved, the interaction between cardiovascular and respiratory func¬tion, and the importance of this interaction in many clinical situations. This volume brings together the range of control processes involved in the effective regulation of these systems and develops modeling themes, strategies, and key clinical applications using contemporary mathematical and control methodologies. The reader will gain an appreciation of how analytical techniques and ideas from optimal control theory, systems theory, and numerical analysis can be utilized to better understand the regulation processes in human cardiovascular and respiratory systems.Cardiovascular and Respiratory Systems uses a principle-based modeling approach and analysis of feedback control regulation to elucidate the physiological relationships. Models are arranged around specific questions or conditions, such as exercise or sleep transition, and are generally based on physiological mechanisms rather than on formal descriptions of input-output behavior. The authors ask open questions relevant to medical and clinical applications and clarify underlying themes of physiological control organization. Current problems, key issues, developing trends, and unresolved questions are highlighted.

Discontinuous Galerkin (DG) methods for solving partial differential equations, developed in the late 1990s, have become popular among computational scientists. This book covers both theory and computation as it focuses on three primal DG methods - the symmetric interior penalty Galerkin, incomplete interior penalty Galerkin, and nonsymmetric interior penalty Galerkin - which are variations of interior penalty methods. The author provides the basic tools for analysis and discusses coding issues, including data structure, construction of local matrices, and assembling of the global matrix. Computational examples and applications to important engineering problems are also included.Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equation is divided into three parts: Part I focuses on the application of DG methods to second order elliptic problems in one dimension and in higher dimensions. Part II presents the time-dependent parabolic problems—without and with convection. Part III contains applications of DG methods to solid mechanics (linear elasticity), ?uid dynamics (Stokes and Navier–Stokes), and porous media ?ow (two-phase and miscible displacement).Appendices contain proofs and MATLAB® code for one-dimensional problems for elliptic equations and routines written in C that correspond to algorithms for the implementation of DG methods in two or three dimensions.

The emergence of complex enhanced recovery procedures in the field of hydrocarbon extraction techniques has emphasized the need for sophisticated mathematical tools, capable of modeling intricate chemical and physical phenomena and sharply changing fluid interfaces. This volume explains which problems need to be addressed, why they are difficult, what has been done previously to treat these difficulties, and which new techniques appear to possess potential for obtaining good simulation results.