Oxford Texts in Applied and Engineering Mathematics – serie

One of the major achievements in fluid mechanics in the last quarter of the twentieth century has been the development of an asymptotic description of perturbations to boundary layers known generally as 'triple deck theory'. These developments have had a major impact on our understanding of laminar fluid flow, particularly laminar separation. It is also true that the theory rests on three quarters of a century of development of boundary layer theory which involves analysis, experimentation and computation. All these parts go together, and to understand the triple deck it is necessary to understand which problems the triple deck resolves and which computational techniques have been applied. This book presents a unified account of the development of laminar boundary layer theory as a historical study together with a description of the application of the ideas of triple deck theory to flow past a plate, to separation from a cylinder and to flow in channels. The book is intended to provide a graduate level teaching resource as well as a mathematically oriented account for a general reader in applied mathematics, engineering, physics or scientific computation.

This textbook demonstrates the power of mathematics in solving practical, scientific, and technical problems through mathematical modelling techniques. It has been designed specifically for final year undergraduate and graduate students, and springs from the author's extensive teaching experience. The text is combined with twenty-one carefully ordered problems taken from real situations, and students are encouraged to develop the skill of constructing their own models of new situations.

In the last few years, courses on parallel computation have been developed and offered in many institutions in the UK, Europe and US as a recognition of the growing significance of this topic in mathematics and computer science. There is a clear need for texts that meet the needs of students and lecturers and this book, based on the author's lecture at ETH Zurich, is an ideal practical student guide to scientific computing on parallel computers working up from a hardware instruction level, to shared memory machines, and finally to distributed memory machines.Aimed at advanced undergraduate and graduate students in applied mathematics, computer science, and engineering, subjects covered include linear algebra, fast Fourier transform, and Monte-Carlo simulations, including examples in C and, in some cases, Fortran. This book is also ideal for practitioners and programmers.

In the last few years, courses on parallel computation have been developed and offered in many institutions in the UK, Europe and US as a recognition of the growing significance of this topic in mathematics and computer science. There is a clear need for texts that meet the needs of students and lecturers and this book, based on the author's lecture at ETH Zurich, is an ideal practical student guide to scientific computing on parallel computers working up from a hardware instruction level, to shared memory machines, and finally to distributed memory machines.Aimed at advanced undergraduate and graduate students in applied mathematics, computer science, and engineering, subjects covered include linear algebra, fast Fourier transform, and Monte-Carlo simulations, including examples in C and, in some cases, Fortran. This book is also ideal for practitioners and programmers.

This book introduces the finite element and boundary element methods (FEM & BEM) for applications to quantum mechanical systems. A discretization of the action integral with finite elements, followed by application of variational principles, brings a very general approach to the solution of Schroedinger's equation for physical systems in arbitrary geometries with complex mixed boundary conditions. The variational approach is a common thread through the book and is used for the improvement of solutions to spectroscopic accuracy, to adaptively improve finite element meshs, to develop a time-dependent theory, and also to generate the solution of large sparse matrix eigenvalue problems. A thorough introduction to BEM is given using the modelling of surface plasmons, quantum electron waveguides, and quantum scattering as illustrative examples. The book should be useful to graduate students and researchers in basic quantum theory, quantum semiconductor modeling, computational physics, mathematics and chemistry.

This book introduces the finite element and boundary element methods (FEM & BEM) for applications to quantum mechanical systems. A discretization of the action integral with finite elements, followed by application of variational principles, brings a very general approach to the solution of Schroedinger's equation for physical systems in arbitrary geometries with complex mixed boundary conditions. The variational approach is a common thread through the book and is used for the improvement of solutions to spectroscopic accuracy, to adaptively improve finite element meshs, to develop a time-dependent theory, and also to generate the solution of large sparse matrix eigenvalue problems. A thorough introduction to BEM is given using the modelling of surface plasmons, quantum electron waveguides, and quantum scattering as illustrative examples. The book should be useful to graduate students and researchers in basic quantum theory, quantum semiconductor modeling, computational physics, mathematics and chemistry

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example.This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics series, which includes texts based on taught courses that explain the mathematical or computational techniques required for the resolution of fundamental applied problems, from the undergraduate through to the graduate level. Other books in the series include: Jordan & Smith: Nonlinear Ordinary Differential Equations: An introduction to Dynamical Systems; Sobey: Introduction to Interactive Boundary Layer Theory; Scott: Nonlinear Science: Emergence and Dynamics of Coherent Structures; Tayler: Mathematical Models in Applied Mechanics; Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics; Elishakoff and Ren: Finite Element Methods for Structures with Large Stochastic Variations.

Monte-Carlo methods is the generic term given to numerical methods that use sampling of random numbers. This text is aimed at graduate students in mathematics, physics, engineering, economics, finance, and the biosciences that are interested in using Monte-Carlo methods for the resolution of partial differential equations, transport equations, the Boltzmann equation and the parabolic equations of diffusion. It includes applied examples, particularly in mathematical finance, along with discussion of the limits of the methods and description of specific techniques used in practice for each example.This is the sixth volume in the Oxford Texts in Applied and Engineering Mathematics series, which includes texts based on taught courses that explain the mathematical or computational techniques required for the resolution of fundamental applied problems, from the undergraduate through to the graduate level. Other books in the series include: Jordan & Smith: Nonlinear Ordinary Differential Equations: An introduction to Dynamical Systems; Sobey: Introduction to Interactive Boundary Layer Theory; Scott: Nonlinear Science: Emergence and Dynamics of Coherent Structures; Tayler: Mathematical Models in Applied Mechanics; Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics; Elishakoff and Ren: Finite Element Methods for Structures with Large Stochastic Variations.

The finite element method (FEM) can be successfully applied to various field problems in solid mechanics, fluid mechanics and electrical engineering. FEM is a numerical method widely used in computer aided engineering, which allows for modelling and analysis of engineering and mathematical problems, e.g. safety testing. This reference text is the first to discuss finite element methods for structures with large stochastic variations. Stochastic variations are those that follow a random probability distribution or pattern and whose behaviour may be analysed statistically but not predicted precisely. Graduate students, lecturers, and researchers in mathematics, engineering, and scientific computation will find this a very useful reference. This book is the latest in the Oxford Texts in Applied and Engineering Mathematics series, which includes texts based on taught courses that explain the mathematical or computational techniques required for the resolution of fundamental applied problems, from the undergraduate through to the graduate level. Other books in the series include: Jordan & Smith: Nonlinear Ordinary Differential Equations: an introduction to dynamical systems; Sobey: Introduction to Interactive Boundary Layer Theory; Scott: Nonlinear Science: emergence and dynamics of coherent structures; Tayler: Mathematical Models in Applied Mechanics; Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics.

This new edition, interspersed with numerous footnotes and topical exercises, is aimed at students of mathematics, engineering and physics seeking a comprehensive text in the applications of PDEs.

Partial differential equations are a central concept in mathematics. They are used in mathematical models of a huge range of real-world phenomena, from electromagnetism to financial markets. This new edition of the well-known text by Ockendon et al., providing an enthusiastic and clear guide to the theory and applications of PDEs, provides timely updates on: transform methods (especially multidimensional Fourier transforms and the Radon transform); explicit representations of general solutions of the wave equation; bifurcations; the Wiener-Hopf method; free surface flows; American options; the Monge-Ampere equation; linear elasticity and complex characteristics; as well as numerous topical exercises.This book is ideal for students of mathematics, engineering and physics seeking a comprehensive text in the modern applications of PDEs

Much mathematical modelling has involved the assumption that physical systems are approximately linear, leading to the construction of equations which, although relatively easy to solve, are unrealistic and overlook significant phenomena. Models assuming nonlinear systems, however, lead to the emergence of new structures that reflect reality much more closely. This second edition of Nonlinear Science, covers several important areas of nonlinear science, and places a strong emphasis on applications to realistic problems. It includes numerous new topics such as empirical results in molecular dynamics, solid-state physics, neuroscience, fluid dynamics, and biophysics; numerous new exercises and solutions; updated sections on nerve impulse dynamics, quantum-theory of pump-probe measures, and local modes on lattices. With over 350 problems, including hints and solutions, this is an invaluable resource for graduate students and researchers in the applied sciences, mathematics, biology, physics and engineering.This is the latest title in the Oxford Texts in Applied and Engineering Mathematics, which includes a range of texts from the undergraduate through to the graduate level. Most titles should be based on taught courses which explain the mathematical or computational techniques required for the resolution of fundamental applied problems. Other books in the series include: D. W. Jordan and P. Smith: Nonlinear ordinary differential equations: an introduction to dynamical systems 3rd Edition; I. J. Sobey: Introduction to interactive boundary layer theory; A. B. Tayler: Mathematical Models in Applied Mechanics (reissue); Ramdas Ram-Mohan: Finite Element and Boundary Element Applications in Quantum Mechanics; Lapeyre et al: Introduction to Monte-Carlo Methods for Transport and Diffusion Equations; Isaac Elishakoff & Yong Jin Ren: Finite Element Methods for Structures with Large Stochastic Variations

This is a thoroughly updated and expanded 4th edition of the classic text Nonlinear Ordinary Differential Equations by Dominic Jordan and Peter Smith. Including numerous worked examples and diagrams, further exercises have been incorporated into the text and answers are provided at the back of the book. Topics include phase plane analysis, nonlinear damping, small parameter expansions and singular perturbations, stability, Liapunov methods, Poincare sequences, homoclinic bifurcation and Liapunov exponents.Over 500 end-of-chapter problems are also included and as an additional resource fully-worked solutions to these are provided in the accompanying text Nonlinear Ordinary Differential Equations: Problems and Solutions, (OUP, 2007). Both texts cover a wide variety of applications whilst keeping mathematical prequisites to a minimum making these an ideal resource for students and lecturers in engineering, mathematics and the sciences.

This is a thoroughly updated and expanded 4th edition of the classic text Nonlinear Ordinary Differential Equations by Dominic Jordan and Peter Smith. Including numerous worked examples and diagrams, further exercises have been incorporated into the text and answers are provided at the back of the book. Topics include phase plane analysis, nonlinear damping, small parameter expansions and singular perturbations, stability, Liapunov methods, Poincare sequences, homoclinic bifurcation and Liapunov exponents.Over 500 end-of-chapter problems are also included and as an additional resource fully-worked solutions to these are provided in the accompanying text Nonlinear Ordinary Differential Equations: Problems and Solutions, (OUP, 2007). Both texts cover a wide variety of applications whilst keeping mathematical prequisites to a minimum making these an ideal resource for students and lecturers in engineering, mathematics and the sciences.

An ideal companion to the new 4th Edition of Nonlinear Ordinary Differential Equations by Jordan and Smith (OUP, 2007), this text contains over 500 problems and fully-worked solutions in nonlinear differential equations. With 272 figures and diagrams, subjects covered include phase diagrams in the plane, classification of equilibrium points, geometry of the phase plane, perturbation methods, forced oscillations, stability, Mathieu's equation, Liapunov methods, bifurcations and manifolds, homoclinic bifurcation, and Melnikov's method. The problems are of variable difficulty; some are routine questions, others are longer and expand on concepts discussed in Nonlinear Ordinary Differential Equations 4th Edition, and in most cases can be adapted for coursework or self-study. Both texts cover a wide variety of applications whilst keeping mathematical prequisites to a minimum making these an ideal resource for students and lecturers in engineering, mathematics and the sciences.

Classical mechanics, one of the oldest branches of science, has undergone a long evolution, developing hand in hand with many areas of mathematics, including calculus, differential geometry, and the theory of Lie groups and Lie algebras. The modern formulations of Lagrangian and Hamiltonian mechanics, in the coordinate-free language of differential geometry, are elegant and general. They provide a unifying framework for many seemingly disparate physical systems, such as n–particle systems, rigid bodies, fluids and other continua, and electromagnetic and quantum systems.Geometric Mechanics and Symmetry is a friendly and fast-paced introduction to the geometric approach to classical mechanics, suitable for a one- or two- semester course for beginning graduate students or advanced undergraduates. It fills a gap between traditional classical mechanics texts and advanced modern mathematical treatments of the subject. After a summary of the necessary elements of calculus on smooth manifolds and basic Lie group theory, the main body of the text considers how symmetry reduction of Hamilton's principle allows one to derive and analyze the Euler-Poincaré equations for dynamics on Lie groups.Additional topics deal with rigid and pseudo-rigid bodies, the heavy top, shallow water waves, geophysical fluid dynamics and computational anatomy. The text ends with a discussion of the semidirect-product Euler-Poincaré reduction theorem for ideal fluid dynamics.A variety of examples and figures illustrate the material, while the many exercises, both solved and unsolved, make the book a valuable class text.