Studies in Mathematics and its Applications – serie

This book deals with numerical methods for solving large sparse linear systems of equations, particularly those arising from the discretization of partial differential equations. It covers both direct and iterative methods. Direct methods which are considered are variants of Gaussian elimination and fast solvers for separable partial differential equations in rectangular domains. The book reviews the classical iterative methods like Jacobi, Gauss-Seidel and alternating directions algorithms. A particular emphasis is put on the conjugate gradient as well as conjugate gradient -like methods for non symmetric problems. Most efficient preconditioners used to speed up convergence are studied. A chapter is devoted to the multigrid method and the book ends with domain decomposition algorithms that are well suited for solving linear systems on parallel computers.

This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Coll�ge de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions.

The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, operations research, fluids and continuum mechanics, nonlinear dynamics, meteorology and climate, homogenization and material science, numerical analysis and scientific computations

The book is of interest to everyone from postgraduate, who wishes to follow the most recent progress in these fields.

1. Self-contained introduction to wavelet bases and related numerical algorithms, from the simplest examples to the most numerically useful general constructions.

2. Full treatment of the theoretical foundations that are crucial for the analysisof wavelets and other related multiscale methods : function spaces, linear and nonlinear approximation, interpolation theory.

3. Applications of these concepts to the numerical treatment of partial differential equations : multilevel preconditioning, sparse approximations of differential and integral operators, adaptive discretization strategies.

In the nonlinear case, again after ad hoc scalings have been performed, it is shown that the leading term of a formal asymptotic expansion of the three-dimensional solution satisfies well-known two-dimensional equations, such as those of the nonlinear Kirchhoff-Love theory, or the von Kármán equations. Special attention is also given to the first convergence result obtained in this case, which leads to two-dimensional large deformation, frame-indifferent, nonlinear membrane theories. It is also demonstrated that asymptotic methods can likewise be used for justifying other lower-dimensional equations of elastic shallow shells, and the coupled pluri-dimensional equations of elastic multi-structures, i.e., structures with junctions. In each case, the existence, uniqueness or multiplicity, and regularity of solutions to the limit equations obtained in this fashion are also studied.