Download or read book Convergence Approximation and Differential Equations written by Eugene A. Herman and published by John Wiley & Sons. This book was released on 1986 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new approach to the teaching of undergraduate level mathematics that includes topics from numerical analysis, calculus and differential equations. It stresses a modern viewpoint, combining both computational and theoretical aspects that will help students use the computer as a daily tool as well as aid them in the understanding of basic theoretical concepts. Numerous examples, applications and exercise sets are also included in the text.

Download or read book Convergence Estimates in Approximation Theory written by Vijay Gupta and published by Springer Science & Business Media. This book was released on 2014-01-08 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of linear positive operators is an area of mathematical studies with significant relevance to studies of computer-aided geometric design, numerical analysis, and differential equations. This book focuses on the convergence of linear positive operators in real and complex domains. The theoretical aspects of these operators have been an active area of research over the past few decades. In this volume, authors Gupta and Agarwal explore new and more efficient methods of applying this research to studies in Optimization and Analysis. The text will be of interest to upper-level students seeking an introduction to the field and to researchers developing innovative approaches.

Download or read book Weak Convergence Methods for Nonlinear Partial Differential Equations written by Lawrence C. Evans and published by American Mathematical Soc.. This book was released on 1990 with total page 98 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Expository lectures from the the CBMS Regional Conference held at Loyola University of Chicago, June 27-July 1, 1988."--T.p. verso.

Download or read book Convergence Approximation and Differential Equatio Ns written by Herman and published by . This book was released on 1987-05 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new approach to the teaching of undergraduate level mathematics that includes topics from numerical analysis, calculus and differential equations. It stresses a modern viewpoint, combining both computational and theoretical aspects that will help students use the computer as a daily tool as well as aid them in the understanding of basic theoretical concepts. Numerous examples, applications and exercise sets are also included in the text.

Download or read book On the Convergence of Discrete Approximations to the Navier Stokes Equations written by Alexandre Jo©·el Chorin and published by . This book was released on 1968 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Analysis of Approximation Methods for Differential and Integral Equations written by Hans-Jürgen Reinhardt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is primarily based on the research done by the Numerical Analysis Group at the Goethe-Universitat in Frankfurt/Main, and on material presented in several graduate courses by the author between 1977 and 1981. It is hoped that the text will be useful for graduate students and for scientists interested in studying a fundamental theoretical analysis of numerical methods along with its application to the most diverse classes of differential and integral equations. The text treats numerous methods for approximating solutions of three classes of problems: (elliptic) boundary-value problems, (hyperbolic and parabolic) initial value problems in partial differential equations, and integral equations of the second kind. The aim is to develop a unifying convergence theory, and thereby prove the convergence of, as well as provide error estimates for, the approximations generated by specific numerical methods. The schemes for numerically solving boundary-value problems are additionally divided into the two categories of finite difference methods and of projection methods for approximating their variational formulations.

Download or read book On the Convergence of Discrete Approximations to the Navier Stokes Equations Classic Reprint written by Alexandre Joel Chorin and published by Forgotten Books. This book was released on 2017-12-19 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from On the Convergence of Discrete Approximations to the Navier-Stokes Equations In the present paper we shall adopt a different point of view. We shall assume that the differential equations have a solution with a certain number of continuous derivatives. Armed with this knowledge, we shall study difference schemes which are not merely usable, but even efficient. The methods analyzed are based on the following observations: Equation (1) About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Download or read book Approximate Global Convergence and Adaptivity for Coefficient Inverse Problems written by Larisa Beilina and published by Springer Science & Business Media. This book was released on 2012-03-09 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approximate Global Convergence and Adaptivity for Coefficient Inverse Problems is the first book in which two new concepts of numerical solutions of multidimensional Coefficient Inverse Problems (CIPs) for a hyperbolic Partial Differential Equation (PDE) are presented: Approximate Global Convergence and the Adaptive Finite Element Method (adaptivity for brevity). Two central questions for CIPs are addressed: How to obtain a good approximations for the exact solution without any knowledge of a small neighborhood of this solution, and how to refine it given the approximation. The book also combines analytical convergence results with recipes for various numerical implementations of developed algorithms. The developed technique is applied to two types of blind experimental data, which are collected both in a laboratory and in the field. The result for the blind backscattering experimental data collected in the field addresses a real world problem of imaging of shallow explosives.

Download or read book Analysis and Approximation of Rare Events written by Amarjit Budhiraja and published by Springer. This book was released on 2019-08-10 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents broadly applicable methods for the large deviation and moderate deviation analysis of discrete and continuous time stochastic systems. A feature of the book is the systematic use of variational representations for quantities of interest such as normalized logarithms of probabilities and expected values. By characterizing a large deviation principle in terms of Laplace asymptotics, one converts the proof of large deviation limits into the convergence of variational representations. These features are illustrated though their application to a broad range of discrete and continuous time models, including stochastic partial differential equations, processes with discontinuous statistics, occupancy models, and many others. The tools used in the large deviation analysis also turn out to be useful in understanding Monte Carlo schemes for the numerical approximation of the same probabilities and expected values. This connection is illustrated through the design and analysis of importance sampling and splitting schemes for rare event estimation. The book assumes a solid background in weak convergence of probability measures and stochastic analysis, and is suitable for advanced graduate students, postdocs and researchers.

Download or read book Evolution Equations And Approximations written by Kazufumi Ito and published by World Scientific. This book was released on 2002-05-24 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents an approximation theory for a general class of nonlinear evolution equations in Banach spaces and the semigroup theory, including the linear (Hille-Yosida), nonlinear (Crandall-Liggett) and time-dependent (Crandall-Pazy) theorems.The implicit finite difference method of Euler is shown to generate a sequence convergent to the unique integral solution of evolution equations of the maximal monotone type. Moreover, the Chernoff theory provides a sufficient condition for consistent and stable time integration of time-dependent nonlinear equations. The Trotter-Kato theorem and the Lie-Trotter type product formula give a mathematical framework for the convergence analysis of numerical approximations of solutions to a general class of partial differential equations. This book contains examples demonstrating the applicability of the generation as well as the approximation theory.In addition, the Kobayashi-Oharu approach of locally quasi-dissipative operators is discussed for homogeneous as well as nonhomogeneous equations. Applications to the delay differential equations, Navier-Stokes equation and scalar conservation equation are given.

Download or read book An Introduction to G Convergence written by Gianni Dal Maso and published by Springer Science & Business Media. This book was released on 1993 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last twentyfive years have seen an increasing interest for variational convergences and for their applications to different fields, like homogenization theory, phase transitions, singular perturbations, boundary value problems in wildly perturbed domains, approximation of variatonal problems, and non­ smooth analysis. Among variational convergences, De Giorgi's r-convergence plays a cen­ tral role for its compactness properties and for the large number of results concerning r -limits of integral functionals. Moreover, almost all other varia­ tional convergences can be easily expressed in the language of r -convergence. This text originates from the notes of the courses on r -convergence held by the author in Trieste at the International School for Advanced Studies (S. I. S. S. A. ) during the academic years 1983-84,1986-87, 1990-91, and in Rome at the Istituto Nazionale di Alta Matematica (I. N. D. A. M. ) during the spring of 1987. This text is far from being a treatise on r -convergence and its appli­ cations.

Download or read book Numerical Approximation of Partial Differential Equations written by Alfio Quarteroni and published by Springer Science & Business Media. This book was released on 2009-02-11 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everything is more simple than one thinks but at the same time more complex than one can understand Johann Wolfgang von Goethe To reach the point that is unknown to you, you must take the road that is unknown to you St. John of the Cross This is a book on the numerical approximation ofpartial differential equations (PDEs). Its scope is to provide a thorough illustration of numerical methods (especially those stemming from the variational formulation of PDEs), carry out their stability and convergence analysis, derive error bounds, and discuss the algorithmic aspects relative to their implementation. A sound balancing of theoretical analysis, description of algorithms and discussion of applications is our primary concern. Many kinds of problems are addressed: linear and nonlinear, steady and time-dependent, having either smooth or non-smooth solutions. Besides model equations, we consider a number of (initial-) boundary value problems of interest in several fields of applications. Part I is devoted to the description and analysis of general numerical methods for the discretization of partial differential equations. A comprehensive theory of Galerkin methods and its variants (Petrov Galerkin and generalized Galerkin), as wellas ofcollocationmethods, is devel oped for the spatial discretization. This theory is then specified to two numer ical subspace realizations of remarkable interest: the finite element method (conforming, non-conforming, mixed, hybrid) and the spectral method (Leg endre and Chebyshev expansion).

Download or read book Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory written by Harold Joseph Kushner and published by MIT Press. This book was released on 1984 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of approximation and limit theorems and methods for random processes and applies them to numerous problems of practical importance. In particular, it develops usable and broad conditions and techniques for showing that a sequence of processes converges to a Markov diffusion or jump process. This is useful when the natural physical model is quite complex, in which case a simpler approximation la diffusion process, for example) is usually made. The book simplifies and extends some important older methods and develops some powerful new ones applicable to a wide variety of limit and approximation problems. The theory of weak convergence of probability measures is introduced along with general and usable methods (for example, perturbed test function, martingale, and direct averaging) for proving tightness and weak convergence. Kushner's study begins with a systematic development of the method. It then treats dynamical system models that have state-dependent noise or nonsmooth dynamics. Perturbed Liapunov function methods are developed for stability studies of nonMarkovian problems and for the study of asymptotic distributions of non-Markovian systems. Three chapters are devoted to applications in control and communication theory (for example, phase-locked loops and adoptive filters). Smallnoise problems and an introduction to the theory of large deviations and applications conclude the book. Harold J. Kushner is Professor of Applied Mathematics and Engineering at Brown University and is one of the leading researchers in the area of stochastic processes concerned with analysis and synthesis in control and communications theory. This book is the sixth in The MIT Press Series in Signal Processing, Optimization, and Control, edited by Alan S. Willsky.

Download or read book Stochastic Differential Equations written by Peter H. Baxendale and published by World Scientific. This book was released on 2007 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract attention of mathematicians of all generations, because, together with a short but thorough introduction to SPDEs, it presents a number of optimal and essentially non-improvable results about solvability for a large class of both linear and non-linear equations.

Download or read book Analysis of Finite Difference Schemes written by Boško S. Jovanović and published by Springer Science & Business Media. This book was released on 2013-10-22 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops a systematic and rigorous mathematical theory of finite difference methods for linear elliptic, parabolic and hyperbolic partial differential equations with nonsmooth solutions. Finite difference methods are a classical class of techniques for the numerical approximation of partial differential equations. Traditionally, their convergence analysis presupposes the smoothness of the coefficients, source terms, initial and boundary data, and of the associated solution to the differential equation. This then enables the application of elementary analytical tools to explore their stability and accuracy. The assumptions on the smoothness of the data and of the associated analytical solution are however frequently unrealistic. There is a wealth of boundary – and initial – value problems, arising from various applications in physics and engineering, where the data and the corresponding solution exhibit lack of regularity. In such instances classical techniques for the error analysis of finite difference schemes break down. The objective of this book is to develop the mathematical theory of finite difference schemes for linear partial differential equations with nonsmooth solutions. Analysis of Finite Difference Schemes is aimed at researchers and graduate students interested in the mathematical theory of numerical methods for the approximate solution of partial differential equations.

Download or read book Homotopy Analysis Method in Nonlinear Differential Equations written by Shijun Liao and published by Springer Science & Business Media. This book was released on 2012-06-22 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Homotopy Analysis Method in Nonlinear Differential Equations" presents the latest developments and applications of the analytic approximation method for highly nonlinear problems, namely the homotopy analysis method (HAM). Unlike perturbation methods, the HAM has nothing to do with small/large physical parameters. In addition, it provides great freedom to choose the equation-type of linear sub-problems and the base functions of a solution. Above all, it provides a convenient way to guarantee the convergence of a solution. This book consists of three parts. Part I provides its basic ideas and theoretical development. Part II presents the HAM-based Mathematica package BVPh 1.0 for nonlinear boundary-value problems and its applications. Part III shows the validity of the HAM for nonlinear PDEs, such as the American put option and resonance criterion of nonlinear travelling waves. New solutions to a number of nonlinear problems are presented, illustrating the originality of the HAM. Mathematica codes are freely available online to make it easy for readers to understand and use the HAM. This book is suitable for researchers and postgraduates in applied mathematics, physics, nonlinear mechanics, finance and engineering. Dr. Shijun Liao, a distinguished professor of Shanghai Jiao Tong University, is a pioneer of the HAM.

Download or read book On the Convergence of Finite Difference Approximations to the Solution of Systems of Quasilinear Hyperbolic Partial Differential Equations with Singular Co efficients written by Leon Nemerever and published by . This book was released on 1952 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt: