Download or read book Richardson Extrapolation written by Zahari Zlatev and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-11-07 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scientists and engineers are mainly using Richardson extrapolation as a computational tool for increasing the accuracy of various numerical algorithms for the treatment of systems of ordinary and partial differential equations and for improving the computational efficiency of the solution process by the automatic variation of the time-stepsizes. A third issue, the stability of the computations, is very often the most important one and, therefore, it is the major topic studied in all chapters of this book. Clear explanations and many examples make this text an easy-to-follow handbook for applied mathematicians, physicists and engineers working with scientific models based on differential equations. Contents The basic properties of Richardson extrapolation Richardson extrapolation for explicit Runge-Kutta methods Linear multistep and predictor-corrector methods Richardson extrapolation for some implicit methods Richardson extrapolation for splitting techniques Richardson extrapolation for advection problems Richardson extrapolation for some other problems General conclusions
Download or read book Richardson Extrapolation written by Zahari Zlatev and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-11-07 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scientists and engineers are mainly using Richardson extrapolation as a computational tool for increasing the accuracy of various numerical algorithms for the treatment of systems of ordinary and partial differential equations and for improving the computational efficiency of the solution process by the automatic variation of the time-stepsizes. A third issue, the stability of the computations, is very often the most important one and, therefore, it is the major topic studied in all chapters of this book. Clear explanations and many examples make this text an easy-to-follow handbook for applied mathematicians, physicists and engineers working with scientific models based on differential equations. Contents The basic properties of Richardson extrapolation Richardson extrapolation for explicit Runge-Kutta methods Linear multistep and predictor-corrector methods Richardson extrapolation for some implicit methods Richardson extrapolation for splitting techniques Richardson extrapolation for advection problems Richardson extrapolation for some other problems General conclusions
Download or read book Application of Richardson s Extrapolation to Numerical Evaluation of Sonic boom Integrals written by William B. Igoe and published by . This book was released on 1967 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Digital Nets and Sequences written by Josef Dick and published by Cambridge University Press. This book was released on 2010-09-09 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasi–Monte Carlo methods, digital nets and sequences, and discrepancy theory starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi–Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and illustrations.
Download or read book Practical Extrapolation Methods written by Avram Sidi and published by Cambridge University Press. This book was released on 2003-06-05 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Table of contents
Download or read book Fundamentals of Engineering Numerical Analysis written by Parviz Moin and published by Cambridge University Press. This book was released on 2001-08-20 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: Engineers need hands-on experience in solving complex engineering problems with computers. This text introduces numerical methods and shows how to develop, analyze, and use them. A thorough and practical book, it is is intended as a first course in numerical analysis, primarily for beginning graduate students in engineering and physical science. Along with mastering the fundamentals of numerical methods, students will learn to write their own computer programs using standard numerical methods. They will learn what factors affect accuracy, stability, and convergence. A special feature is the numerous examples and exercises that are included to give students first-hand experience.
Download or read book Richardson Extrapolation written by Zahari Zlatev and published by . This book was released on 2018 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Numerical Methods in Engineering with Python written by Jaan Kiusalaas and published by Cambridge University Press. This book was released on 2010-01-29 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is for engineering students and a reference for practising engineers, especially those who wish to explore Python. This new edition features 18 additional exercises and the addition of rational function interpolation. Brent's method of root finding was replaced by Ridder's method, and the Fletcher-Reeves method of optimization was dropped in favor of the downhill simplex method. Each numerical method is explained in detail, and its shortcomings are pointed out. The examples that follow individual topics fall into two categories: hand computations that illustrate the inner workings of the method and small programs that show how the computer code is utilized in solving a problem. This second edition also includes more robust computer code with each method, which is available on the book website. This code is made simple and easy to understand by avoiding complex bookkeeping schemes, while maintaining the essential features of the method.
Download or read book Advanced Mathematical Methods for Scientists and Engineers I written by Carl M. Bender and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: A clear, practical and self-contained presentation of the methods of asymptotics and perturbation theory for obtaining approximate analytical solutions to differential and difference equations. Aimed at teaching the most useful insights in approaching new problems, the text avoids special methods and tricks that only work for particular problems. Intended for graduates and advanced undergraduates, it assumes only a limited familiarity with differential equations and complex variables. The presentation begins with a review of differential and difference equations, then develops local asymptotic methods for such equations, and explains perturbation and summation theory before concluding with an exposition of global asymptotic methods. Emphasizing applications, the discussion stresses care rather than rigor and relies on many well-chosen examples to teach readers how an applied mathematician tackles problems. There are 190 computer-generated plots and tables comparing approximate and exact solutions, over 600 problems of varying levels of difficulty, and an appendix summarizing the properties of special functions.
Download or read book Numerical Methods and Applications written by Ivan Georgiev and published by Springer Nature. This book was released on 2023-05-15 with total page 365 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-conference proceedings of the 10th International Conference on Numerical Methods and Applications, NMA 2022, held in Borovets, Bulgaria, in August 2022.The 30 revised regular papers presented were carefully reviewed and selected from 38 submissions for inclusion in this book. The papers are organized in the following topical sections: numerical search and optimization; problem-driven numerical method: motivation and application, numerical methods for fractional diffusion problems; orthogonal polynomials and numerical quadratures; and Monte Carlo and Quasi-Monte Carlo methods.
Download or read book Numerical Methods in Finance written by L. C. G. Rogers and published by Cambridge University Press. This book was released on 1997-06-26 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.
Download or read book Asymptotic Analysis and Perturbation Theory written by William Paulsen and published by CRC Press. This book was released on 2013-07-18 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beneficial to both beginning students and researchers, Asymptotic Analysis and Perturbation Theory immediately introduces asymptotic notation and then applies this tool to familiar problems, including limits, inverse functions, and integrals. Suitable for those who have completed the standard calculus sequence, the book assumes no prior knowledge of differential equations. It explains the exact solution of only the simplest differential equations, such as first-order linear and separable equations. With varying levels of problems in each section, this self-contained text makes the difficult subject of asymptotics easy to comprehend. Along the way, it explores the properties of some important functions in applied mathematics. Although the book emphasizes problem solving, some proofs are scattered throughout to give readers a justification for the methods used.
Download or read book Numerical Recipes 3rd Edition written by William H. Press and published by Cambridge University Press. This book was released on 2007-09-06 with total page 1195 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do you want easy access to the latest methods in scientific computing? This greatly expanded third edition of Numerical Recipes has it, with wider coverage than ever before, many new, expanded and updated sections, and two completely new chapters. The executable C++ code, now printed in colour for easy reading, adopts an object-oriented style particularly suited to scientific applications. Co-authored by four leading scientists from academia and industry, Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Highlights of the new material include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior point methods for linear programming; MCMC; an expanded treatment of ODEs with completely new routines; and many new statistical distributions. For support, or to subscribe to an online version, please visit www.nr.com.
Download or read book Extrapolation and Rational Approximation written by Claude Brezinski and published by Springer Nature. This book was released on 2020-11-30 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book paints a fresco of the field of extrapolation and rational approximation over the last several centuries to the present through the works of their primary contributors. It can serve as an introduction to the topics covered, including extrapolation methods, Padé approximation, orthogonal polynomials, continued fractions, Lanczos-type methods etc.; it also provides in depth discussion of the many links between these subjects. A highlight of this book is the presentation of the human side of the fields discussed via personal testimonies from contemporary researchers, their anecdotes, and their exclusive remembrances of some of the “actors.” This book shows how research in this domain started and evolved. Biographies of other scholars encountered have also been included. An important branch of mathematics is described in its historical context, opening the way to new developments. After a mathematical introduction, the book contains a precise description of the mathematical landscape of these fields spanning from the 19th century to the first part of the 20th. After an analysis of the works produced after that period (in particular those of Richardson, Aitken, Shanks, Wynn, and others), the most recent developments and applications are reviewed.
Download or read book Introduction To Numerical Computation An Second Edition written by Wen Shen and published by World Scientific. This book was released on 2019-08-28 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book serves as a set of lecture notes for a senior undergraduate level course on the introduction to numerical computation, which was developed through 4 semesters of teaching the course over 10 years. The book requires minimum background knowledge from the students, including only a three-semester of calculus, and a bit on matrices.The book covers many of the introductory topics for a first course in numerical computation, which fits in the short time frame of a semester course. Topics range from polynomial approximations and interpolation, to numerical methods for ODEs and PDEs. Emphasis was made more on algorithm development, basic mathematical ideas behind the algorithms, and the implementation in Matlab.The book is supplemented by two sets of videos, available through the author's YouTube channel. Homework problem sets are provided for each chapter, and complete answer sets are available for instructors upon request.The second edition contains a set of selected advanced topics, written in a self-contained manner, suitable for self-learning or as additional material for an honored version of the course. Videos are also available for these added topics.
Download or read book Large Scale Scientific Computing written by Ivan Lirkov and published by Springer Science & Business Media. This book was released on 2010-04-23 with total page 855 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 7th International Conference on Large-Scale Scienti?c Computations (LSSC 2009) was held in Sozopol, Bulgaria, June 4–8, 2009. The conference was organized and sponsored by the Institute for Parallel Processing at the B- garian Academy of Sciences. The conference was devoted to the 70th birthday anniversary of Professor Zahari Zlatev. The Bulgarian Academy of Sciences awarded him the Marin Drinov medal on ribbon for his outstanding results in environmental mat- matics and for his contributions to the Bulgarian mathematical society and the Academy of Sciences. The plenary invited speakers and lectures were: – P. Arbenz, “?Finite Element Analysis of Human Bone Structures” – Y. Efendiev, “Mixed Multiscale Finite Element Methods Using Limited Global Information” – U. Langer, “Fast Solvers for Non-Linear Time-Harmonic Problems” – T. Manteu?el, “First-Order System Least-Squares Approach to Resistive Magnetohydrodynamic Equations” – K. Sabelfeld, “Stochastic Simulation for Solving Random Boundary Value Problems and Some Applications” – F. Tro ¨ltzsch,“OnFinite ElementErrorEstimatesforOptimalControlPr- lems with Elliptic PDEs” – Z. Zlatev, “On Some Stability Properties of the Richardson Extrapolation Applied Together with the ?-method” The success of the conference and the present volume in particular are an outcome of the joint e?orts of many partnersfrom various institutions and or- nizations. Firstwe wouldlike to thank allthe membersofthe Scienti?c Comm- tee for their valuable contribution forming the scienti?c face of the conference, as well as for their help in reviewing contributed papers. We especially thank the organizers of the special sessions.
Download or read book Advances in Heavy Tailed Risk Modeling written by Gareth W. Peters and published by John Wiley & Sons. This book was released on 2015-05-21 with total page 667 pages. Available in PDF, EPUB and Kindle. Book excerpt: ADVANCES IN HEAVY TAILED RISK MODELING A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes. A companion with Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the handbook provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distribution approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modeling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The handbook is also useful for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.
