Download or read book Stochastic Numerics for Mathematical Physics written by Grigori N. Milstein and published by Springer Nature. This book was released on 2021-12-03 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a substantially revised and expanded edition reflecting major developments in stochastic numerics since the first edition was published in 2004. The new topics, in particular, include mean-square and weak approximations in the case of nonglobally Lipschitz coefficients of Stochastic Differential Equations (SDEs) including the concept of rejecting trajectories; conditional probabilistic representations and their application to practical variance reduction using regression methods; multi-level Monte Carlo method; computing ergodic limits and additional classes of geometric integrators used in molecular dynamics; numerical methods for FBSDEs; approximation of parabolic SPDEs and nonlinear filtering problem based on the method of characteristics. SDEs have many applications in the natural sciences and in finance. Besides, the employment of probabilistic representations together with the Monte Carlo technique allows us to reduce the solution of multi-dimensional problems for partial differential equations to the integration of stochastic equations. This approach leads to powerful computational mathematics that is presented in the treatise. Many special schemes for SDEs are presented. In the second part of the book numerical methods for solving complicated problems for partial differential equations occurring in practical applications, both linear and nonlinear, are constructed. All the methods are presented with proofs and hence founded on rigorous reasoning, thus giving the book textbook potential. An overwhelming majority of the methods are accompanied by the corresponding numerical algorithms which are ready for implementation in practice. The book addresses researchers and graduate students in numerical analysis, applied probability, physics, chemistry, and engineering as well as mathematical biology and financial mathematics.
Download or read book Number Crunching written by Paul Nahin and published by Princeton University Press. This book was released on 2011-08-08 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: More stimulating mathematics puzzles from bestselling author Paul Nahin How do technicians repair broken communications cables at the bottom of the ocean without actually seeing them? What's the likelihood of plucking a needle out of a haystack the size of the Earth? And is it possible to use computers to create a universal library of everything ever written or every photo ever taken? These are just some of the intriguing questions that best-selling popular math writer Paul Nahin tackles in Number-Crunching. Through brilliant math ideas and entertaining stories, Nahin demonstrates how odd and unusual math problems can be solved by bringing together basic physics ideas and today's powerful computers. Some of the outcomes discussed are so counterintuitive they will leave readers astonished. Nahin looks at how the art of number-crunching has changed since the advent of computers, and how high-speed technology helps to solve fascinating conundrums such as the three-body, Monte Carlo, leapfrog, and gambler's ruin problems. Along the way, Nahin traverses topics that include algebra, trigonometry, geometry, calculus, number theory, differential equations, Fourier series, electronics, and computers in science fiction. He gives historical background for the problems presented, offers many examples and numerous challenges, supplies MATLAB codes for all the theories discussed, and includes detailed and complete solutions. Exploring the intimate relationship between mathematics, physics, and the tremendous power of modern computers, Number-Crunching will appeal to anyone interested in understanding how these three important fields join forces to solve today's thorniest puzzles.
Download or read book Encyclopedia of Applied and Computational Mathematics written by Björn Engquist and published by Springer. This book was released on 2016-12-16 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: EACM is a comprehensive reference work covering the vast field of applied and computational mathematics. Applied mathematics itself accounts for at least 60 per cent of mathematics, and the emphasis on computation reflects the current and constantly growing importance of computational methods in all areas of applications. EACM emphasizes the strong links of applied mathematics with major areas of science, such as physics, chemistry, biology, and computer science, as well as specific fields like atmospheric ocean science. In addition, the mathematical input to modern engineering and technology form another core component of EACM.
Download or read book Introduction To Computational Mathematics 2nd Edition written by Xin-she Yang and published by World Scientific Publishing Company. This book was released on 2014-11-26 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique book provides a comprehensive introduction to computational mathematics, which forms an essential part of contemporary numerical algorithms, scientific computing and optimization. It uses a theorem-free approach with just the right balance between mathematics and numerical algorithms. This edition covers all major topics in computational mathematics with a wide range of carefully selected numerical algorithms, ranging from the root-finding algorithm, numerical integration, numerical methods of partial differential equations, finite element methods, optimization algorithms, stochastic models, nonlinear curve-fitting to data modelling, bio-inspired algorithms and swarm intelligence. This book is especially suitable for both undergraduates and graduates in computational mathematics, numerical algorithms, scientific computing, mathematical programming, artificial intelligence and engineering optimization. Thus, it can be used as a textbook and/or reference book.
Download or read book Numerical Methods for Solving Inverse Problems of Mathematical Physics written by A. A. Samarskii and published by Walter de Gruyter. This book was released on 2008-08-27 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main classes of inverse problems for equations of mathematical physics and their numerical solution methods are considered in this book which is intended for graduate students and experts in applied mathematics, computational mathematics, and mathematical modelling.
Download or read book Mathematics and Computation written by Avi Wigderson and published by Princeton University Press. This book was released on 2019-10-29 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the winner of the Turing Award and the Abel Prize, an introduction to computational complexity theory, its connections and interactions with mathematics, and its central role in the natural and social sciences, technology, and philosophy Mathematics and Computation provides a broad, conceptual overview of computational complexity theory—the mathematical study of efficient computation. With important practical applications to computer science and industry, computational complexity theory has evolved into a highly interdisciplinary field, with strong links to most mathematical areas and to a growing number of scientific endeavors. Avi Wigderson takes a sweeping survey of complexity theory, emphasizing the field’s insights and challenges. He explains the ideas and motivations leading to key models, notions, and results. In particular, he looks at algorithms and complexity, computations and proofs, randomness and interaction, quantum and arithmetic computation, and cryptography and learning, all as parts of a cohesive whole with numerous cross-influences. Wigderson illustrates the immense breadth of the field, its beauty and richness, and its diverse and growing interactions with other areas of mathematics. He ends with a comprehensive look at the theory of computation, its methodology and aspirations, and the unique and fundamental ways in which it has shaped and will further shape science, technology, and society. For further reading, an extensive bibliography is provided for all topics covered. Mathematics and Computation is useful for undergraduate and graduate students in mathematics, computer science, and related fields, as well as researchers and teachers in these fields. Many parts require little background, and serve as an invitation to newcomers seeking an introduction to the theory of computation. Comprehensive coverage of computational complexity theory, and beyond High-level, intuitive exposition, which brings conceptual clarity to this central and dynamic scientific discipline Historical accounts of the evolution and motivations of central concepts and models A broad view of the theory of computation's influence on science, technology, and society Extensive bibliography
Download or read book Computational Mathematics and Applications written by Dia Zeidan and published by Springer. This book was released on 2020-11-24 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of invited and reviewed chapters on state-of-the-art developments in interdisciplinary mathematics. The book discusses recent developments in the fields of theoretical and applied mathematics, covering areas of interest to mathematicians, scientists, engineers, industrialists, researchers, faculty, and students. Readers will be exposed to topics chosen from a wide range of areas including differential equations, integral reforms, operational calculus, numerical analysis, fluid mechanics, and computer science. The aim of the book is to provide brief and reliably expressed research topics that will enable those new or not aware of mathematical sciences in this part of the world. While the book has not been precisely planned to address any branch of mathematics, it presents contributions of the relevant topics to do so. The topics chosen for the book are those that we have found of significant interest to many researchers in the world. These also are topics that are applicable in many fields of computational and applied mathematics. This book constitutes the first attempt in Jordanian literature to scientifically consider the extensive need of research development at the national and international levels with which mathematics deals. The book grew not only from the international collaboration between the authors but rather from the long need for a research-based book from different parts of the world for researchers and professionals working in computational and applied mathematics.
Download or read book Computational Mathematics and Mathematical Physics written by and published by . This book was released on 1992 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Mathematical Optics written by Vasudevan Lakshminarayanan and published by CRC Press. This book was released on 2012-12-14 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: Going beyond standard introductory texts, Mathematical Optics: Classical, Quantum, and Computational Methods brings together many new mathematical techniques from optical science and engineering research. Profusely illustrated, the book makes the material accessible to students and newcomers to the field. Divided into six parts, the text presents state-of-the-art mathematical methods and applications in classical optics, quantum optics, and image processing. Part I describes the use of phase space concepts to characterize optical beams and the application of dynamic programming in optical waveguides. Part II explores solutions to paraxial, linear, and nonlinear wave equations. Part III discusses cutting-edge areas in transformation optics (such as invisibility cloaks) and computational plasmonics. Part IV uses Lorentz groups, dihedral group symmetry, Lie algebras, and Liouville space to analyze problems in polarization, ray optics, visual optics, and quantum optics. Part V examines the role of coherence functions in modern laser physics and explains how to apply quantum memory channel models in quantum computers. Part VI introduces super-resolution imaging and differential geometric methods in image processing. As numerical/symbolic computation is an important tool for solving numerous real-life problems in optical science, many chapters include Mathematica® code in their appendices. The software codes and notebooks as well as color versions of the book’s figures are available at www.crcpress.com.
Download or read book Computational Mathematics with SageMath written by P. Zimmermann and published by SIAM. This book was released on 2018-12-10 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: This fantastic and deep book about how to use Sage for learning and doing mathematics at all levels perfectly complements the existing Sage documentation. It is filled with many carefully thought through examples and exercises, and great care has been taken to put computational functionality into proper mathematical context. Flip to almost any random page in this amazing book, and you will learn how to play with and visualize some beautiful part of mathematics. --- William A. Stein, CEO, SageMath, and professor of mathematics, University of Washington SageMath, or Sage for short, is an open-source mathematical software system based on the Python language and developed by an international community comprising hundreds of teachers and researchers, whose aim is to provide an alternative to the commercial products Magma, Maple, Mathematica, and MATLAB. To achieve this, Sage relies on many open-source programs, including GAP, Maxima, PARI, and various scientific libraries for Python, to which thousands of new functions have been added. Sage is freely available and is supported by all modern operating systems. Sage provides a wonderful scientific and graphical calculator for high school students, and it efficiently supports undergraduates in their computations in analysis, linear algebra, calculus, etc. For graduate students, researchers, and engineers in various mathematical specialties, Sage provides the most recent algorithms and tools, which is why several universities around the world already use Sage at the undergraduate level.
Download or read book Computational Mathematics and Variational Analysis written by Nicholas J. Daras and published by Springer Nature. This book was released on 2020-06-06 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a broad discussion of computational methods and theories on various classical and modern research problems from pure and applied mathematics. Readers conducting research in mathematics, engineering, physics, and economics will benefit from the diversity of topics covered. Contributions from an international community treat the following subjects: calculus of variations, optimization theory, operations research, game theory, differential equations, functional analysis, operator theory, approximation theory, numerical analysis, asymptotic analysis, and engineering. Specific topics include algorithms for difference of monotone operators, variational inequalities in semi-inner product spaces, function variation principles and normed minimizers, equilibria of parametrized N-player nonlinear games, multi-symplectic numerical schemes for differential equations, time-delay multi-agent systems, computational methods in non-linear design of experiments, unsupervised stochastic learning, asymptotic statistical results, global-local transformation, scattering relations of elastic waves, generalized Ostrowski and trapezoid type rules, numerical approximation, Szász Durrmeyer operators and approximation, integral inequalities, behaviour of the solutions of functional equations, functional inequalities in complex Banach spaces, functional contractions in metric spaces.
Download or read book Handbook of Mathematics and Computational Science written by John W. Harris and published by Springer Science & Business Media. This book was released on 1998-07-23 with total page 1064 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers thousands of up-to-date equations, formulas, tables, illustrations, and explanations into one invaluable volume. It includes over a thousand pages of mathematical material as well as chapters on probability, mathematical statistics, fuzzy logic, and neural networks. It also contains computer language overviews of C, Fortran, and Pascal.
Download or read book Experimentation in Mathematics written by Jonathan M. Borwein and published by CRC Press. This book was released on 2004-04-12 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: New mathematical insights and rigorous results are often gained through extensive experimentation using numerical examples or graphical images and analyzing them. Today computer experiments are an integral part of doing mathematics. This allows for a more systematic approach to conducting and replicating experiments. The authors address the role of
Download or read book Computational Partial Differential Equations written by Hans Petter Langtangen and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: Targeted at students and researchers in computational sciences who need to develop computer codes for solving PDEs, the exposition here is focused on numerics and software related to mathematical models in solid and fluid mechanics. The book teaches finite element methods, and basic finite difference methods from a computational point of view, with the main emphasis on developing flexible computer programs, using the numerical library Diffpack. Diffpack is explained in detail for problems including model equations in applied mathematics, heat transfer, elasticity, and viscous fluid flow. All the program examples, as well as Diffpack for use with this book, are available on the Internet. XXXXXXX NEUER TEXT This book is for researchers who need to develop computer code for solving PDEs. Numerical methods and the application of Diffpack are explained in detail. Diffpack is a modern C++ development environment that is widely used by industrial scientists and engineers working in areas such as oil exploration, groundwater modeling, and materials testing. All the program examples, as well as a test version of Diffpack, are available for free over the Internet.
Download or read book Prime Numbers and the Riemann Hypothesis written by Barry Mazur and published by Cambridge University Press. This book was released on 2016-04-11 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces prime numbers and explains the famous unsolved Riemann hypothesis.
Download or read book Computational Mathematics Algorithms and Data Processing written by Daniele Mortari and published by MDPI. This book was released on 2020-12-07 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Computational Mathematics, Algorithms, and Data Processing” of MDPI consists of articles on new mathematical tools and numerical methods for computational problems. Topics covered include: numerical stability, interpolation, approximation, complexity, numerical linear algebra, differential equations (ordinary, partial), optimization, integral equations, systems of nonlinear equations, compression or distillation, and active learning.
Download or read book A Course in Modern Mathematical Physics written by Peter Szekeres and published by Cambridge University Press. This book was released on 2004-12-16 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook, first published in 2004, provides an introduction to the major mathematical structures used in physics today.
