Matrices, Moments and Quadrature: Applications to Time- Dependent Partial Differential Equations

Matrices, Moments and Quadrature: Applications to Time- Dependent Partial Differential Equations
Author: James V. Lambers
Publisher:
Total Pages:
Release: 2016
Genre: Mathematics
ISBN:

Download Matrices, Moments and Quadrature: Applications to Time- Dependent Partial Differential Equations Book in PDF, Epub and Kindle

The numerical solution of a time-dependent PDE generally involves the solution of a stiff system of ODEs arising from spatial discretization of the PDE. There are many methods in the literature for solving such systems, such as exponential propagation iterative (EPI) methods, that rely on Krylov projection to compute matrix function-vector products. Unfortunately, as spatial resolution increases, these products require an increasing number of Krylov projection steps, thus drastically increasing computational expense.

Matrices, Moments and Quadrature with Applications

Matrices, Moments and Quadrature with Applications
Author: Gene H. Golub
Publisher: Princeton University Press
Total Pages: 376
Release: 2009-12-07
Genre: Mathematics
ISBN: 1400833884

Download Matrices, Moments and Quadrature with Applications Book in PDF, Epub and Kindle

This computationally oriented book describes and explains the mathematical relationships among matrices, moments, orthogonal polynomials, quadrature rules, and the Lanczos and conjugate gradient algorithms. The book bridges different mathematical areas to obtain algorithms to estimate bilinear forms involving two vectors and a function of the matrix. The first part of the book provides the necessary mathematical background and explains the theory. The second part describes the applications and gives numerical examples of the algorithms and techniques developed in the first part. Applications addressed in the book include computing elements of functions of matrices; obtaining estimates of the error norm in iterative methods for solving linear systems and computing parameters in least squares and total least squares; and solving ill-posed problems using Tikhonov regularization. This book will interest researchers in numerical linear algebra and matrix computations, as well as scientists and engineers working on problems involving computation of bilinear forms.

Applied Linear Algebra in Action

Applied Linear Algebra in Action
Author: Vasilios Katsikis
Publisher: BoD – Books on Demand
Total Pages: 175
Release: 2016-07-06
Genre: Mathematics
ISBN: 9535124196

Download Applied Linear Algebra in Action Book in PDF, Epub and Kindle

The present text book contains a collection of six high-quality articles. In particular, this book is devoted to Linear Mathematics by presenting problems in Applied Linear Algebra of general or special interest.

Space-Time Methods

Space-Time Methods
Author: Ulrich Langer
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 261
Release: 2019-09-23
Genre: Mathematics
ISBN: 3110548488

Download Space-Time Methods Book in PDF, Epub and Kindle

This volume provides an introduction to modern space-time discretization methods such as finite and boundary elements and isogeometric analysis for time-dependent initial-boundary value problems of parabolic and hyperbolic type. Particular focus is given on stable formulations, error estimates, adaptivity in space and time, efficient solution algorithms, parallelization of the solution pipeline, and applications in science and engineering.

Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016

Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016
Author: Marco L. Bittencourt
Publisher: Springer
Total Pages: 681
Release: 2017-11-07
Genre: Mathematics
ISBN: 3319658700

Download Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016 Book in PDF, Epub and Kindle

This book features a selection of high-quality papers chosen from the best presentations at the International Conference on Spectral and High-Order Methods (2016), offering an overview of the depth and breadth of the activities within this important research area. The carefully reviewed papers provide a snapshot of the state of the art, while the extensive bibliography helps initiate new research directions.

Differential Quadrature and Its Application in Engineering

Differential Quadrature and Its Application in Engineering
Author: Chang Shu
Publisher: Springer Science & Business Media
Total Pages: 356
Release: 2012-12-06
Genre: Technology & Engineering
ISBN: 1447104072

Download Differential Quadrature and Its Application in Engineering Book in PDF, Epub and Kindle

In the past few years, the differential quadrature method has been applied extensively in engineering. This book, aimed primarily at practising engineers, scientists and graduate students, gives a systematic description of the mathematical fundamentals of differential quadrature and its detailed implementation in solving Helmholtz problems and problems of flow, structure and vibration. Differential quadrature provides a global approach to numerical discretization, which approximates the derivatives by a linear weighted sum of all the functional values in the whole domain. Following the analysis of function approximation and the analysis of a linear vector space, it is shown in the book that the weighting coefficients of the polynomial-based, Fourier expansion-based, and exponential-based differential quadrature methods can be computed explicitly. It is also demonstrated that the polynomial-based differential quadrature method is equivalent to the highest-order finite difference scheme. Furthermore, the relationship between differential quadrature and conventional spectral collocation is analysed. The book contains material on: - Linear Vector Space Analysis and the Approximation of a Function; - Polynomial-, Fourier Expansion- and Exponential-based Differential Quadrature; - Differential Quadrature Weighting Coefficient Matrices; - Solution of Differential Quadrature-resultant Equations; - The Solution of Incompressible Navier-Stokes and Helmholtz Equations; - Structural and Vibrational Analysis Applications; - Generalized Integral Quadrature and its Application in the Solution of Boundary Layer Equations. Three FORTRAN programs for simulation of driven cavity flow, vibration analysis of plate and Helmholtz eigenvalue problems respectively, are appended. These sample programs should give the reader a better understanding of differential quadrature and can easily be modified to solve the readers own engineering problems.

Explorations In Numerical Analysis

Explorations In Numerical Analysis
Author: James V Lambers
Publisher: World Scientific
Total Pages: 676
Release: 2018-09-17
Genre: Mathematics
ISBN: 9813220031

Download Explorations In Numerical Analysis Book in PDF, Epub and Kindle

This textbook introduces advanced undergraduate and early-career graduate students to the field of numerical analysis. This field pertains to the design, analysis, and implementation of algorithms for the approximate solution of mathematical problems that arise in applications spanning science and engineering, and are not practical to solve using analytical techniques such as those taught in courses in calculus, linear algebra or differential equations. Topics covered include error analysis, computer arithmetic, solution of systems of linear equations, least squares problems, eigenvalue problems, polynomial interpolation and approximation, numerical differentiation and integration, nonlinear equations, optimization, ordinary differential equations, and partial differential equations. For each problem considered, the presentation includes the derivation of solution techniques, analysis of their efficiency, accuracy and robustness, and details of their implementation, illustrated through the MATLAB programming language. This text is suitable for a year-long sequence in numerical analysis, and can also be used for a one-semester course in numerical linear algebra.

Applied Stochastic Differential Equations

Applied Stochastic Differential Equations
Author: Simo Särkkä
Publisher: Cambridge University Press
Total Pages: 327
Release: 2019-05-02
Genre: Business & Economics
ISBN: 1316510085

Download Applied Stochastic Differential Equations Book in PDF, Epub and Kindle

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.