Mathematical Physics And Numerical Analysis
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Stochastic Numerics For Mathematical Physics
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Author : Grigori N. Milstein
language : en
Publisher: Springer Nature
Release Date : 2021-12-03
Stochastic Numerics For Mathematical Physics written by Grigori N. Milstein and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-12-03 with Computers categories.
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.
Fundamentals Of Numerical Mathematics For Physicists And Engineers
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Author : Alvaro Meseguer
language : en
Publisher: John Wiley & Sons
Release Date : 2020-05-14
Fundamentals Of Numerical Mathematics For Physicists And Engineers written by Alvaro Meseguer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-14 with Mathematics categories.
Introduces the fundamentals of numerical mathematics and illustrates its applications to a wide variety of disciplines in physics and engineering Applying numerical mathematics to solve scientific problems, this book helps readers understand the mathematical and algorithmic elements that lie beneath numerical and computational methodologies in order to determine the suitability of certain techniques for solving a given problem. It also contains examples related to problems arising in classical mechanics, thermodynamics, electricity, and quantum physics. Fundamentals of Numerical Mathematics for Physicists and Engineers is presented in two parts. Part I addresses the root finding of univariate transcendental equations, polynomial interpolation, numerical differentiation, and numerical integration. Part II examines slightly more advanced topics such as introductory numerical linear algebra, parameter dependent systems of nonlinear equations, numerical Fourier analysis, and ordinary differential equations (initial value problems and univariate boundary value problems). Chapters cover: Newton’s method, Lebesgue constants, conditioning, barycentric interpolatory formula, Clenshaw-Curtis quadrature, GMRES matrix-free Krylov linear solvers, homotopy (numerical continuation), differentiation matrices for boundary value problems, Runge-Kutta and linear multistep formulas for initial value problems. Each section concludes with Matlab hands-on computer practicals and problem and exercise sets. This book: Provides a modern perspective of numerical mathematics by introducing top-notch techniques currently used by numerical analysts Contains two parts, each of which has been designed as a one-semester course Includes computational practicals in Matlab (with solutions) at the end of each section for the instructor to monitor the student's progress through potential exams or short projects Contains problem and exercise sets (also with solutions) at the end of each section Fundamentals of Numerical Mathematics for Physicists and Engineers is an excellent book for advanced undergraduate or graduate students in physics, mathematics, or engineering. It will also benefit students in other scientific fields in which numerical methods may be required such as chemistry or biology.
Numerical Methods In Mathematical Physics
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Author : Olga Ioana Martin
language : en
Publisher:
Release Date : 2006
Numerical Methods In Mathematical Physics written by Olga Ioana Martin and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematical physics categories.
Stochastic Numerics For Mathematical Physics
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Author : Grigori Noah Milstein
language : en
Publisher: Springer
Release Date : 2014-01-15
Stochastic Numerics For Mathematical Physics written by Grigori Noah Milstein and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Mathematical Physics And Numerical Analysis
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Author : Mr. Rohit Manglik
language : en
Publisher: EduGorilla Publication
Release Date : 2024-07-04
Mathematical Physics And Numerical Analysis written by Mr. Rohit Manglik and has been published by EduGorilla Publication this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-07-04 with Mathematics categories.
EduGorilla Publication is a trusted name in the education sector, committed to empowering learners with high-quality study materials and resources. Specializing in competitive exams and academic support, EduGorilla provides comprehensive and well-structured content tailored to meet the needs of students across various streams and levels.
Numerical Simulation In Physics And Engineering
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Author : Inmaculada Higueras
language : en
Publisher: Springer
Release Date : 2016-07-01
Numerical Simulation In Physics And Engineering written by Inmaculada Higueras and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-07-01 with Mathematics categories.
This book presents lecture notes from the XVI ‘Jacques-Louis Lions’ Spanish-French School on Numerical Simulation in Physics and Engineering, held in Pamplona (Navarra, Spain) in September 2014. The subjects covered include: numerical analysis of isogeometric methods, convolution quadrature for wave simulations, mathematical methods in image processing and computer vision, modeling and optimization techniques in food processes, bio-processes and bio-systems, and GPU computing for numerical simulation. The book is highly recommended to graduate students in Engineering or Science who want to focus on numerical simulation, either as a research topic or in the field of industrial applications. It can also benefit senior researchers and technicians working in industry who are interested in the use of state-of-the-art numerical techniques in the fields addressed here. Moreover, the book can be used as a textbook for master courses in Mathematics, Physics, or Engineering.
Numerical Methods For Solving Inverse Problems Of Mathematical Physics
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Author : Aleksandr Andreevich Samarskiĭ
language : en
Publisher: Walter de Gruyter
Release Date : 2007
Numerical Methods For Solving Inverse Problems Of Mathematical Physics written by Aleksandr Andreevich Samarskiĭ and has been published by Walter de Gruyter this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Mathematics categories.
The Inverse and Ill-Posed Problems Series is a series of monographs publishing postgraduate level information on inverse and ill-posed problems for an international readership of professional scientists and researchers. The series aims to publish works which involve both theory and applications in, e.g., physics, medicine, geophysics, acoustics, electrodynamics, tomography, and ecology.
Ill Posed And Non Classical Problems Of Mathematical Physics And Analysis
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Author : Mikhail M. Lavrent'ev
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2014-07-24
Ill Posed And Non Classical Problems Of Mathematical Physics And Analysis written by Mikhail M. Lavrent'ev and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-24 with Mathematics categories.
These proceedings of the international Conference "Ill-Posed and Non-Classical Problems of Mathematical Physics and Analysis", held at the Samarkand State University, Uzbekistan in September 2000 bring together fundamental research articles in the major areas of the numerated fields of analysis and mathematical physics. The book covers the following topics: theory of ill-posed problems inverse problems for differential equations boundary value problems for equations of mixed type integral geometry mathematical modelling and numerical methods in natural sciences
The Method Of Fractional Steps
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Author : Nikolaj N. Yanenko
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
The Method Of Fractional Steps written by Nikolaj N. Yanenko and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The method of. fractional steps, known familiarly as the method oi splitting, is a remarkable technique, developed by N. N. Yanenko and his collaborators, for solving problems in theoretical mechanics numerically. It is applicable especially to potential problems, problems of elasticity and problems of fluid dynamics. Most of the applications at the present time have been to incompressible flow with free bound aries and to viscous flow at low speeds. The method offers a powerful means of solving the Navier-Stokes equations and the results produced so far cover a range of Reynolds numbers far greater than that attained in earlier methods. Further development of the method should lead to complete numerical solutions of many of the boundary layer and wake problems which at present defy satisfactory treatment. As noted by the author very few applications of the method have yet been made to problems in solid mechanics and prospects for answers both in this field and other areas such as heat transfer are encouraging. As the method is perfected it is likely to supplant traditional relaxation methods and finite element methods, especially with the increase in capability of large scale computers. The literal translation was carried out by T. Cheron with financial support of the Northrop Corporation. The editing of the translation was undertaken in collaboration with N. N. Yanenko and it is a plea sure to acknowledge his patient help and advice in this project. The edited manuscript was typed, for the most part, by Mrs.
Ill Posed And Non Classical Problems Of Mathematical Physics And Analysis
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Author : Mikhail M. Lavrent'ev
language : en
Publisher: V.S.P. International Science
Release Date : 2003
Ill Posed And Non Classical Problems Of Mathematical Physics And Analysis written by Mikhail M. Lavrent'ev and has been published by V.S.P. International Science this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
These proceedings of the international Conference "Ill-Posed and Non-Classical Problems of Mathematical Physics and Analysis", held at the Samarkand State University, Uzbekistan in September 2000 bring together fundamental research articles in the major areas of the numerated fields of analysis and mathematical physics. The book covers the following topics: theory of ill-posed problems inverse problems for differential equations boundary value problems for equations of mixed type integral geometry mathematical modelling and numerical methods in natural sciences