Numerical Integration Iii

Author : Philip J. Davis,Philip Rabinowitz
Publisher : Academic Press
Page : 628 pages
File Size : 52,8 Mb
Release : 2014-05-10
Category : Mathematics
ISBN : 9781483264288

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Methods of Numerical Integration by Philip J. Davis,Philip Rabinowitz Pdf

Methods of Numerical Integration, Second Edition describes the theoretical and practical aspects of major methods of numerical integration. Numerical integration is the study of how the numerical value of an integral can be found. This book contains six chapters and begins with a discussion of the basic principles and limitations of numerical integration. The succeeding chapters present the approximate integration rules and formulas over finite and infinite intervals. These topics are followed by a review of error analysis and estimation, as well as the application of functional analysis to numerical integration. A chapter describes the approximate integration in two or more dimensions. The final chapter looks into the goals and processes of automatic integration, with particular attention to the application of Tschebyscheff polynomials. This book will be of great value to theoreticians and computer programmers.

Author : Ernst Hairer,Christian Lubich,Gerhard Wanner
Publisher : Springer Science & Business Media
Page : 526 pages
File Size : 44,6 Mb
Release : 2013-03-09
Category : Mathematics
ISBN : 9783662050187

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Geometric Numerical Integration by Ernst Hairer,Christian Lubich,Gerhard Wanner Pdf

This book deals with numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions. A complete self-contained theory of symplectic and symmetric methods, which include Runge-Kutta, composition, splitting, multistep and various specially designed integrators, is presented and their construction and practical merits are discussed. The long-time behaviour of the numerical solutions is studied using a backward error analysis (modified equations) combined with KAM theory. The book is illustrated by numerous figures, treats applications from physics and astronomy, and contains many numerical experiments and comparisons of different approaches.

Author : Jaan Kiusalaas
Publisher : Cambridge University Press
Page : 437 pages
File Size : 44,9 Mb
Release : 2013-01-21
Category : Computers
ISBN : 9781107033856

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Numerical Methods in Engineering with Python 3 by Jaan Kiusalaas Pdf

Provides an introduction to numerical methods for students in engineering. It uses Python 3, an easy-to-use, high-level programming language.

Author : Gilbert Strang
Publisher : Wellesley-Cambridge Press
Page : 500 pages
File Size : 47,5 Mb
Release : 2017-09-14
Category : Mathematics
ISBN : 0980232759

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Calculus by Gilbert Strang Pdf

Gilbert Strang's clear, direct style and detailed, intensive explanations make this textbook ideal as both a course companion and for self-study. Single variable and multivariable calculus are covered in depth. Key examples of the application of calculus to areas such as physics, engineering and economics are included in order to enhance students' understanding. New to the third edition is a chapter on the 'Highlights of calculus', which accompanies the popular video lectures by the author on MIT's OpenCourseWare. These can be accessed from math.mit.edu/~gs.

Author : Helmut Brass,Günther Hammerlin
Publisher : Unknown
Page : 0 pages
File Size : 52,9 Mb
Release : 1988
Category : Numerical integration
ISBN : 0081762208

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Numerical Integration III by Helmut Brass,Günther Hammerlin Pdf

Author : Philip J. Davis,Philip Rabinowitz
Publisher : Unknown
Page : 252 pages
File Size : 50,5 Mb
Release : 1967
Category : Numerical integration
ISBN : UOM:39015000969728

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Numerical Integration by Philip J. Davis,Philip Rabinowitz Pdf

Author : G.N. Milstein
Publisher : Springer Science & Business Media
Page : 178 pages
File Size : 46,5 Mb
Release : 2013-03-09
Category : Computers
ISBN : 9789401584555

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Numerical Integration of Stochastic Differential Equations by G.N. Milstein Pdf

This book is devoted to mean-square and weak approximations of solutions of stochastic differential equations (SDE). These approximations represent two fundamental aspects in the contemporary theory of SDE. Firstly, the construction of numerical methods for such systems is important as the solutions provided serve as characteristics for a number of mathematical physics problems. Secondly, the employment of probability representations together with a Monte Carlo method allows us to reduce the solution of complex multidimensional problems of mathematical physics to the integration of stochastic equations. Along with a general theory of numerical integrations of such systems, both in the mean-square and the weak sense, a number of concrete and sufficiently constructive numerical schemes are considered. Various applications and particularly the approximate calculation of Wiener integrals are also dealt with. This book is of interest to graduate students in the mathematical, physical and engineering sciences, and to specialists whose work involves differential equations, mathematical physics, numerical mathematics, the theory of random processes, estimation and control theory.

Author : Sergio Blanes,Fernando Casas
Publisher : CRC Press
Page : 233 pages
File Size : 44,5 Mb
Release : 2017-11-22
Category : Mathematics
ISBN : 9781482263442

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A Concise Introduction to Geometric Numerical Integration by Sergio Blanes,Fernando Casas Pdf

Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

Author : Gwynne Evans
Publisher : Unknown
Page : 350 pages
File Size : 50,5 Mb
Release : 1993-08-24
Category : Mathematics
ISBN : UOM:39015029997528

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Practical Numerical Integration by Gwynne Evans Pdf

Offers the quadrature user a selection of the most effective algorithms in each of the main areas of the subject. Topics range from Simpson's rule and Gaussian quadrature to recent research on irregular oscillatory and singular quadrature. A full set of test examples is given and implemented for each method discussed, demonstrating its practical limitations.

Author : Alain Bensoussan,Qiang Zhang
Publisher : Elsevier
Page : 743 pages
File Size : 42,5 Mb
Release : 2009-06-16
Category : Mathematics
ISBN : 9780080931005

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Mathematical Modelling and Numerical Methods in Finance by Alain Bensoussan,Qiang Zhang Pdf

Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ideas and results in the three domains. Coverage of all aspects of quantitative finance including models, computational methods and applications Provides an overview of new ideas and results Contributors are leaders of the field

Author : Daniel Zwillinger
Publisher : CRC Press
Page : 384 pages
File Size : 40,9 Mb
Release : 1992-11-02
Category : Mathematics
ISBN : 9781439865842

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The Handbook of Integration by Daniel Zwillinger Pdf

This book is a compilation of the most important and widely applicable methods for evaluating and approximating integrals. It is an indispensable time saver for engineers and scientists needing to evaluate integrals in their work. From the table of contents: - Applications of Integration - Concepts and Definitions - Exact Analytical Methods - Approximate Analytical Methods - Numerical Methods: Concepts - Numerical Methods: Techniques

Author : Avram Sidi
Publisher : Cambridge University Press
Page : 546 pages
File Size : 50,9 Mb
Release : 2003-06-05
Category : Computers
ISBN : 0521661595

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Practical Extrapolation Methods by Avram Sidi Pdf

Table of contents

Author : W. F. Eberlein
Publisher : Unknown
Page : 18 pages
File Size : 43,8 Mb
Release : 1954
Category : Numerical integration
ISBN : UOM:39015095244052

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Numerical Integration 1 by W. F. Eberlein Pdf

Author : HÄMMERLIN,BRASS
Publisher : Birkhäuser
Page : 325 pages
File Size : 50,6 Mb
Release : 2014-10-05
Category : Science
ISBN : 3034863993

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Numerical Integration III by HÄMMERLIN,BRASS Pdf

Author : Arnold Noah Lowan,Mathematical Tables Project (U.S.),Herbert E. Salzer
Publisher : Unknown
Page : 74 pages
File Size : 52,7 Mb
Release : 1943
Category : Integrals
ISBN : UCAL:$B529364

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Table of Coefficients in Numerical Integration Formulae by Arnold Noah Lowan,Mathematical Tables Project (U.S.),Herbert E. Salzer Pdf