Numerical Analysis

International Edition

Timothy Sauer (Autor)

Media-Kombination

688 Seiten

2009
Pearson
978-0-321-46135-3 (ISBN)

Infos

Numerical Analysis, designed to be used in a one-year course for students in engineering, science and mathematics, helps the student gain a deeper understanding of numerical analysis by highlighting the five major ideas of the discipline: Convergence, Complexity, Conditioning, Compression, and Orthogonality and connecting back to them throughout the text. Each chapter contains a Reality Check, an extended foray into a relevant application area that can be used as a springboard for individual or team projects. MATLAB is used throughout to demonstrate and implement numerical methods.

Autor

Timothy Sauer earned the Ph.D. degree in mathematics at the University of California, Berkeley in 1982, and is currently a professor at George Mason University. He has published articles on a wide range of topics in applied mathematics, including dynamical systems, computational mathematics, and mathematical biology.

Inhalt

CHAPTER 0. Fundamentals
0.1 Evaluating a polynomial
0.2 Binary numbers
0.2.1 Decimal to binary
0.2.2 Binary to decimal
0.3 Floating point representation of real numbers
0.3.1 Floating point formats
0.3.2 Machine representation
0.3.3 Addition of floating point numbers
0.4 Loss of significance
0.5 Review of calculus
0.6 Software and Further Reading
CHAPTER 1. Solving Equations
1.1 The Bisection Method
1.1.1 Bracketing a root
1.1.2 How accurate and how fast?
1.2 Fixed point iteration
1.2.1 Fixed points of a function
1.2.2 Geometry of Fixed Point Iteration
1.2.3 Linear Convergence of Fixed Point Iteration
1.2.4 Stopping criteria
1.3 Limits of accuracy
1.3.1 Forward and backward error
1.3.2 The Wilkinson polynomial
1.3.3 Sensitivity and error magnification
1.4 Newton’s Method
1.4.1 Quadratic convergence of Newton’s method
1.4.2 Linear convergence of Newton’s method
1.5 Root-finding without derivatives
1.5.1 Secant method and variants
1.5.2 Brent’s Method
REALITY CHECK 1: Kinematics of the Stewart platform
1.6 Software and Further Reading
CHAPTER 2. Systems of Equations
2.1 Gaussian elimination
2.1.1 Naive Gaussian elimination
2.1.2 Operation counts
2.2 The LU factorization
2.2.1 Backsolving with the LU factorization
2.2.2 Complexity of the LU factorization
2.3 Sources of error
2.3.1 Error magnification and condition number
2.3.2 Swamping
2.4 The PA=LU factorization
2.4.1 Partial pivoting
2.4.2 Permutation matrices
2.4.3 PA = LU factorization
2.4.4 Matlab commands for linear systems
2.5 Iterative methods
2.5.1 Jacobi Method
2.5.2 Gauss-Seidel Method and SOR
2.5.3 Convergence of iterative methods
2.5.4 Sparse matrix computations
REALITY CHECK 2: The Euler-Bernoulli Beam
2.6 Conjugate Gradient Method
2.6.1 Positive-definite matrices
2.6.2 Conjugate Gradient Method
2.7 Nonlinear systems of equations
2.7.1 Multivariate Newton’s method
2.7.2 Broyden’s method
2.8 Software and Further Reading
CHAPTER 3. Interpolation
3.1 Data and interpolating functions
3.1.1 Lagrange interpolation
3.1.2 Newton’s divided differences
3.1.3 How many degree d polynomials pass through n points?
3.1.4 Code for interpolation
3.1.5 Representing functions by approximating polynomials
3.2 Interpolation error
3.2.1 Interpolation error formula
3.2.2 Proof of Newton form and error formula
3.2.3 Runge phenomenon
3.3 Chebyshev interpolation
3.3.1 Chebyshev’s Theorem
3.3.2 Chebyshev polynomials
3.3.3 Change of interval
3.4 Cubic splines
3.4.1 Properties of splines
3.4.2 Endpoint conditions
3.5 B´ezier curves
REALITY CHECK 3: Constructing fonts from B´ezier splines
3.6 Software and Further Reading
CHAPTER 4. Least Squares
4.1 Inconsistent systems of equations
4.2 Linear and nonlinear models
4.2.1 Periodic data
4.2.2 Data linearization
4.3 QR factorization
4.3.1 Gram-Schmidt orthogonalization and least squares
4.3.2 Householder reflectors
4.4 Nonlinear least squares
4.4.1 Gauss-Newton method
4.4.2 Models with nonlinear coefficients
REALITY CHECK 4: GPS, conditioning and nonlinear least squares
4.5 Software and Further Reading
CHAPTER 5. Numerical Differentiation and Integration
5.1 Numerical differentiation
5.1.1 Finite difference formulas
5.1.2 Rounding error
5.1.3 Extrapolation
5.1.4 Symbolic differentiation and integration
5.2 Newton-Cotes formulas for numerical integration
5.2.1 Three simple integrals for Newton-Cotes Formulas
5.2.2 Trapezoid rule
5.2.3 Simpson’s Rule
5.2.4 Composite Newton-Cotes Formulas
5.2.5 Open Newton-Cotes methods
5.3 Romberg integration
5.4 Adaptive quadrature
5.5 Gaussian quadrature
REALITY CHECK 5: Motion control in computer-aided modelling
5.6 Software and Further Reading
CHAPTER 6. Ordinary Differential Equations
6.1 Initial value problems
6.1.1 Euler’s method
6.1.2 Existence, uniqueness, and continuity for solutions
6.1.3 First-order linear equations
6.2 Analysis of IVP solvers
6.2.1 Local and global truncation error
6.2.2 The explicit trapezoid method
6.2.3 Taylor methods
6.3 Systems of ordinary differential equations
6.3.1 Higher order equations
6.3.2 The pendulum
6.3.3 Orbital mechanics
6.4 Runge-Kutta methods and applications
6.4.1 Classical examples
REALITY CHECK 6: The Tacoma Narrows Bridge
6.5 Variable step-size methods
6.6 Implicit methods and stiff equations
6.7 Multistep methods
6.7.1 Generating multistep methods
6.7.2 Explicit multistep methods
6.7.3 Implicit multistep methods
6.8 Software and Further Reading
CHAPTER 7. Boundary Value Problems
7.1 Solutions of boundary value problems
7.1.1 Shooting method
REALITY CHECK 7: Buckling of a circular ring
7.2 Finite difference methods
7.2.1 Linear boundary value problems
7.2.2 Nonlinear boundary value problems
7.3 Collocation and the Finite Element Method
7.3.1 Collocation
7.3.2 Finite elements and the Galerkin method
7.4 Software and Further Reading
CHAPTER 8. Partial Differential Equations
8.1 Parabolic equations
8.1.1 Forward difference method
8.1.2 Stability analysis of forward difference method
8.1.3 Backward difference method
8.1.4 Crank-Nicolson method
8.2 Hyperbolic equations
8.3 Elliptic equations
8.3.1 Finite difference method for elliptic equations
REALITY CHECK 8: Heat distribution on a cooling fin
8.3.2 Finite element method for elliptic equations
8.4 Software and Further Reading
CHAPTER 9. Random Numbers and Applications
9.1 Random numbers
9.1.1 Pseudo-random numbers
9.2 Monte-Carlo simulation
9.2.1 Power laws for Monte Carlo estimation
9.2.2 Quasi-random numbers
9.3 Discrete and continuous Brownian motion
9.3.1 Random walks
9.3.2 Continuous Brownian motion
9.4 Stochastic differential equations
9.4.1 Adding noise to ODEs
9.4.2 Numerical methods for SDEs
REALITY CHECK 9: The Black-Scholes formula
9.5 Software and Further Reading
CHAPTER 10. Trigonometric Interpolation and the FFT
10.1 The Fourier Transform
10.1.1 Complex arithmetic
10.1.2 Discrete Fourier Transform
10.1.3 The Fast Fourier Transform
10.2 Trigonometric interpolation
10.2.1 The DFT Interpolation Theorem
10.2.2 Orthogonality and interpolation
10.2.3 Least squares fitting with trigonometric functions
10.2.4 Sound, noise, and filtering
REALITY CHECK 10: The Wiener filter
10.3 Software and Further Reading
CHAPTER 11. Compression
11.1 The Discrete Cosine Transform
11.1.1 One-dimensional DCT
11.2 Two-dimensional DCT and image compression
11.2.1 The two-dimensional Discrete Cosine Transform
11.2.2 Image compression
11.2.3 Quantization
11.3 Huffman coding
11.3.1 Information theory and coding
11.3.2 Huffman coding for the JPEG format
11.4 Modified DCT and sound compression
11.4.1 Modified Discrete Cosine Transform
11.4.2 Bit quantization
REALITY CHECK 11: A simple audio codec using the MDCT
11.5 Software and Further Reading
CHAPTER 12. Eigenvalues and Singular Values
12.1 Power iteration methods
12.1.1 Power iteration
12.1.2 Convergence of power iteration
12.1.3 Inverse power iteration
12.1.4 Rayleigh quotient iteration
12.2 QR algorithm
12.2.1 Simultaneous iteration
12.2.2 Real Schur form and QR
12.2.3 Householder reflectors
12.2.4 Upper Hessenberg form
REALITY CHECK 12: How search engines rate page qung the SVD in general
12.3.2 Special case: symmetric matrices
12.4 Applications of the SVD
12.4.1 Properties of the SVD
12.4.2 Dimension reduction
12.4.3 Compression
12.4.4 Calculating the SVD
12.5 Software and Further Reading
CHAPTER 13. Optimization
13.1 Unconstrained optimization without derivatives
13.1.1 Golden section search
13.1.2 Successive parabolic interpolation
13.1.3 Nelder-Mead search
13.2 Unconstrained optimization with derivatives
13.2.1 Newton’s method
13.2.2 Steepest descent
13.2.3 Conjugate gradient search
13.2.4 Nonlinear least squares
REALITY CHECK 13: Molecular conformation and numerical optimization
13.3 Software and Further Reading
APPENDIX
Appendix A: Matrix Algebra
A.1 Matrix fundamentals
A.2 Block multiplication
A.3 Eigenvalues and eigenvectors
A.4 Symmetric matrices
A.5 Vector calculus
Appendix B: Introduction to Matlab
B.1 Starting Matlab
B.2 Matlab graphics
B.3 Programming in Matlab
B.4 Flow control
B.5 Functions
B.6 Matrix operations
B.7 Animation
Answers to Selected Exercises
Index
Bibliography

Produkt-Details

• Erscheint lt. Verlag: 2.7.2009
• Sprache: englisch
• Maße: 234 x 200 mm
• Gewicht: 1050 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Analysis
• ISBN-10: 0-321-46135-5 / 0321461355
• ISBN-13: 978-0-321-46135-3 / 9780321461353
• Zustand: Neuware