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Newton Methods for Nonlinear Problems

Affine Invariance and Adaptive Algorithms

(Autor)

Buch | Softcover
XII, 424 Seiten
2011 | 2011
Springer Berlin (Verlag)
978-3-642-23898-7 (ISBN)
CHF 112,30 inkl. MwSt
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This book deals with the efficient numerical solution of challenging nonlinear problems in science and engineering, both in finite dimension (algebraic systems) and in infinite dimension (ordinary and partial differential equations). Its focus is on local and global Newton methods for direct problems or Gauss-Newton methods for inverse problems. The term 'affine invariance' means that the presented algorithms and their convergence analysis are invariant under one out of four subclasses of affine transformations of the problem to be solved. Compared to traditional textbooks, the distinguishing affine invariance approach leads to shorter theorems and proofs and permits the construction of fully adaptive algorithms. Lots of numerical illustrations, comparison tables, and exercises make the text useful in computational mathematics classes. At the same time, the book opens many directions for possible future research.

Peter Deuflhard is founder and head of the internationally renowned Zuse Institute Berlin (ZIB) and full professor of Numerical Analysis and Scientific Computing at the Free University of Berlin. He is a regular invited speaker at international conferences and universities as well as industry places all over the world.

From the reviews:

"This monograph covers a multitude of Newton methods and presents the algorithms and their convergence analysis from the perspective of affine invariance, which has been the subject of research by the author since 1970. ... The book is intended for graduate students of mathematics and computational science and also for researchers in the area of numerical analysis and scientific computing. ... As a research monograph, the book not only assembles the current state of the art, but also points to future research prospects." (Gudula Runger, ACM Computing Reviews, June, 2012)

Erscheint lt. Verlag 16.9.2011
Reihe/Serie Springer Series in Computational Mathematics
Zusatzinfo XII, 424 p. 49 illus.
Verlagsort Berlin
Sprache englisch
Maße 155 x 235 mm
Gewicht 647 g
Themenwelt Mathematik / Informatik Informatik Theorie / Studium
Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte Affine invariance • Continuation methods • Differential Equations • Gauss-newton methods • Newton methods • Ordinary differential equations
ISBN-10 3-642-23898-X / 364223898X
ISBN-13 978-3-642-23898-7 / 9783642238987
Zustand Neuware
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