Описание: While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods.
Описание: Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest developments. It covers effective numerical methods for stochastic control problems in continuous time on two levels, that of practice and that of mathematical development.
Автор: Michel Kern Название: Numerical Methods for Inverse Problems ISBN: 1848218184 ISBN-13(EAN): 9781848218185 Издательство: Wiley Рейтинг: Цена: 22010.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book studies methods to concretely address inverse problems. An inverse problem arises when the causes that produced a given effect must be determined or when one seeks to indirectly estimate the parameters of a physical system. The author uses practical examples to illustrate inverse problems in physical sciences.
Автор: Abgrall, Remi Название: Handbook of Numerical Methods for Hyperbolic Problems,17 ISBN: 0444637893 ISBN-13(EAN): 9780444637895 Издательство: Elsevier Science Рейтинг: Цена: 26781.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Handbook of Numerical Methods for Hyperbolic Problems explores the changes that have taken place in the past few decades regarding literature in the design, analysis and application of various numerical algorithms for solving hyperbolic equations.
This volume provides concise summaries from experts in different types of algorithms, so that readers can find a variety of algorithms under different situations and readily understand their relative advantages and limitations.
Domain decomposition (DD) methods provide powerful tools for constructing parallel numerical solution algorithms for large scale systems of algebraic equations arising from the discretization of partial differential equations. These methods are well-established and belong to a fast developing area. In this volume, the reader will find a brief historical overview, the basic results of the general theory of domain and space decomposition methods as well as the description and analysis of practical DD algorithms for parallel computing. It is typical to find in this volume that most of the presented DD solvers belong to the family of fast algorithms, where each component is efficient with respect to the arithmetical work. Readers will discover new analysis results for both the well-known basic DD solvers and some DD methods recently devised by the authors, e.g., for elliptic problems with varying chaotically piecewise constant orthotropism without restrictions on the finite aspect ratios.
The hp finite element discretizations, in particular, by spectral elements of elliptic equations are given significant attention in current research and applications. This volume is the first to feature all components of Dirichlet-Dirichlet-type DD solvers for hp discretizations devised as numerical procedures which result in DD solvers that are almost optimal with respect to the computational work. The most important DD solvers are presented in the matrix/vector form algorithms that are convenient for practical use.
Автор: Abgrall, Remi Название: Handbook on Numerical Methods for Hyperbolic Problems,18 ISBN: 0444639101 ISBN-13(EAN): 9780444639103 Издательство: Elsevier Science Рейтинг: Цена: 26949.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Handbook on Numerical Methods for Hyperbolic Problems: Applied and Modern Issues details the large amount of literature in the design, analysis, and application of various numerical algorithms for solving hyperbolic equations that has been produced in the last several decades. This volume provides concise summaries from experts in different types of algorithms, so that readers can find a variety of algorithms under different situations and become familiar with their relative advantages and limitations.
Описание: This monograph is devoted to random walk based stochastic algorithms for solving high-dimensional boundary value problems of mathematical physics and chemistry. It includes Monte Carlo methods where the random walks live not only on the boundary, but also inside the domain. A variety of examples from capacitance calculations to electron dynamics in semiconductors are discussed to illustrate the viability of the approach.The book is written for mathematicians who work in the field of partial differential and integral equations, physicists and engineers dealing with computational methods and applied probability, for students and postgraduates studying mathematical physics and numerical mathematics. Contents: IntroductionRandom walk algorithms for solving integral equationsRandom walk-on-boundary algorithms for the Laplace equationWalk-on-boundary algorithms for the heat equationSpatial problems of elasticityVariants of the random walk on boundary for solving stationary potential problemsSplitting and survival probabilities in random walk methods and applicationsA random WOS-based KMC method for electron-hole recombinationsMonte Carlo methods for computing macromolecules properties and solving related problemsBibliography
Описание: Fitted mesh methods focus on the appropriate distribution of the mesh points for singularly perturbed problems. This book offers an introduction to the basic theory associated with fitted numerical methods for singularly perturbed differential equations. It can be used as an introductory text to the theory underpinning fitted mesh methods.
Автор: Roland Glowinski Название: Numerical Methods for Nonlinear Variational Problems ISBN: 366212615X ISBN-13(EAN): 9783662126158 Издательство: Springer Рейтинг: Цена: 13060.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book describes the mathematical background and reviews the techniques for solving problems, including those that require large computations such as transonic flows for compressible fluids and the Navier-Stokes equations for incompressible viscous fluids.
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