In this second book of what will be a four-volume series, the authors present, in a mathematically rigorous way, the essential foundations of both the theory and practice of algorithms, approximation, and optimization-essential topics in modern applied and computational mathematics. This material is the introductory framework upon which algorithm ......
Fast solvers for elliptic PDEs form a pillar of scientific computing. They enable detailed and accurate simulations of electromagnetic fields, fluid flows, biochemical processes, and much more. This textbook provides an introduction to fast solvers from the point of view of integral equation formulations, which lead to unparalleled accuracy and ......
This book provides an elementary yet comprehensive introduction to the numerical solution of partial differential equations (PDEs). Used to model important phenomena, such as the heating of apartments and the behavior of electromagnetic waves, these equations have applications in engineering and the life sciences, and most can only be solved ......
This book is an introduction to both computational inverse problems and uncertainty quantification (UQ) for inverse problems. The book also presents more advanced material on Bayesian methods and UQ, including Markov chain Monte Carlo sampling methods for UQ in inverse problems. Each chapter contains MATLAB (R) code that implements the algorithms ......
Conservation laws are the mathematical expression of the principles of conservation and provide effective and accurate predictive models of our physical world. Although intense research activity during the last decades has led to substantial advances in the development of powerful computational methods for conservation laws, their solution remains ......
The primary goal of this book is to provide a self-contained, comprehensive study of the main ?rst-order methods that are frequently used in solving large-scale problems. First-order methods exploit information on values and gradients/subgradients (but not Hessians) of the functions composing the model under consideration. With the increase in the ......
This book describes in detail the key algorithms needed for computing with spline functions and illustrates their use in solving several basic problems in numerical analysis, including function approximation, numerical quadrature, data fitting, and the numerical solution of PDE's. The focus is on computational methods for bivariate splines on ......
Time delays are important components of many systems in, for instance, engineering, physics, economics, and the life sciences, because the transfer of material, energy, and information is usually not instantaneous. Time delays may appear as computation and communication lags, they model transport phenomena and heredity, and they arise as feedback ......
The Fortran language standard has undergone several significant upgrades in recent years. This book illustrates many of these improvements through practical solutions to a number of scientific and engineering problems. The many useful features of this book include techniques for modernising algorithms written in Fortran; examples of Fortran ......
