Author: T. Aoki
Publisher: Springer Science & Business Media
ISBN: 4431732403
Category : Mathematics
Languages : en
Pages : 349
Book Description
This volume contains 23 articles on algebraic analysis of differential equations and related topics, most of which were presented as papers at the conference "Algebraic Analysis of Differential Equations – from Microlocal Analysis to Exponential Asymptotics" at Kyoto University in 2005. This volume is dedicated to Professor Takahiro Kawai, who is one of the creators of microlocal analysis and who introduced the technique of microlocal analysis into exponential asymptotics.
Algebraic Analysis of Differential Equations
Author: T. Aoki
Publisher: Springer Science & Business Media
ISBN: 4431732403
Category : Mathematics
Languages : en
Pages : 349
Book Description
This volume contains 23 articles on algebraic analysis of differential equations and related topics, most of which were presented as papers at the conference "Algebraic Analysis of Differential Equations – from Microlocal Analysis to Exponential Asymptotics" at Kyoto University in 2005. This volume is dedicated to Professor Takahiro Kawai, who is one of the creators of microlocal analysis and who introduced the technique of microlocal analysis into exponential asymptotics.
Publisher: Springer Science & Business Media
ISBN: 4431732403
Category : Mathematics
Languages : en
Pages : 349
Book Description
This volume contains 23 articles on algebraic analysis of differential equations and related topics, most of which were presented as papers at the conference "Algebraic Analysis of Differential Equations – from Microlocal Analysis to Exponential Asymptotics" at Kyoto University in 2005. This volume is dedicated to Professor Takahiro Kawai, who is one of the creators of microlocal analysis and who introduced the technique of microlocal analysis into exponential asymptotics.
Differential-algebraic Equations
Author: Peter Kunkel
Publisher: European Mathematical Society
ISBN: 9783037190173
Category : Boundary value problems
Languages : en
Pages : 396
Book Description
Differential-algebraic equations are a widely accepted tool for the modeling and simulation of constrained dynamical systems in numerous applications, such as mechanical multibody systems, electrical circuit simulation, chemical engineering, control theory, fluid dynamics and many others. This is the first comprehensive textbook that provides a systematic and detailed analysis of initial and boundary value problems for differential-algebraic equations. The analysis is developed from the theory of linear constant coefficient systems via linear variable coefficient systems to general nonlinear systems. Further sections on control problems, generalized inverses of differential-algebraic operators, generalized solutions, and differential equations on manifolds complement the theoretical treatment of initial value problems. Two major classes of numerical methods for differential-algebraic equations (Runge-Kutta and BDF methods) are discussed and analyzed with respect to convergence and order. A chapter is devoted to index reduction methods that allow the numerical treatment of general differential-algebraic equations. The analysis and numerical solution of boundary value problems for differential-algebraic equations is presented, including multiple shooting and collocation methods. A survey of current software packages for differential-algebraic equations completes the text. The book is addressed to graduate students and researchers in mathematics, engineering and sciences, as well as practitioners in industry. A prerequisite is a standard course on the numerical solution of ordinary differential equations. Numerous examples and exercises make the book suitable as a course textbook or for self-study.
Publisher: European Mathematical Society
ISBN: 9783037190173
Category : Boundary value problems
Languages : en
Pages : 396
Book Description
Differential-algebraic equations are a widely accepted tool for the modeling and simulation of constrained dynamical systems in numerous applications, such as mechanical multibody systems, electrical circuit simulation, chemical engineering, control theory, fluid dynamics and many others. This is the first comprehensive textbook that provides a systematic and detailed analysis of initial and boundary value problems for differential-algebraic equations. The analysis is developed from the theory of linear constant coefficient systems via linear variable coefficient systems to general nonlinear systems. Further sections on control problems, generalized inverses of differential-algebraic operators, generalized solutions, and differential equations on manifolds complement the theoretical treatment of initial value problems. Two major classes of numerical methods for differential-algebraic equations (Runge-Kutta and BDF methods) are discussed and analyzed with respect to convergence and order. A chapter is devoted to index reduction methods that allow the numerical treatment of general differential-algebraic equations. The analysis and numerical solution of boundary value problems for differential-algebraic equations is presented, including multiple shooting and collocation methods. A survey of current software packages for differential-algebraic equations completes the text. The book is addressed to graduate students and researchers in mathematics, engineering and sciences, as well as practitioners in industry. A prerequisite is a standard course on the numerical solution of ordinary differential equations. Numerous examples and exercises make the book suitable as a course textbook or for self-study.
Differential-Algebraic Equations: A Projector Based Analysis
Author: René Lamour
Publisher: Springer Science & Business Media
ISBN: 3642275559
Category : Mathematics
Languages : en
Pages : 667
Book Description
Differential algebraic equations (DAEs), including so-called descriptor systems, began to attract significant research interest in applied and numerical mathematics in the early 1980s, no more than about three decades ago. In this relatively short time, DAEs have become a widely acknowledged tool to model processes subjected to constraints, in order to simulate and to control processes in various application fields such as network simulation, chemical kinematics, mechanical engineering, system biology. DAEs and their more abstract versions in infinite-dimensional spaces comprise a great potential for future mathematical modeling of complex coupled processes. The purpose of the book is to expose the impressive complexity of general DAEs from an analytical point of view, to describe the state of the art as well as open problems and so to motivate further research to this versatile, extra-ordinary topic from a broader mathematical perspective. The book elaborates a new general structural analysis capturing linear and nonlinear DAEs in a hierarchical way. The DAE structure is exposed by means of special projector functions. Numerical integration issues and computational aspects are treated also in this context.
Publisher: Springer Science & Business Media
ISBN: 3642275559
Category : Mathematics
Languages : en
Pages : 667
Book Description
Differential algebraic equations (DAEs), including so-called descriptor systems, began to attract significant research interest in applied and numerical mathematics in the early 1980s, no more than about three decades ago. In this relatively short time, DAEs have become a widely acknowledged tool to model processes subjected to constraints, in order to simulate and to control processes in various application fields such as network simulation, chemical kinematics, mechanical engineering, system biology. DAEs and their more abstract versions in infinite-dimensional spaces comprise a great potential for future mathematical modeling of complex coupled processes. The purpose of the book is to expose the impressive complexity of general DAEs from an analytical point of view, to describe the state of the art as well as open problems and so to motivate further research to this versatile, extra-ordinary topic from a broader mathematical perspective. The book elaborates a new general structural analysis capturing linear and nonlinear DAEs in a hierarchical way. The DAE structure is exposed by means of special projector functions. Numerical integration issues and computational aspects are treated also in this context.
B-Series
Author: John C. Butcher
Publisher: Springer Nature
ISBN: 3030709566
Category : Mathematics
Languages : en
Pages : 316
Book Description
B-series, also known as Butcher series, are an algebraic tool for analysing solutions to ordinary differential equations, including approximate solutions. Through the formulation and manipulation of these series, properties of numerical methods can be assessed. Runge–Kutta methods, in particular, depend on B-series for a clean and elegant approach to the derivation of high order and efficient methods. However, the utility of B-series goes much further and opens a path to the design and construction of highly accurate and efficient multivalue methods. This book offers a self-contained introduction to B-series by a pioneer of the subject. After a preliminary chapter providing background on differential equations and numerical methods, a broad exposition of graphs and trees is presented. This is essential preparation for the third chapter, in which the main ideas of B-series are introduced and developed. In chapter four, algebraic aspects are further analysed in the context of integration methods, a generalization of Runge–Kutta methods to infinite index sets. Chapter five, on explicit and implicit Runge–Kutta methods, contrasts the B-series and classical approaches. Chapter six, on multivalue methods, gives a traditional review of linear multistep methods and expands this to general linear methods, for which the B-series approach is both natural and essential. The final chapter introduces some aspects of geometric integration, from a B-series point of view. Placing B-series at the centre of its most important applications makes this book an invaluable resource for scientists, engineers and mathematicians who depend on computational modelling, not to mention computational scientists who carry out research on numerical methods in differential equations. In addition to exercises with solutions and study notes, a number of open-ended projects are suggested. This combination makes the book ideal as a textbook for specialised courses on numerical methods for differential equations, as well as suitable for self-study.
Publisher: Springer Nature
ISBN: 3030709566
Category : Mathematics
Languages : en
Pages : 316
Book Description
B-series, also known as Butcher series, are an algebraic tool for analysing solutions to ordinary differential equations, including approximate solutions. Through the formulation and manipulation of these series, properties of numerical methods can be assessed. Runge–Kutta methods, in particular, depend on B-series for a clean and elegant approach to the derivation of high order and efficient methods. However, the utility of B-series goes much further and opens a path to the design and construction of highly accurate and efficient multivalue methods. This book offers a self-contained introduction to B-series by a pioneer of the subject. After a preliminary chapter providing background on differential equations and numerical methods, a broad exposition of graphs and trees is presented. This is essential preparation for the third chapter, in which the main ideas of B-series are introduced and developed. In chapter four, algebraic aspects are further analysed in the context of integration methods, a generalization of Runge–Kutta methods to infinite index sets. Chapter five, on explicit and implicit Runge–Kutta methods, contrasts the B-series and classical approaches. Chapter six, on multivalue methods, gives a traditional review of linear multistep methods and expands this to general linear methods, for which the B-series approach is both natural and essential. The final chapter introduces some aspects of geometric integration, from a B-series point of view. Placing B-series at the centre of its most important applications makes this book an invaluable resource for scientists, engineers and mathematicians who depend on computational modelling, not to mention computational scientists who carry out research on numerical methods in differential equations. In addition to exercises with solutions and study notes, a number of open-ended projects are suggested. This combination makes the book ideal as a textbook for specialised courses on numerical methods for differential equations, as well as suitable for self-study.
Symmetry Analysis of Differential Equations with Mathematica®
Author: Gerd Baumann
Publisher: Springer Science & Business Media
ISBN: 9780387985527
Category : Mathematics
Languages : en
Pages : 540
Book Description
The first book to explicitly use Mathematica so as to allow researchers and students to more easily compute and solve almost any kind of differential equation using Lie's theory. Previously time-consuming and cumbersome calculations are now much more easily and quickly performed using the Mathematica computer algebra software. The material in this book, and on the accompanying CD-ROM, will be of interest to a broad group of scientists, mathematicians and engineers involved in dealing with symmetry analysis of differential equations. Each section of the book starts with a theoretical discussion of the material, then shows the application in connection with Mathematica. The cross-platform CD-ROM contains Mathematica (version 3.0) notebooks which allow users to directly interact with the code presented within the book. In addition, the author's proprietary "MathLie" software is included, so users can readily learn to use this powerful tool in regard to performing algebraic computations.
Publisher: Springer Science & Business Media
ISBN: 9780387985527
Category : Mathematics
Languages : en
Pages : 540
Book Description
The first book to explicitly use Mathematica so as to allow researchers and students to more easily compute and solve almost any kind of differential equation using Lie's theory. Previously time-consuming and cumbersome calculations are now much more easily and quickly performed using the Mathematica computer algebra software. The material in this book, and on the accompanying CD-ROM, will be of interest to a broad group of scientists, mathematicians and engineers involved in dealing with symmetry analysis of differential equations. Each section of the book starts with a theoretical discussion of the material, then shows the application in connection with Mathematica. The cross-platform CD-ROM contains Mathematica (version 3.0) notebooks which allow users to directly interact with the code presented within the book. In addition, the author's proprietary "MathLie" software is included, so users can readily learn to use this powerful tool in regard to performing algebraic computations.
Numerical Solution of Initial-value Problems in Differential-algebraic Equations
Author: K. E. Brenan
Publisher: SIAM
ISBN: 9781611971224
Category : Mathematics
Languages : en
Pages : 268
Book Description
Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.
Publisher: SIAM
ISBN: 9781611971224
Category : Mathematics
Languages : en
Pages : 268
Book Description
Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.
Applications of Differential-Algebraic Equations: Examples and Benchmarks
Author: Stephen Campbell
Publisher: Springer
ISBN: 3030037185
Category : Mathematics
Languages : en
Pages : 324
Book Description
This volume encompasses prototypical, innovative and emerging examples and benchmarks of Differential-Algebraic Equations (DAEs) and their applications, such as electrical networks, chemical reactors, multibody systems, and multiphysics models, to name but a few. Each article begins with an exposition of modelling, explaining whether the model is prototypical and for which applications it is used. This is followed by a mathematical analysis, and if appropriate, a discussion of the numerical aspects including simulation. Additionally, benchmark examples are included throughout the text. Mathematicians, engineers, and other scientists, working in both academia and industry either on differential-algebraic equations and systems or on problems where the tools and insight provided by differential-algebraic equations could be useful, would find this book resourceful.
Publisher: Springer
ISBN: 3030037185
Category : Mathematics
Languages : en
Pages : 324
Book Description
This volume encompasses prototypical, innovative and emerging examples and benchmarks of Differential-Algebraic Equations (DAEs) and their applications, such as electrical networks, chemical reactors, multibody systems, and multiphysics models, to name but a few. Each article begins with an exposition of modelling, explaining whether the model is prototypical and for which applications it is used. This is followed by a mathematical analysis, and if appropriate, a discussion of the numerical aspects including simulation. Additionally, benchmark examples are included throughout the text. Mathematicians, engineers, and other scientists, working in both academia and industry either on differential-algebraic equations and systems or on problems where the tools and insight provided by differential-algebraic equations could be useful, would find this book resourceful.
Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations
Author: Uri M. Ascher
Publisher: SIAM
ISBN: 0898714125
Category : Mathematics
Languages : en
Pages : 304
Book Description
This book contains all the material necessary for a course on the numerical solution of differential equations.
Publisher: SIAM
ISBN: 0898714125
Category : Mathematics
Languages : en
Pages : 304
Book Description
This book contains all the material necessary for a course on the numerical solution of differential equations.
Surveys in Differential-Algebraic Equations III
Author: Achim Ilchmann
Publisher: Springer
ISBN: 331922428X
Category : Mathematics
Languages : en
Pages : 320
Book Description
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
Publisher: Springer
ISBN: 331922428X
Category : Mathematics
Languages : en
Pages : 320
Book Description
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
Ordinary Differential Equations and Linear Algebra
Author: Todd Kapitula
Publisher: SIAM
ISBN: 1611974097
Category : Mathematics
Languages : en
Pages : 308
Book Description
Ordinary differential equations (ODEs) and linear algebra are foundational postcalculus mathematics courses in the sciences. The goal of this text is to help students master both subject areas in a one-semester course. Linear algebra is developed first, with an eye toward solving linear systems of ODEs. A computer algebra system is used for intermediate calculations (Gaussian elimination, complicated integrals, etc.); however, the text is not tailored toward a particular system. Ordinary Differential Equations and Linear Algebra: A Systems Approach systematically develops the linear algebra needed to solve systems of ODEs and includes over 15 distinct applications of the theory, many of which are not typically seen in a textbook at this level (e.g., lead poisoning, SIR models, digital filters). It emphasizes mathematical modeling and contains group projects at the end of each chapter that allow students to more fully explore the interaction between the modeling of a system, the solution of the model, and the resulting physical description.
Publisher: SIAM
ISBN: 1611974097
Category : Mathematics
Languages : en
Pages : 308
Book Description
Ordinary differential equations (ODEs) and linear algebra are foundational postcalculus mathematics courses in the sciences. The goal of this text is to help students master both subject areas in a one-semester course. Linear algebra is developed first, with an eye toward solving linear systems of ODEs. A computer algebra system is used for intermediate calculations (Gaussian elimination, complicated integrals, etc.); however, the text is not tailored toward a particular system. Ordinary Differential Equations and Linear Algebra: A Systems Approach systematically develops the linear algebra needed to solve systems of ODEs and includes over 15 distinct applications of the theory, many of which are not typically seen in a textbook at this level (e.g., lead poisoning, SIR models, digital filters). It emphasizes mathematical modeling and contains group projects at the end of each chapter that allow students to more fully explore the interaction between the modeling of a system, the solution of the model, and the resulting physical description.