Computational Frameworks for the Fast Fourier Transform

Computational Frameworks for the Fast Fourier Transform PDF Author: Charles Van Loan
Publisher: SIAM
ISBN: 0898712858
Category : Mathematics
Languages : en
Pages : 285

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Book Description
The author captures the interplay between mathematics and the design of effective numerical algorithms.

Computational Frameworks for the Fast Fourier Transform

Computational Frameworks for the Fast Fourier Transform PDF Author: Charles Van Loan
Publisher: SIAM
ISBN: 0898712858
Category : Mathematics
Languages : en
Pages : 285

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Book Description
The author captures the interplay between mathematics and the design of effective numerical algorithms.

Frontiers And Prospects Of Contemporary Applied Mathematics

Frontiers And Prospects Of Contemporary Applied Mathematics PDF Author: Pingwen Zhang
Publisher: World Scientific
ISBN: 9814478512
Category : Mathematics
Languages : en
Pages : 276

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Book Description
This collection of articles covers the hottest topics in contemporary applied mathematics. Multiscale modeling, material computing, symplectic methods, parallel computing, mathematical biology, applied differential equations and engineering computing problems are all included. The book contains the latest results of many leading scientists and provides a window on new trends in research in the field.

Computational Methods for Inverse Problems

Computational Methods for Inverse Problems PDF Author: Curtis R. Vogel
Publisher: SIAM
ISBN: 0898717574
Category : Mathematics
Languages : en
Pages : 195

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Book Description
Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.

Optimization Software Guide

Optimization Software Guide PDF Author: Jorge J. More
Publisher: SIAM
ISBN: 0898713226
Category : Mathematics
Languages : en
Pages : 149

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Book Description
Mathematics of Computing -- Numerical Analysis.

Computational Methods for Option Pricing

Computational Methods for Option Pricing PDF Author: Yves Achdou
Publisher: SIAM
ISBN: 0898715733
Category : Technology & Engineering
Languages : en
Pages : 308

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Book Description
This book allows you to understand fully the modern tools of numerical analysis in finance.

Iterative Methods for Optimization

Iterative Methods for Optimization PDF Author: C. T. Kelley
Publisher: SIAM
ISBN: 9781611970920
Category : Mathematics
Languages : en
Pages : 195

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Book Description
This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis rather than generality, and while it provides pointers to the literature for the most general theoretical results and robust software, the author thinks it is more important that readers have a complete understanding of special cases that convey essential ideas. A companion to Kelley's book, Iterative Methods for Linear and Nonlinear Equations (SIAM, 1995), this book contains many exercises and examples and can be used as a text, a tutorial for self-study, or a reference. Iterative Methods for Optimization does more than cover traditional gradient-based optimization: it is the first book to treat sampling methods, including the Hooke-Jeeves, implicit filtering, MDS, and Nelder-Mead schemes in a unified way, and also the first book to make connections between sampling methods and the traditional gradient-methods. Each of the main algorithms in the text is described in pseudocode, and a collection of MATLAB codes is available. Thus, readers can experiment with the algorithms in an easy way as well as implement them in other languages.

Mathematical Modeling in Optical Science

Mathematical Modeling in Optical Science PDF Author: Gang Bao
Publisher: SIAM
ISBN: 9780898717594
Category : Science
Languages : en
Pages : 349

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Book Description
This volume addresses recent developments in mathematical modeling in three areas of optical science: diffractive optics, photonic band gap structures, and waveguides. Particular emphasis is on the formulation of mathematical models and the design and analysis of new computational approaches. The book contains cutting-edge discourses on emerging technology in optics that provides significant challenges and opportunities for applied mathematicians, researchers, and engineers.

Mathematics and Computation

Mathematics and Computation PDF Author: Avi Wigderson
Publisher: Princeton University Press
ISBN: 0691189137
Category : Computers
Languages : en
Pages : 434

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Book Description
From the winner of the Turing Award and the Abel Prize, an introduction to computational complexity theory, its connections and interactions with mathematics, and its central role in the natural and social sciences, technology, and philosophy Mathematics and Computation provides a broad, conceptual overview of computational complexity theory—the mathematical study of efficient computation. With important practical applications to computer science and industry, computational complexity theory has evolved into a highly interdisciplinary field, with strong links to most mathematical areas and to a growing number of scientific endeavors. Avi Wigderson takes a sweeping survey of complexity theory, emphasizing the field’s insights and challenges. He explains the ideas and motivations leading to key models, notions, and results. In particular, he looks at algorithms and complexity, computations and proofs, randomness and interaction, quantum and arithmetic computation, and cryptography and learning, all as parts of a cohesive whole with numerous cross-influences. Wigderson illustrates the immense breadth of the field, its beauty and richness, and its diverse and growing interactions with other areas of mathematics. He ends with a comprehensive look at the theory of computation, its methodology and aspirations, and the unique and fundamental ways in which it has shaped and will further shape science, technology, and society. For further reading, an extensive bibliography is provided for all topics covered. Mathematics and Computation is useful for undergraduate and graduate students in mathematics, computer science, and related fields, as well as researchers and teachers in these fields. Many parts require little background, and serve as an invitation to newcomers seeking an introduction to the theory of computation. Comprehensive coverage of computational complexity theory, and beyond High-level, intuitive exposition, which brings conceptual clarity to this central and dynamic scientific discipline Historical accounts of the evolution and motivations of central concepts and models A broad view of the theory of computation's influence on science, technology, and society Extensive bibliography

Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations

Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations PDF Author: Beatrice Riviere
Publisher: SIAM
ISBN: 089871656X
Category : Mathematics
Languages : en
Pages : 201

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Book Description
Focuses on three primal DG methods, covering both theory and computation, and providing the basic tools for analysis.

Iterative Methods for Linear and Nonlinear Equations

Iterative Methods for Linear and Nonlinear Equations PDF Author: C. T. Kelley
Publisher: SIAM
ISBN: 9781611970944
Category : Mathematics
Languages : en
Pages : 179

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Book Description
Linear and nonlinear systems of equations are the basis for many, if not most, of the models of phenomena in science and engineering, and their efficient numerical solution is critical to progress in these areas. This is the first book to be published on nonlinear equations since the mid-1980s. Although it stresses recent developments in this area, such as Newton-Krylov methods, considerable material on linear equations has been incorporated. This book focuses on a small number of methods and treats them in depth. The author provides a complete analysis of the conjugate gradient and generalized minimum residual iterations as well as recent advances including Newton-Krylov methods, incorporation of inexactness and noise into the analysis, new proofs and implementations of Broyden's method, and globalization of inexact Newton methods. Examples, methods, and algorithmic choices are based on applications to infinite dimensional problems such as partial differential equations and integral equations. The analysis and proof techniques are constructed with the infinite dimensional setting in mind and the computational examples and exercises are based on the MATLAB environment.