Author: Peter Deuflhard
Publisher: Springer Science & Business Media
ISBN: 9783540210993
Category : Mathematics
Languages : en
Pages : 444
Book Description
This book deals with the efficient numerical solution of challenging nonlinear problems in science and engineering, both in finite and in infinite dimension. Its focus is on local and global Newton methods for direct problems or Gauss-Newton methods for inverse problems. 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.
Newton Methods for Nonlinear Problems
Author: Peter Deuflhard
Publisher: Springer Science & Business Media
ISBN: 9783540210993
Category : Mathematics
Languages : en
Pages : 444
Book Description
This book deals with the efficient numerical solution of challenging nonlinear problems in science and engineering, both in finite and in infinite dimension. Its focus is on local and global Newton methods for direct problems or Gauss-Newton methods for inverse problems. 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.
Publisher: Springer Science & Business Media
ISBN: 9783540210993
Category : Mathematics
Languages : en
Pages : 444
Book Description
This book deals with the efficient numerical solution of challenging nonlinear problems in science and engineering, both in finite and in infinite dimension. Its focus is on local and global Newton methods for direct problems or Gauss-Newton methods for inverse problems. 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.
Newton-Type Methods for Optimization and Variational Problems
Author: Alexey F. Izmailov
Publisher: Springer
ISBN: 3319042475
Category : Business & Economics
Languages : en
Pages : 587
Book Description
This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.
Publisher: Springer
ISBN: 3319042475
Category : Business & Economics
Languages : en
Pages : 587
Book Description
This book presents comprehensive state-of-the-art theoretical analysis of the fundamental Newtonian and Newtonian-related approaches to solving optimization and variational problems. A central focus is the relationship between the basic Newton scheme for a given problem and algorithms that also enjoy fast local convergence. The authors develop general perturbed Newtonian frameworks that preserve fast convergence and consider specific algorithms as particular cases within those frameworks, i.e., as perturbations of the associated basic Newton iterations. This approach yields a set of tools for the unified treatment of various algorithms, including some not of the Newton type per se. Among the new subjects addressed is the class of degenerate problems. In particular, the phenomenon of attraction of Newton iterates to critical Lagrange multipliers and its consequences as well as stabilized Newton methods for variational problems and stabilized sequential quadratic programming for optimization. This volume will be useful to researchers and graduate students in the fields of optimization and variational analysis.
Solving Nonlinear Equations with Newton's Method
Author: C. T. Kelley
Publisher: SIAM
ISBN: 9780898718898
Category : Mathematics
Languages : en
Pages : 117
Book Description
This book on Newton's method is a user-oriented guide to algorithms and implementation. In just over 100 pages, it shows, via algorithms in pseudocode, in MATLAB, and with several examples, how one can choose an appropriate Newton-type method for a given problem, diagnose problems, and write an efficient solver or apply one written by others. It contains trouble-shooting guides to the major algorithms, their most common failure modes, and the likely causes of failure. It also includes many worked-out examples (available on the SIAM website) in pseudocode and a collection of MATLAB codes, allowing readers to experiment with the algorithms easily and implement them in other languages.
Publisher: SIAM
ISBN: 9780898718898
Category : Mathematics
Languages : en
Pages : 117
Book Description
This book on Newton's method is a user-oriented guide to algorithms and implementation. In just over 100 pages, it shows, via algorithms in pseudocode, in MATLAB, and with several examples, how one can choose an appropriate Newton-type method for a given problem, diagnose problems, and write an efficient solver or apply one written by others. It contains trouble-shooting guides to the major algorithms, their most common failure modes, and the likely causes of failure. It also includes many worked-out examples (available on the SIAM website) in pseudocode and a collection of MATLAB codes, allowing readers to experiment with the algorithms easily and implement them in other languages.
Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces
Author: Michael Ulbrich
Publisher: SIAM
ISBN: 1611970687
Category : Mathematics
Languages : en
Pages : 315
Book Description
A comprehensive treatment of semismooth Newton methods in function spaces: from their foundations to recent progress in the field. This book is appropriate for researchers and practitioners in PDE-constrained optimization, nonlinear optimization and numerical analysis, as well as engineers interested in the current theory and methods for solving variational inequalities.
Publisher: SIAM
ISBN: 1611970687
Category : Mathematics
Languages : en
Pages : 315
Book Description
A comprehensive treatment of semismooth Newton methods in function spaces: from their foundations to recent progress in the field. This book is appropriate for researchers and practitioners in PDE-constrained optimization, nonlinear optimization and numerical analysis, as well as engineers interested in the current theory and methods for solving variational inequalities.
Isaac Newton on Mathematical Certainty and Method
Author: Niccolo Guicciardini
Publisher: MIT Press
ISBN: 0262291657
Category : Mathematics
Languages : en
Pages : 449
Book Description
An analysis of Newton's mathematical work, from early discoveries to mature reflections, and a discussion of Newton's views on the role and nature of mathematics. Historians of mathematics have devoted considerable attention to Isaac Newton's work on algebra, series, fluxions, quadratures, and geometry. In Isaac Newton on Mathematical Certainty and Method, Niccolò Guicciardini examines a critical aspect of Newton's work that has not been tightly connected to Newton's actual practice: his philosophy of mathematics. Newton aimed to inject certainty into natural philosophy by deploying mathematical reasoning (titling his main work The Mathematical Principles of Natural Philosophy most probably to highlight a stark contrast to Descartes's Principles of Philosophy). To that end he paid concerted attention to method, particularly in relation to the issue of certainty, participating in contemporary debates on the subject and elaborating his own answers. Guicciardini shows how Newton carefully positioned himself against two giants in the “common” and “new” analysis, Descartes and Leibniz. Although his work was in many ways disconnected from the traditions of Greek geometry, Newton portrayed himself as antiquity's legitimate heir, thereby distancing himself from the moderns. Guicciardini reconstructs Newton's own method by extracting it from his concrete practice and not solely by examining his broader statements about such matters. He examines the full range of Newton's works, from his early treatises on series and fluxions to the late writings, which were produced in direct opposition to Leibniz. The complex interactions between Newton's understanding of method and his mathematical work then reveal themselves through Guicciardini's careful analysis of selected examples. Isaac Newton on Mathematical Certainty and Method uncovers what mathematics was for Newton, and what being a mathematician meant to him.
Publisher: MIT Press
ISBN: 0262291657
Category : Mathematics
Languages : en
Pages : 449
Book Description
An analysis of Newton's mathematical work, from early discoveries to mature reflections, and a discussion of Newton's views on the role and nature of mathematics. Historians of mathematics have devoted considerable attention to Isaac Newton's work on algebra, series, fluxions, quadratures, and geometry. In Isaac Newton on Mathematical Certainty and Method, Niccolò Guicciardini examines a critical aspect of Newton's work that has not been tightly connected to Newton's actual practice: his philosophy of mathematics. Newton aimed to inject certainty into natural philosophy by deploying mathematical reasoning (titling his main work The Mathematical Principles of Natural Philosophy most probably to highlight a stark contrast to Descartes's Principles of Philosophy). To that end he paid concerted attention to method, particularly in relation to the issue of certainty, participating in contemporary debates on the subject and elaborating his own answers. Guicciardini shows how Newton carefully positioned himself against two giants in the “common” and “new” analysis, Descartes and Leibniz. Although his work was in many ways disconnected from the traditions of Greek geometry, Newton portrayed himself as antiquity's legitimate heir, thereby distancing himself from the moderns. Guicciardini reconstructs Newton's own method by extracting it from his concrete practice and not solely by examining his broader statements about such matters. He examines the full range of Newton's works, from his early treatises on series and fluxions to the late writings, which were produced in direct opposition to Leibniz. The complex interactions between Newton's understanding of method and his mathematical work then reveal themselves through Guicciardini's careful analysis of selected examples. Isaac Newton on Mathematical Certainty and Method uncovers what mathematics was for Newton, and what being a mathematician meant to him.
Newton Methods
Author: Ioannis K. Argyros
Publisher: Nova Publishers
ISBN: 9781594540523
Category : Mathematics
Languages : en
Pages : 422
Book Description
This self-contained treatment offers a contemporary and systematic development of the theory and application of Newton methods, which are undoubtedly the most effective tools for solving equations appearing in computational sciences. Its focal point resides in an exhaustive analysis of the convergence properties of several Newton variants used in connection to specific real life problems originated from astrophysics, engineering, mathematical economics and other applied areas. What distinguishes this book from others is the fact that the weak convergence conditions inaugurated here allow for a wider applicability of Newton methods; finer error bounds on the distances involved, and a more precise information on the location of the solution. These factors make this book ideal for researchers, practitioners and students.
Publisher: Nova Publishers
ISBN: 9781594540523
Category : Mathematics
Languages : en
Pages : 422
Book Description
This self-contained treatment offers a contemporary and systematic development of the theory and application of Newton methods, which are undoubtedly the most effective tools for solving equations appearing in computational sciences. Its focal point resides in an exhaustive analysis of the convergence properties of several Newton variants used in connection to specific real life problems originated from astrophysics, engineering, mathematical economics and other applied areas. What distinguishes this book from others is the fact that the weak convergence conditions inaugurated here allow for a wider applicability of Newton methods; finer error bounds on the distances involved, and a more precise information on the location of the solution. These factors make this book ideal for researchers, practitioners and students.
Newton Methods for Nonlinear Problems
Author: Peter Deuflhard
Publisher: Springer Science & Business Media
ISBN: 3642238998
Category : Mathematics
Languages : en
Pages : 432
Book Description
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.
Publisher: Springer Science & Business Media
ISBN: 3642238998
Category : Mathematics
Languages : en
Pages : 432
Book Description
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.
Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces
Author: Michael Ulbrich
Publisher: SIAM
ISBN: 9781611970692
Category : Constrained optimization
Languages : en
Pages : 322
Book Description
Semismooth Newton methods are a modern class of remarkably powerful and versatile algorithms for solving constrained optimization problems with partial differential equations (PDEs), variational inequalities, and related problems. This book provides a comprehensive presentation of these methods in function spaces, striking a balance between thoroughly developed theory and numerical applications. Although largely self-contained, the book also covers recent developments in the field, such as state-constrained problems, and offers new material on topics such as improved mesh independence results. The theory and methods are applied to a range of practically important problems, including: optimal control of nonlinear elliptic differential equations, obstacle problems, and flow control of instationary Navier-Stokes fluids. In addition, the author covers adjoint-based derivative computation and the efficient solution of Newton systems by multigrid and preconditioned iterative methods.
Publisher: SIAM
ISBN: 9781611970692
Category : Constrained optimization
Languages : en
Pages : 322
Book Description
Semismooth Newton methods are a modern class of remarkably powerful and versatile algorithms for solving constrained optimization problems with partial differential equations (PDEs), variational inequalities, and related problems. This book provides a comprehensive presentation of these methods in function spaces, striking a balance between thoroughly developed theory and numerical applications. Although largely self-contained, the book also covers recent developments in the field, such as state-constrained problems, and offers new material on topics such as improved mesh independence results. The theory and methods are applied to a range of practically important problems, including: optimal control of nonlinear elliptic differential equations, obstacle problems, and flow control of instationary Navier-Stokes fluids. In addition, the author covers adjoint-based derivative computation and the efficient solution of Newton systems by multigrid and preconditioned iterative methods.
Convergence and Applications of Newton-type Iterations
Author: Ioannis K. Argyros
Publisher: Springer Science & Business Media
ISBN: 0387727434
Category : Mathematics
Languages : en
Pages : 513
Book Description
This monograph is devoted to a comprehensive treatment of iterative methods for solving nonlinear equations with particular emphasis on semi-local convergence analysis. Theoretical results are applied to engineering, dynamic economic systems, input-output systems, nonlinear and linear differential equations, and optimization problems. Accompanied by many exercises, some with solutions, the book may be used as a supplementary text in the classroom for an advanced course on numerical functional analysis.
Publisher: Springer Science & Business Media
ISBN: 0387727434
Category : Mathematics
Languages : en
Pages : 513
Book Description
This monograph is devoted to a comprehensive treatment of iterative methods for solving nonlinear equations with particular emphasis on semi-local convergence analysis. Theoretical results are applied to engineering, dynamic economic systems, input-output systems, nonlinear and linear differential equations, and optimization problems. Accompanied by many exercises, some with solutions, the book may be used as a supplementary text in the classroom for an advanced course on numerical functional analysis.
A Discourse Concerning the Nature and Certainty of Sir Isaac Newton's Methods of Fluxions
Author: Benjamin Robins
Publisher:
ISBN:
Category : Calculus
Languages : en
Pages : 98
Book Description
Publisher:
ISBN:
Category : Calculus
Languages : en
Pages : 98
Book Description