Author: Eugene Wachspress
Publisher: Springer Science & Business Media
ISBN: 1461451221
Category : Technology & Engineering
Languages : en
Pages : 169
Book Description
The ADI Model Problem presents the theoretical foundations of Alternating Direction Implicit (ADI) iteration for systems with both real and complex spectra and extends early work for real spectra into the complex plane with methods for computing optimum iteration parameters for both one and two variable problems. This book provides application of theory to the solution of boundary value problems and description of stable similarity reduction of a full matrix to low-band upper Hessenberg form, with application to computation of eigenvalues and solution of Lyapunov and Sylvester equations. Also included are MATLAB programs and numerical verification of theory and applications.
The ADI Model Problem
Author: Eugene Wachspress
Publisher: Springer Science & Business Media
ISBN: 1461451221
Category : Technology & Engineering
Languages : en
Pages : 169
Book Description
The ADI Model Problem presents the theoretical foundations of Alternating Direction Implicit (ADI) iteration for systems with both real and complex spectra and extends early work for real spectra into the complex plane with methods for computing optimum iteration parameters for both one and two variable problems. This book provides application of theory to the solution of boundary value problems and description of stable similarity reduction of a full matrix to low-band upper Hessenberg form, with application to computation of eigenvalues and solution of Lyapunov and Sylvester equations. Also included are MATLAB programs and numerical verification of theory and applications.
Publisher: Springer Science & Business Media
ISBN: 1461451221
Category : Technology & Engineering
Languages : en
Pages : 169
Book Description
The ADI Model Problem presents the theoretical foundations of Alternating Direction Implicit (ADI) iteration for systems with both real and complex spectra and extends early work for real spectra into the complex plane with methods for computing optimum iteration parameters for both one and two variable problems. This book provides application of theory to the solution of boundary value problems and description of stable similarity reduction of a full matrix to low-band upper Hessenberg form, with application to computation of eigenvalues and solution of Lyapunov and Sylvester equations. Also included are MATLAB programs and numerical verification of theory and applications.
The ADI Model Problem
Author: Eugene L. Wachspress
Publisher:
ISBN:
Category : Differential equations, Elliptic
Languages : en
Pages : 111
Book Description
Publisher:
ISBN:
Category : Differential equations, Elliptic
Languages : en
Pages : 111
Book Description
Numerical Solution of Elliptic Problems
Author: Garrett Birkhoff
Publisher: SIAM
ISBN: 9781611970869
Category : Mathematics
Languages : en
Pages : 330
Book Description
A study of the art and science of solving elliptic problems numerically, with an emphasis on problems that have important scientific and engineering applications, and that are solvable at moderate cost on computing machines.
Publisher: SIAM
ISBN: 9781611970869
Category : Mathematics
Languages : en
Pages : 330
Book Description
A study of the art and science of solving elliptic problems numerically, with an emphasis on problems that have important scientific and engineering applications, and that are solvable at moderate cost on computing machines.
Iterative Solution of Large Sparse Systems of Equations
Author: Wolfgang Hackbusch
Publisher: Springer
ISBN: 3319284835
Category : Mathematics
Languages : en
Pages : 528
Book Description
In the second edition of this classic monograph, complete with four new chapters and updated references, readers will now have access to content describing and analysing classical and modern methods with emphasis on the algebraic structure of linear iteration, which is usually ignored in other literature. The necessary amount of work increases dramatically with the size of systems, so one has to search for algorithms that most efficiently and accurately solve systems of, e.g., several million equations. The choice of algorithms depends on the special properties the matrices in practice have. An important class of large systems arises from the discretization of partial differential equations. In this case, the matrices are sparse (i.e., they contain mostly zeroes) and well-suited to iterative algorithms. The first edition of this book grew out of a series of lectures given by the author at the Christian-Albrecht University of Kiel to students of mathematics. The second edition includes quite novel approaches.
Publisher: Springer
ISBN: 3319284835
Category : Mathematics
Languages : en
Pages : 528
Book Description
In the second edition of this classic monograph, complete with four new chapters and updated references, readers will now have access to content describing and analysing classical and modern methods with emphasis on the algebraic structure of linear iteration, which is usually ignored in other literature. The necessary amount of work increases dramatically with the size of systems, so one has to search for algorithms that most efficiently and accurately solve systems of, e.g., several million equations. The choice of algorithms depends on the special properties the matrices in practice have. An important class of large systems arises from the discretization of partial differential equations. In this case, the matrices are sparse (i.e., they contain mostly zeroes) and well-suited to iterative algorithms. The first edition of this book grew out of a series of lectures given by the author at the Christian-Albrecht University of Kiel to students of mathematics. The second edition includes quite novel approaches.
Issues in Mathematical Theory and Modeling: 2011 Edition
Author:
Publisher: ScholarlyEditions
ISBN: 1464966931
Category : Mathematics
Languages : en
Pages : 316
Book Description
Issues in Mathematical Theory and Modeling / 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Mathematical Theory and Modeling. The editors have built Issues in Mathematical Theory and Modeling: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Mathematical Theory and Modeling in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Mathematical Theory and Modeling: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Publisher: ScholarlyEditions
ISBN: 1464966931
Category : Mathematics
Languages : en
Pages : 316
Book Description
Issues in Mathematical Theory and Modeling / 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Mathematical Theory and Modeling. The editors have built Issues in Mathematical Theory and Modeling: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Mathematical Theory and Modeling in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in Mathematical Theory and Modeling: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
1986 Proceedings
Author: IEEE Computer Society
Publisher:
ISBN: 9780818607431
Category : Computers
Languages : en
Pages : 1248
Book Description
Publisher:
ISBN: 9780818607431
Category : Computers
Languages : en
Pages : 1248
Book Description
High Performance Computing Systems and Applications
Author: Nikitas J. Dimopoulos
Publisher: Springer Science & Business Media
ISBN: 9780792376170
Category : Computers
Languages : en
Pages : 548
Book Description
High Performance Computing Systems and Applications contains a selection of fully refereed papers presented at the 14th International Conference on High Performance Computing Systems and Applications held in Victoria, Canada, in June 2000. This book presents the latest research in HPC Systems and Applications, including distributed systems and architecture, numerical methods and simulation, network algorithms and protocols, computer architecture, distributed memory, and parallel algorithms. It also covers such topics as applications in astrophysics and space physics, cluster computing, numerical simulations for fluid dynamics, electromagnetics and crystal growth, networks and the Grid, and biology and Monte Carlo techniques. High Performance Computing Systems and Applications is suitable as a secondary text for graduate level courses, and as a reference for researchers and practitioners in industry.
Publisher: Springer Science & Business Media
ISBN: 9780792376170
Category : Computers
Languages : en
Pages : 548
Book Description
High Performance Computing Systems and Applications contains a selection of fully refereed papers presented at the 14th International Conference on High Performance Computing Systems and Applications held in Victoria, Canada, in June 2000. This book presents the latest research in HPC Systems and Applications, including distributed systems and architecture, numerical methods and simulation, network algorithms and protocols, computer architecture, distributed memory, and parallel algorithms. It also covers such topics as applications in astrophysics and space physics, cluster computing, numerical simulations for fluid dynamics, electromagnetics and crystal growth, networks and the Grid, and biology and Monte Carlo techniques. High Performance Computing Systems and Applications is suitable as a secondary text for graduate level courses, and as a reference for researchers and practitioners in industry.
Modern Methods in Scientific Computing and Applications
Author: Anne Bourlioux
Publisher: Springer Science & Business Media
ISBN: 9401005109
Category : Mathematics
Languages : en
Pages : 503
Book Description
When we first heard in the spring of 2000 that the Seminaire de matMmatiques superieures (SMS) was interested in devoting its session of the summer of 200l-its 40th-to scientific computing the idea of taking on the organizational work seemed to us somewhat remote. More immediate things were on our minds: one of us was about to go on leave to the Courant Institute, the other preparing for a research summer in Paris. But the more we learned about the possibilities of such a seminar, the support for the organization and also the great history of the SMS, the more we grew attached to the project. The topics we planned to cover were intended to span a wide range of theoretical and practical tools for solving problems in image processing, thin films, mathematical finance, electrical engineering, moving interfaces, and combustion. These applications alone show how wide the influence of scientific computing has become over the last two decades: almost any area of science and engineering is greatly influenced by simulations, and the SMS workshop in this field came very timely. We decided to organize the workshop in pairs of speakers for each of the eight topics we had chosen, and we invited the leading experts worldwide in these fields. We were very fortunate that every speaker we invited accepted to come, so the program could be realized as planned.
Publisher: Springer Science & Business Media
ISBN: 9401005109
Category : Mathematics
Languages : en
Pages : 503
Book Description
When we first heard in the spring of 2000 that the Seminaire de matMmatiques superieures (SMS) was interested in devoting its session of the summer of 200l-its 40th-to scientific computing the idea of taking on the organizational work seemed to us somewhat remote. More immediate things were on our minds: one of us was about to go on leave to the Courant Institute, the other preparing for a research summer in Paris. But the more we learned about the possibilities of such a seminar, the support for the organization and also the great history of the SMS, the more we grew attached to the project. The topics we planned to cover were intended to span a wide range of theoretical and practical tools for solving problems in image processing, thin films, mathematical finance, electrical engineering, moving interfaces, and combustion. These applications alone show how wide the influence of scientific computing has become over the last two decades: almost any area of science and engineering is greatly influenced by simulations, and the SMS workshop in this field came very timely. We decided to organize the workshop in pairs of speakers for each of the eight topics we had chosen, and we invited the leading experts worldwide in these fields. We were very fortunate that every speaker we invited accepted to come, so the program could be realized as planned.
Financial Instrument Pricing Using C++
Author: Daniel J. Duffy
Publisher: John Wiley & Sons
ISBN: 1118856473
Category : Business & Economics
Languages : en
Pages : 437
Book Description
One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. He employs modern software engineering techniques to produce industrial-strength applications: Using the Standard Template Library (STL) in finance Creating your own template classes and functions Reusable data structures for vectors, matrices and tensors Classes for numerical analysis (numerical linear algebra ?) Solving the Black Scholes equations, exact and approximate solutions Implementing the Finite Difference Method in C++ Integration with the ?Gang of Four? Design Patterns Interfacing with Excel (output and Add-Ins) Financial engineering and XML Cash flow and yield curves Included with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries. 'Unique... Let's all give a warm welcome to modern pricing tools.' -- Paul Wilmott, mathematician, author and fund manager
Publisher: John Wiley & Sons
ISBN: 1118856473
Category : Business & Economics
Languages : en
Pages : 437
Book Description
One of the best languages for the development of financial engineering and instrument pricing applications is C++. This book has several features that allow developers to write robust, flexible and extensible software systems. The book is an ANSI/ISO standard, fully object-oriented and interfaces with many third-party applications. It has support for templates and generic programming, massive reusability using templates (?write once?) and support for legacy C applications. In this book, author Daniel J. Duffy brings C++ to the next level by applying it to the design and implementation of classes, libraries and applications for option and derivative pricing models. He employs modern software engineering techniques to produce industrial-strength applications: Using the Standard Template Library (STL) in finance Creating your own template classes and functions Reusable data structures for vectors, matrices and tensors Classes for numerical analysis (numerical linear algebra ?) Solving the Black Scholes equations, exact and approximate solutions Implementing the Finite Difference Method in C++ Integration with the ?Gang of Four? Design Patterns Interfacing with Excel (output and Add-Ins) Financial engineering and XML Cash flow and yield curves Included with the book is a CD containing the source code in the Datasim Financial Toolkit. You can use this to get up to speed with your C++ applications by reusing existing classes and libraries. 'Unique... Let's all give a warm welcome to modern pricing tools.' -- Paul Wilmott, mathematician, author and fund manager
Computation and Applied Mathematics
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 172
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 172
Book Description