A Concise Introduction to Geometric Numerical Integration

A Concise Introduction to Geometric Numerical Integration PDF Author: Sergio Blanes
Publisher: CRC Press
ISBN: 1482263440
Category : Mathematics
Languages : en
Pages : 233

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Book Description
Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

A Concise Introduction to Geometric Numerical Integration

A Concise Introduction to Geometric Numerical Integration PDF Author: Sergio Blanes
Publisher: CRC Press
ISBN: 1482263440
Category : Mathematics
Languages : en
Pages : 233

Get Book

Book Description
Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.

Geometric Numerical Integration

Geometric Numerical Integration PDF Author: Ernst Hairer
Publisher: Springer Science & Business Media
ISBN: 3540306668
Category : Mathematics
Languages : en
Pages : 660

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Book Description
This book covers numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions. It presents a theory of symplectic and symmetric methods, which include various specially designed integrators, as well as discusses their construction and practical merits. The long-time behavior of the numerical solutions is studied using a backward error analysis combined with KAM theory.

A Concise Introduction to Numerical Analysis

A Concise Introduction to Numerical Analysis PDF Author: A. C. Faul
Publisher: CRC Press
ISBN: 1498712215
Category : Mathematics
Languages : en
Pages : 161

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Book Description
This textbook provides an accessible and concise introduction to numerical analysis for upper undergraduate and beginning graduate students from various backgrounds. It was developed from the lecture notes of four successful courses on numerical analysis taught within the MPhil of Scientific Computing at the University of Cambridge. The book is easily accessible, even to those with limited knowledge of mathematics. Students will get a concise, but thorough introduction to numerical analysis. In addition the algorithmic principles are emphasized to encourage a deeper understanding of why an algorithm is suitable, and sometimes unsuitable, for a particular problem. A Concise Introduction to Numerical Analysis strikes a balance between being mathematically comprehensive, but not overwhelming with mathematical detail. In some places where further detail was felt to be out of scope of the book, the reader is referred to further reading. The book uses MATLAB® implementations to demonstrate the workings of the method and thus MATLAB's own implementations are avoided, unless they are used as building blocks of an algorithm. In some cases the listings are printed in the book, but all are available online on the book’s page at www.crcpress.com. Most implementations are in the form of functions returning the outcome of the algorithm. Also, examples for the use of the functions are given. Exercises are included in line with the text where appropriate, and each chapter ends with a selection of revision exercises. Solutions to odd-numbered exercises are also provided on the book’s page at www.crcpress.com. This textbook is also an ideal resource for graduate students coming from other subjects who will use numerical techniques extensively in their graduate studies.

Geometric Integrators for Differential Equations with Highly Oscillatory Solutions

Geometric Integrators for Differential Equations with Highly Oscillatory Solutions PDF Author: Xinyuan Wu
Publisher: Springer Nature
ISBN: 981160147X
Category : Mathematics
Languages : en
Pages : 507

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Book Description
The idea of structure-preserving algorithms appeared in the 1980's. The new paradigm brought many innovative changes. The new paradigm wanted to identify the long-time behaviour of the solutions or the existence of conservation laws or some other qualitative feature of the dynamics. Another area that has kept growing in importance within Geometric Numerical Integration is the study of highly-oscillatory problems: problems where the solutions are periodic or quasiperiodic and have to be studied in time intervals that include an extremely large number of periods. As is known, these equations cannot be solved efficiently using conventional methods. A further study of novel geometric integrators has become increasingly important in recent years. The objective of this monograph is to explore further geometric integrators for highly oscillatory problems that can be formulated as systems of ordinary and partial differential equations. Facing challenging scientific computational problems, this book presents some new perspectives of the subject matter based on theoretical derivations and mathematical analysis, and provides high-performance numerical simulations. In order to show the long-time numerical behaviour of the simulation, all the integrators presented in this monograph have been tested and verified on highly oscillatory systems from a wide range of applications in the field of science and engineering. They are more efficient than existing schemes in the literature for differential equations that have highly oscillatory solutions. This book is useful to researchers, teachers, students and engineers who are interested in Geometric Integrators and their long-time behaviour analysis for differential equations with highly oscillatory solutions.

Discrete Mechanics, Geometric Integration and Lie–Butcher Series

Discrete Mechanics, Geometric Integration and Lie–Butcher Series PDF Author: Kurusch Ebrahimi-Fard
Publisher: Springer
ISBN: 3030013979
Category : Mathematics
Languages : en
Pages : 361

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Book Description
This volume resulted from presentations given at the international “Brainstorming Workshop on New Developments in Discrete Mechanics, Geometric Integration and Lie–Butcher Series”, that took place at the Instituto de Ciencias Matemáticas (ICMAT) in Madrid, Spain. It combines overview and research articles on recent and ongoing developments, as well as new research directions. Why geometric numerical integration? In their article of the same title Arieh Iserles and Reinout Quispel, two renowned experts in numerical analysis of differential equations, provide a compelling answer to this question. After this introductory chapter a collection of high-quality research articles aim at exploring recent and ongoing developments, as well as new research directions in the areas of geometric integration methods for differential equations, nonlinear systems interconnections, and discrete mechanics. One of the highlights is the unfolding of modern algebraic and combinatorial structures common to those topics, which give rise to fruitful interactions between theoretical as well as applied and computational perspectives. The volume is aimed at researchers and graduate students interested in theoretical and computational problems in geometric integration theory, nonlinear control theory, and discrete mechanics.

Numerical Approximation of Ordinary Differential Problems

Numerical Approximation of Ordinary Differential Problems PDF Author: Raffaele D'Ambrosio
Publisher: Springer Nature
ISBN: 3031313437
Category : Mathematics
Languages : en
Pages : 391

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Book Description
This book is focused on the numerical discretization of ordinary differential equations (ODEs), under several perspectives. The attention is first conveyed to providing accurate numerical solutions of deterministic problems. Then, the presentation moves to a more modern vision of numerical approximation, oriented to reproducing qualitative properties of the continuous problem along the discretized dynamics over long times. The book finally performs some steps in the direction of stochastic differential equations (SDEs), with the intention of offering useful tools to generalize the techniques introduced for the numerical approximation of ODEs to the stochastic case, as well as of presenting numerical issues natively introduced for SDEs. The book is the result of an intense teaching experience as well as of the research carried out in the last decade by the author. It is both intended for students and instructors: for the students, this book is comprehensive and rather self-contained; for the instructors, there is material for one or more monographic courses on ODEs and related topics. In this respect, the book can be followed in its designed path and includes motivational aspects, historical background, examples and a software programs, implemented in Matlab, that can be useful for the laboratory part of a course on numerical ODEs/SDEs. The book also contains the portraits of several pioneers in the numerical discretization of differential problems, useful to provide a framework to understand their contributes in the presented fields. Last, but not least, rigor joins readability in the book.

Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science

Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science PDF Author: Roderick Melnik
Publisher: Springer
ISBN: 1493969692
Category : Mathematics
Languages : en
Pages : 444

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Book Description
This volume is an excellent resource for professionals in various areas of applications of mathematics, modeling, and computational science. It focuses on recent progress and modern challenges in these areas. The volume provides a balance between fundamental theoretical and applied developments, emphasizing the interdisciplinary nature of modern trends and detailing state-of-the-art achievements in Applied Mathematics, Modeling, and Computational Science. The chapters have been authored by international experts in their respective fields, making this book ideal for researchers in academia, practitioners, and graduate students. It can also serve as a reference in the diverse selected areas of applied mathematics, modelling, and computational sciences, and is ideal for interdisciplinary collaborations.

Introduction to Abelian Model Structures and Gorenstein Homological Dimensions

Introduction to Abelian Model Structures and Gorenstein Homological Dimensions PDF Author: Marco A. P. Bullones
Publisher: CRC Press
ISBN: 149872535X
Category : Mathematics
Languages : en
Pages : 370

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Book Description
Introduction to Abelian Model Structures and Gorenstein Homological Dimensions provides a starting point to study the relationship between homological and homotopical algebra, a very active branch of mathematics. The book shows how to obtain new model structures in homological algebra by constructing a pair of compatible complete cotorsion pairs related to a specific homological dimension and then applying the Hovey Correspondence to generate an abelian model structure. The first part of the book introduces the definitions and notations of the universal constructions most often used in category theory. The next part presents a proof of the Eklof and Trlifaj theorem in Grothedieck categories and covers M. Hovey’s work that connects the theories of cotorsion pairs and model categories. The final two parts study the relationship between model structures and classical and Gorenstein homological dimensions and explore special types of Grothendieck categories known as Gorenstein categories. As self-contained as possible, this book presents new results in relative homological algebra and model category theory. The author also re-proves some established results using different arguments or from a pedagogical point of view. In addition, he proves folklore results that are difficult to locate in the literature.

Analytical Methods for Kolmogorov Equations

Analytical Methods for Kolmogorov Equations PDF Author: Luca Lorenzi
Publisher: CRC Press
ISBN: 1315355620
Category : Mathematics
Languages : en
Pages : 572

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Book Description
The second edition of this book has a new title that more accurately reflects the table of contents. Over the past few years, many new results have been proven in the field of partial differential equations. This edition takes those new results into account, in particular the study of nonautonomous operators with unbounded coefficients, which has received great attention. Additionally, this edition is the first to use a unified approach to contain the new results in a singular place.

Finite Element Methods for Eigenvalue Problems

Finite Element Methods for Eigenvalue Problems PDF Author: Jiguang Sun
Publisher: CRC Press
ISBN: 1482254654
Category : Mathematics
Languages : en
Pages : 368

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Book Description
This book covers finite element methods for several typical eigenvalues that arise from science and engineering. Both theory and implementation are covered in depth at the graduate level. The background for typical eigenvalue problems is included along with functional analysis tools, finite element discretization methods, convergence analysis, techniques for matrix evaluation problems, and computer implementation. The book also presents new methods, such as the discontinuous Galerkin method, and new problems, such as the transmission eigenvalue problem.