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Numerical Mathematics

Author(s): Matheus Grasselli, McMaster University
Dmitry Pelinovsky, McMaster University
Details:
  • ISBN-13: 9780763737672
  • ISBN-10:0763737674
  • Hardcover    668 pages      © 2008
Price: International Sales $158.95 US List
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Overview

Numerical Mathematics presents the innovative approach of using numerical methods as a practical laboratory for all undergraduate mathematics courses in science and engineering streams. The authors bridge the gap between numerical methods and undergraduate mathematics and emphasize the graphical visualization of mathematical properties, numerical verification of formal statements, and illustrations of the mathematical ideas. Students using Numerical Mathematics as a supplementary reference for basic mathematical courses will be encouraged to develop their mathematical intuition with an effective component of technology, while students using it as the primary text for numerical courses will have a broader, reinforced understanding of the subject.

ShowKey Features

Numerical examples and inline MATLAB codes provide convenient tools for classroom use.

Detailed descriptions highlight the mathematical ideas behind the theorems and algorithms providing students with a clearer understanding of the material at hand.

Provides a self-contained introduction and overview of undergraduate numerical analysis, including error analysis, computer arithmetic and detailed algorithms for standard numerical techniques.

Discusses key theoretical concepts in all major areas of undergraduate mathematics for science and engineering (scalar and vector calculus, linear algebra and differential equations) followed by step-by-step numerical implementation of milestone examples.

Includes detailed explanations, labs and solution of selected modeling examples from mathematical physics, financial mathematics, health sciences and computer science, providing students with hands-on experience in modeling.

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ShowTable of Contents

1. Elements of the Laboratory
    1.1 Getting Started
    1.2 Scalars, Vectors and Matrices
    1.3 Matrix Operations
    1.4 Built-in Functions
    1.5 Programming with MATLAB
    1.6 Graphics and Data Files
    1.7 Floating-Point Arithmetic
    1.8 Error Analysis
    1.9 Summary and Notes
    1.10 Exercises

2. Linear Systems
    2.1 Vector Spaces
    2.2 Linear Maps
    2.3 Systems and Linear Equations
    2.4 Vector and Matrix Norms
    2.5 Direct Methods
    2.6 Iterative Methods
    2.7 Cholesky Factorization
    2.8 Determinants
    2.9 Summary and Notes
    2.10 Exercises

3. Orthogonality
    3.1 Inner Product Spaces
    3.2 Orthogonal Projections
    3.3 QR Factorizations
    3.4 The Least-Squares Method
    3.5 Summary and Notes
    3.6 Exercises

4. Eigenvalues and Eigenvectors
    4.1 Matrix Eigenvalue Problems
    4.2 Properties of Eigenvalues
    4.3 Properties of Eigenvectors
    4.4 Normal Matrices
    4.5 Sensitivity of Eigenvalues
    4.6 Power Iterations
    4.7 Simultaneous Iterations
    4.8 Singular Value Decomposition
    4.9 Summary and Notes
    4.10 Exercises

5. Polynomial Functions
    5.1 Properties of Polynomials
    5.2 Vandermonde Interpolation
    5.3 Lagrange Interpolation
    5.4 Newton Interpolation
    5.5 Errors of Polynomial Interpolation
    5.6 Polynomial Approximation
    5.7 Approximation with Orthogonal Polynomials
    5.8 Summary and Notes
    5.9 Exercises

6. Differential and Integral Calculus
    6.1 Derivatives and Finite Differences
    6.2 Higher-Order Numerical Derivatives
    6.3 Multi-Point First-Order Numerical Derivatives
    6.4 Richardson Extrapolation
    6.5 Integrals and Finite Sums
    6.6 Newton-Cotes Integration Rules
    6.7 Romberg Integration
    6.8 Gaussian Quadrature Rules
    6.9 Summary and Notes
    6.10 Exercises

7. Vector Calculus
    7.1 Scalar Functions of Several Variables
    7.2 Partial Derivatives and Differentiability
    7.3 The Gradient Vector
    7.4 Paths
    7.5 Vector Fields
    7.6 Line Integrals
    7.7 Surface Integrals
    7.8 Integral Theorems
    7.9 Summary and Notes
    7.10 Exercises

8. Zeros and Extrema of Functions
    8.1 One-dimensional root finding
    8.2 Multidimensional root finding
    8.3 One-dimensional minimization
    8.4 Multidimensional Minimization
    8.5 Summary and Notes
    8.6 Exercises

9. Initial-Value Problems for ODEs
    9.1 Approximations of Solutions
    9.2 Single-Step Runge-Kutta Solvers
    9.3 Adaptive Single-Step Solvers
    9.4 Multi-step Adams Solvers
    9.5 Implicit Methods for Stiff Differential Equations
    9.6 Summary and Notes
    9.7 Exercises

10. Boundary-Value Problems for ODEs and PDEs
    10.1 Finite-Difference Methods for ODEs
    10.2 Shooting Methods for ODEs
    10.3 Finite-Difference Methods for Parabolic PDEs
    10.4 Finite-Difference Methods for Hyperbolic PDEs
    10.5 Finite-Difference Methods for Elliptic PDEs
    10.6 Summary and Notes
    10.7 Exercises

11. Spectral Methods
    11.1 Trigonometric Approximation and Interpolation
    11.2 Errors of Trigonometric Interpolation
    11.3 Trigonometric Methods for Differential Equations
    11.4 Summary and Notes
    11.5 Exercises

12. Finite Element Methods
    12.1 Spline Interpolation
    12.2 Hermite Interpolation
    12.3 Finite Elements for Differential Equations
    12.4 Summary and Notes
    12.5 Exercises

Subject Index
MATLAB Functions and Commands
Mathematical Symbols     


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ShowAbout the Author(s)

Matheus Grasselli-McMaster University

Matheus Grasselli is the Sharcnet Chair in Financial Mathematics and co-director of PhiMac, the financial mathematics laboratory at McMaster University.  After obtaining a doctorate in mathematical physics from Kings College London, he has been working in mathematical finance and is an experienced instructor of undergraduate and graduate mathematics, supervising numerous research projects in both theoretical and practical aspects of finance, risk management, and investment strategies.  Grasselli has published many research papers, contributed to texts and articles, and is a regular speaker in both academic and industrial conferences around the world.

Dmitry Pelinovsky-McMaster University

Dmitry E. Pelinovsky has obtained his Ph.D. at Monash University (Australia) in 1997. He has been a Postdoctoral Fellow at University of Toronto in 1998--2000. He is now an Associate Professor at McMaster University. He has taught over twenty undergraduate and graduate courses on linear algebra, numerical methods, differential equations, and mathematical physics. He wrote two coursewares published by the McMaster University Publishers in 2002 and 2005. His research topics deal with nonlinear differential equations, dynamical systems, spectral theory, and numerical analysis. He is an author of over 110 peer-reviewed publications in journals on applied mathematics and mathematical physics and over 20 review articles in editorial books, journals and the Encyclopedia of Nonlinear Science (Routledge, Taylor \& Francis Books Inc., New York, 2005). He has served as the guest editor of the special issue of the journal Chaos (American Institute of Physics, 2005). His research and teaching activities can be browsed at http://dmpeli.math.mcmaster.ca. 

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ShowAppropriate Courses

Appropriate for undergraduate students enrolled in science, engineering, and mathematics programs.  It is ideal for use as a main textbook for introductory courses in numerical methods, modeling and scientific computing.  In addition, it is appropriate as a supplementary text and reference in all calculus, linear algebra and differential equations streams.

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ShowResources

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