Bücher der Reihe Springer Series in Computational Mathematics

This book focuses on Krylov subspace methods for solving linear systems, which are known as one of the top 10 algorithms in the twentieth century, such as Fast Fourier Transform and Quick Sort (SIAM News, 2000). Theoretical aspects of Krylov subspace methods developed in the twentieth century are explained and derived in a concise and unified way. Furthermore, some Krylov subspace methods in the twenty-first century are described in detail, such as the COCR method for complex symmetric linear systems, the BiCR method, and the IDR(s) method for non-Hermitian linear systems.The strength of the book is not only in describing principles of Krylov subspace methods but in providing a variety of applications: shifted linear systems and matrix functions from the theoretical point of view, as well as partial differential equations, computational physics, computational particle physics, optimizations, and machine learning from a practical point of view.The book is self-contained in that basic necessary concepts of numerical linear algebra are explained, making it suitable for senior undergraduates, postgraduates, and researchers in mathematics, engineering, and computational science. Readers will find it a useful resource for understanding the principles and properties of Krylov subspace methods and correctly using those methods for solving problems in the future.

This book provides a comprehensive analysis of time domain boundary integral equations and their discretisation by convolution quadrature and the boundary element method.Properties of convolution quadrature, based on both linear multistep and Runge-Kutta methods, are explained in detail, always with wave propagation problems in mind. Main algorithms for implementing the discrete schemes are described and illustrated by short Matlab codes; translation to other languages can be found on the accompanying GitHub page. The codes are used to present numerous numerical examples to give the reader a feeling for the qualitative behaviour of the discrete schemes in practice. Applications to acoustic and electromagnetic scattering are described with an emphasis on the acoustic case where the fully discrete schemes for sound-soft and sound-hard scattering are developed and analysed in detail. A strength of the book is that more advanced applications such as linear and non-linear impedance boundary conditions and FEM/BEM coupling are also covered. While the focus is on wave scattering, a chapter on parabolic problems is included which also covers the relevant fast and oblivious algorithms. Finally, a brief description of data sparse techniques and modified convolution quadrature methods completes the book.Suitable for graduate students and above, this book is essentially self-contained, with background in mathematical analysis listed in the appendix along with other useful facts. Although not strictly necessary, some familiarity with boundary integral equations for steady state problems is desirable.

Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.

This book discusses numerical methods for solving partial differential and integral equations, as well as ordinary differential and integral equations, involving fractional differential and integral operators.

The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations.

This book explores finite element methods for incompressible flow problems: Stokes equations, stationary Navier-Stokes equations and time-dependent Navier-Stokes equations. The proofs are presented step by step, allowing readers to more easily understand the analytical techniques.

This book offers a thoroughand self-contained exposition of the mathematics of time-domain boundaryintegral equations associated to the wave equation, including applications toscattering of acoustic and elastic waves.

However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error.

The subject of the book is the mathematical theory of the discontinuous Galerkin method (DGM), which is a relatively new technique for the numerical solution of partial differential equations.

"Contains numerous simple examples and illustrative diagrams....For anyone seeking information about eigenvalue inclusion theorems, this book will be a great reference." Gersgorin who wrote a seminal paper in 1931 on how to easily obtain estimates of all n eigenvalues (characteristic values) of any given n-by-n complex matrix.

This book offers a self-contained presentation of aspects of stability in numerical mathematics. It compares and characterizes stability in different subfields of numerical mathematics.

This book develops a systematic and rigorous mathematical theory of finite difference methods for linear elliptic, parabolic and hyperbolic partial differential equations with nonsmooth solutions. Finite difference methods are a classical class of techniques for the numerical approximation of partial differential equations.

The first investigations of nonlinear approximation problems were made by P.L. On the other hand, methods developed for nonlinear approximation prob lems can often be successfully applied to problems which belong to or arise from linear approximation.

This book offers a comprehensive presentation of some of the most successful and popular domain decomposition preconditioners for finite and spectral element approximations of partial differential equations. It covers in detail important methods such as FETI and balancing Neumann-Neumann methods and algorithms for spectral element methods.

This book provides an up-to-date introduction to the time-domain finite element methods for Maxwell's equations involving metamaterials, focusing on practical implementation of edge finite element methods for metamaterial Maxwell's equations.

Here is a framework for mixed finite element methods, moving from a finite dimensional presentation, then on to formulation in Hilbert spaces and approximations, stabilized methods and eigenvalue problems. Offers examples: Stokes' problem, elasticity and more.

This book describes the methods by which tensors can be practically treated and shows how numerical operations can be performed. Applications include problems from quantum chemistry, approximation of multivariate functions, solution of pde and more.

This book covers high order finite difference methods for time dependent PDE.

Along with finite differences and finite elements, spectral methods are one of the three main methodologies for solving partial differential equations on computers. This book provides a detailed presentation of basic spectral algorithms, as well as a systematical presentation of basic convergence theory and error analysis for spectral methods.

This book examines numerical methods for two-phase incompressible flow problems. It details the complete simulation track, from modeling via development and analysis of numerical methods to numerical experiments.

This work presents a thorough treatment of boundary element methods (BEM) for solving strongly elliptic boundary integral equations obtained from boundary reduction of elliptic boundary value problems in $\mathbb{R}^3$.

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulation Monte Carlo (DSMC) procedures for rarefied gases, using the theory of Markov processes as a unifying framework.

This book covers the solution of stiff differential equations and of differential-algebraic systems. This second edition contains new material including numerical tests, recent progress in numerical differential-algebraic equations, and improved FORTRAN codes.

LANCELOT is a software package for solving large-scale nonlinear optimization problems. Although the book is primarily concerned with a specific optimization package, the issues discussed have much wider implications for the design and im plementation of large-scale optimization algorithms.

This new edition incorporates new developments in numerical methods for singularly perturbed differential equations, focusing on linear convection-diffusion equations and on nonlinear flow problems that appear in computational fluid dynamics.

This monograph is the first to provide readers with numerical tools for a systematic analysis of bifurcation problems in reaction-diffusion equations. Readers will gain a thorough understanding of numerical bifurcation analysis and the necessary tools for investigating nonlinear phenomena in reaction-diffusion equations.

This book covers numerical methods that preserve properties of Hamiltonian systems, reversible systems, differential equations on manifolds and problems with highly oscillatory solutions.

This book provides insight into the mathematics of Galerkin finite element method as applied to parabolic equations. Two new chapters have also been added, dealing with problems in polygonal, particularly noncovex, spatial domains, and with time discretization based on using Laplace transformation and quadrature.

Unique book on Reaction-Advection-Diffusion problems