Numerical Methods for Eigenvalue Problems
Numerical Methods for Eigenvalue Problems

Author: Steffen Börm

Publisher: Walter de Gruyter

Published: 2012-05-29

Total Pages: 216

ISBN-13: 3110250373

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Eigenvalues and eigenvectors of matrices and linear operators play an important role when solving problems from structural mechanics and electrodynamics, e.g., by describing the resonance frequencies of systems, when investigating the long-term behavior of stochastic processes, e.g., by describing invariant probability measures, and as a tool for solving more general mathematical problems, e.g., by diagonalizing ordinary differential equations or systems from control theory. This textbook presents a number of the most important numerical methods for finding eigenvalues and eigenvectors of matrices. The authors discuss the central ideas underlying the different algorithms and introduce the theoretical concepts required to analyze their behavior with the goal to present an easily accessible introduction to the field, including rigorous proofs of all important results, but not a complete overview of the vast body of research. Several programming examples allow the reader to experience the behavior of the different algorithms first-hand. The book addresses students and lecturers of mathematics, physics and engineering who are interested in the fundamental ideas of modern numerical methods and want to learn how to apply and extend these ideas to solve new problems.

Domain Decomposition Methods for the Numerical Solution of Partial Differential Equations
Domain Decomposition Methods for the Numerical Solution of Partial Differential Equations

Author: Tarek Mathew

Publisher: Springer Science & Business Media

Published: 2008-06-25

Total Pages: 775

ISBN-13: 354077209X

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Domain decomposition methods are divide and conquer computational methods for the parallel solution of partial differential equations of elliptic or parabolic type. The methodology includes iterative algorithms, and techniques for non-matching grid discretizations and heterogeneous approximations. This book serves as a matrix oriented introduction to domain decomposition methodology. A wide range of topics are discussed include hybrid formulations, Schwarz, and many more.

Spectral Methods for Non-Standard Eigenvalue Problems
Spectral Methods for Non-Standard Eigenvalue Problems

Author: Călin-Ioan Gheorghiu

Publisher: Springer Science & Business

Published: 2014-04-22

Total Pages: 130

ISBN-13: 3319062301

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This book focuses on the constructive and practical aspects of spectral methods. It rigorously examines the most important qualities as well as drawbacks of spectral methods in the context of numerical methods devoted to solve non-standard eigenvalue problems. In addition, the book also considers some nonlinear singularly perturbed boundary value problems along with eigenproblems obtained by their linearization around constant solutions. The book is mathematical, poising problems in their proper function spaces, but its emphasis is on algorithms and practical difficulties. The range of applications is quite large. High order eigenvalue problems are frequently beset with numerical ill conditioning problems. The book describes a wide variety of successful modifications to standard algorithms that greatly mitigate these problems. In addition, the book makes heavy use of the concept of pseudospectrum, which is highly relevant to understanding when disaster is imminent in solving eigenvalue problems. It also envisions two classes of applications, the stability of some elastic structures and the hydrodynamic stability of some parallel shear flows. This book is an ideal reference text for professionals (researchers) in applied mathematics, computational physics and engineering. It will be very useful to numerically sophisticated engineers, physicists and chemists. The book can also be used as a textbook in review courses such as numerical analysis, computational methods in various engineering branches or physics and computational methods in analysis.

Numerical Solution of Ordinary Differential Equations
Numerical Solution of Ordinary Differential Equations

Author: L. Fox

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 259

ISBN-13: 9400931298

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Nearly 20 years ago we produced a treatise (of about the same length as this book) entitled Computing methods for scientists and engineers. It was stated that most computation is performed by workers whose mathematical training stopped somewhere short of the 'professional' level, and that some books are therefore needed which use quite simple mathematics but which nevertheless communicate the essence of the 'numerical sense' which is exhibited by the real computing experts and which is surely needed, at least to some extent, by all who use modern computers and modern numerical software. In that book we treated, at no great length, a variety of computational problems in which the material on ordinary differential equations occupied about 50 pages. At that time it was quite common to find books on numerical analysis, with a little on each topic ofthat field, whereas today we are more likely to see similarly-sized books on each major topic: for example on numerical linear algebra, numerical approximation, numerical solution ofordinary differential equations, numerical solution of partial differential equations, and so on. These are needed because our numerical education and software have improved and because our relevant problems exhibit more variety and more difficulty. Ordinary differential equa tions are obvious candidates for such treatment, and the current book is written in this sense.

Non-Self-Adjoint Boundary Eigenvalue Problems
Non-Self-Adjoint Boundary Eigenvalue Problems

Author: R. Mennicken

Publisher: Elsevier

Published: 2003-06-26

Total Pages: 519

ISBN-13: 0080537731

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This monograph provides a comprehensive treatment of expansion theorems for regular systems of first order differential equations and n-th order ordinary differential equations. In 10 chapters and one appendix, it provides a comprehensive treatment from abstract foundations to applications in physics and engineering. The focus is on non-self-adjoint problems. Bounded operators are associated to these problems, and Chapter 1 provides an in depth investigation of eigenfunctions and associated functions for bounded Fredholm valued operators in Banach spaces. Since every n-th order differential equation is equivalent to a first order system, the main techniques are developed for systems. Asymptotic fundamental systems are derived for a large class of systems of differential equations. Together with boundary conditions, which may depend polynomially on the eigenvalue parameter, this leads to the definition of Birkhoff and Stone regular eigenvalue problems. An effort is made to make the conditions relatively easy verifiable; this is illustrated with several applications in chapter 10. The contour integral method and estimates of the resolvent are used to prove expansion theorems. For Stone regular problems, not all functions are expandable, and again relatively easy verifiable conditions are given, in terms of auxiliary boundary conditions, for functions to be expandable. Chapter 10 deals exclusively with applications; in nine sections, various concrete problems such as the Orr-Sommerfeld equation, control of multiple beams, and an example from meteorology are investigated. Key features: • Expansion Theorems for Ordinary Differential Equations • Discusses Applications to Problems from Physics and Engineering • Thorough Investigation of Asymptotic Fundamental Matrices and Systems • Provides a Comprehensive Treatment • Uses the Contour Integral Method • Represents the Problems as Bounded Operators • Investigates Canonical Systems of Eigen- and Associated Vectors for Operator Functions