Numerical Methods with MATLAB

Implementations and Applications

Author: Gerald W. Recktenwald

Publisher: Pearson College Division

ISBN: N.A

Category: Computers

Page: 786

View: 6425

This thorough, modern exposition of classic numerical methods using MATLAB briefly develops the fundamental theory of each method. Rather than providing a detailed numerical analysis, the behavior of the methods is exposed by carefully designed numerical experiments. The methods are then exercised on several nontrivial example problems from engineering practice. This structured, concise, and efficient book contains a large number of examples of two basic types—One type of example demonstrates a principle or numerical method in the simplest possible terms. Another type of example demonstrates how a particular method can be used to solve a more complex practical problem. The material in each chapter is organized as a progression from the simple to the complex. Contains an extensive reference to using MATLAB. This includes interactive (command line) use of MATLAB, MATLAB programming, plotting, file input and output. For a practical and rigorous introduction to the fundamentals of numerical computation.
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Wissenschaftliches Rechnen mit MATLAB

Author: Alfio Quarteroni,Fausto Saleri

Publisher: Springer-Verlag

ISBN: 3540293078

Category: Mathematics

Page: 269

View: 9583

Aus den Rezensionen der englischen Auflage: Dieses Lehrbuch ist eine Einführung in das Wissenschaftliche Rechnen und diskutiert Algorithmen und deren mathematischen Hintergrund. Angesprochen werden im Detail nichtlineare Gleichungen, Approximationsverfahren, numerische Integration und Differentiation, numerische Lineare Algebra, gewöhnliche Differentialgleichungen und Randwertprobleme. Zu den einzelnen Themen werden viele Beispiele und Übungsaufgaben sowie deren Lösung präsentiert, die durchweg in MATLAB formuliert sind. Der Leser findet daher nicht nur die graue Theorie sondern auch deren Umsetzung in numerischen, in MATLAB formulierten Code. MATLAB select 2003, Issue 2, p. 50. [Die Autoren] haben ein ausgezeichnetes Werk vorgelegt, das MATLAB vorstellt und eine sehr nützliche Sammlung von MATLAB Funktionen für die Lösung fortgeschrittener mathematischer und naturwissenschaftlicher Probleme bietet. [...] Die Präsentation des Stoffs ist durchgängig gut und leicht verständlich und beinhaltet Lösungen für die Übungen am Ende jedes Kapitels. Als exzellenter Neuzugang für Universitätsbibliotheken- und Buchhandlungen wird dieses Buch sowohl beim Selbststudium als auch als Ergänzung zu anderen MATLAB-basierten Büchern von großem Nutzen sein. Alles in allem: Sehr empfehlenswert. Für Studenten im Erstsemester wie für Experten gleichermassen. S.T. Karris, University of California, Berkeley, Choice 2003.
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MATLAB 6.5

Eine Einführung

Author: Christoph Überhuber,Stefan Katzenbeisser

Publisher: Springer-Verlag

ISBN: 3709167450

Category: Computers

Page: 241

View: 4259

Simulation ist neben Theorie und Experiment die dritte Säule wissenschaftlicher Forschung und technischer Entwicklung. Computer-Berechnungen sind zu einer wesentlichen Antriebskraft im Bereich der Technik und der Naturwissenschaften geworden. Speziell für diese Anwendungsbereiche wurde MATLAB entwickelt. MATLAB ist ein auf mathematisch/numerischen Methoden beruhendes Problemlösungswerkzeug, das sowohl bequeme Benutzeroberflächen bietet, als auch die individuelle Programmierung gestattet. MATLAB hat sich durch seine Erweiterungsmöglichkeit in Form von "Toolboxen" zu einem universell einsetzbaren Werkzeug auf den verschiedensten Gebieten (Simulation, Signalverarbeitung, Regelungstechnik, Fuzzy Logic etc.) entwickelt. Dieses Buch ist auf die neueste MATLAB-Version 6.5 abgestimmt und behandelt unter anderem detailliert die Lösung numerischer Problemstellungen mit Hilfe von MATLAB.
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Numerical Methods for Structured Matrices and Applications

The Georg Heinig Memorial Volume

Author: Dario Andrea Bini,Volker Mehrmann,Vadim Olshevsky,Eugene Tyrtsyhnikov,Marc van Barel

Publisher: Springer Science & Business Media

ISBN: 9783764389963

Category: Mathematics

Page: 439

View: 3139

This cross-disciplinary volume brings together theoretical mathematicians, engineers and numerical analysts and publishes surveys and research articles related to topics such as fast algorithms, in which the late Georg Heinig made outstanding achievements.
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Numerik 3x9

Drei Themengebiete in jeweils neun kurzen Kapiteln

Author: Sören Bartels

Publisher: Springer-Verlag

ISBN: 3662482037

Category: Mathematics

Page: 380

View: 8252

Dieses Buch bietet eine Einführung in Methoden zur praktischen Lösung mathematischer Probleme, wie der Bestimmung von Eigenwerten, der Approximation und Integration von Funktionen und der näherungsweisen Lösung gewöhnlicher Differenzialgleichungen. Vorausgesetzt werden nur Grundkenntnisse aus der linearen Algebra und Analysis sowie elementare Programmiererfahrungen. Lernziele, Tests zur Selbstüberprüfung und Anwendungsaufgaben am Ende jedes Kapitels vertiefen das Verständnis. Im Anhang des Buchs finden sich unter anderem eine umfangreiche Aufgabensammlung, detaillierte Beschreibungen für Programmierprojekte, Einführungen in die Programmiersprachen Matlab und C und einige Beispielprogramme.
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Finite-Elemente-Methoden

Author: Klaus-Jürgen Bathe

Publisher: Springer Verlag

ISBN: 9783540668060

Category: Technology & Engineering

Page: 1253

View: 8231

Dieses Lehr- und Handbuch behandelt sowohl die elementaren Konzepte als auch die fortgeschrittenen und zukunftsweisenden linearen und nichtlinearen FE-Methoden in Statik, Dynamik, Festkörper- und Fluidmechanik. Es wird sowohl der physikalische als auch der mathematische Hintergrund der Prozeduren ausführlich und verständlich beschrieben. Das Werk enthält eine Vielzahl von ausgearbeiteten Beispielen, Rechnerübungen und Programmlisten. Als Übersetzung eines erfolgreichen amerikanischen Lehrbuchs hat es sich in zwei Auflagen auch bei den deutschsprachigen Ingenieuren etabliert. Die umfangreichen Änderungen gegenüber der Vorauflage innerhalb aller Kapitel - vor allem aber der fortgeschrittenen - spiegeln die rasche Entwicklung innerhalb des letzten Jahrzehnts auf diesem Gebiet wieder.
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Numerical Methods and Applications

6th International Conference, NMA 2006, Borovets, Bulgaria, August 20-24, 2006, Revised Papers

Author: Todor Boyanov,Stefka Dimova,Krassimir Georgiev,Geno Nikolov

Publisher: Springer Science & Business Media

ISBN: 3540709401

Category: Computers

Page: 728

View: 8503

This book constitutes the thoroughly refereed post-proceedings of NMA 2006 held in Borovets, Bulgaria. Coverage in the 84 revised full papers includes numerical methods for hyperbolic problems, robust preconditioning solution methods, metaheuristics for optimization problems, uncertain/control systems and reliable numerics, interpolation and quadrature processes, and large-scale computations in environmental modeling.
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Simulation of Dynamic Systems with MATLAB and Simulink

Author: Harold Klee

Publisher: CRC Press

ISBN: 9781420044188

Category: Technology & Engineering

Page: 784

View: 4747

Simulation is increasingly important for students in a wide variety of fields, from engineering and physical sciences to medicine, biology, economics, and applied mathematics. Current trends point toward interdisciplinary courses in simulation intended for all students regardless of their major, but most textbooks are subject-specific and consequently are not suitable for such a course. Simulation of Dynamic Systems with MATLAB® and Simulink® offers a unified introduction to continuous simulation that focuses on the common principles underlying the vast array of simulation models that describe very different phenomena. Written by accomplished expert Harold Klee, this text builds an in-depth and intuitive understanding of the basic concepts and mathematical tools that students can easily generalize to their own field of study. The author includes case studies, real-world examples, abundant homework problems, and thousands of equations to develop a practical understanding of the concepts. Moreover, he incorporates MATLAB® and Simulink® tools to help students gain experience with designing, implementing, and adjusting their simulations. This classroom-tested text works systematically through linear, continuous-time, and discrete-time dynamic systems as well as basic, intermediate, and advanced topics in numerical integration. Supplying downloadable MATLAB M-files and Simulink model files, Simulation of Dynamic Systems with MATLAB® and Simulink® is ideal for a one- or two-semester course in continuous simulation, offering valuable flexibility for instructors.
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Numerical Methods for Engineers

Author: Steven C. Chapra,Raymond P. Canale

Publisher: N.A

ISBN: 9789814670876

Category: Technology & Engineering

Page: 970

View: 9410

Numerical Methods for Engineers retains the instructional techniques that have made the text so successful. Chapra and Canale's unique approach opens each part of the text with sections called "Motivation" "Mathematical Background" and "Orientation". Each part closes with an "Epilogue" containing "Trade-Offs" "Important Relationships and Formulas" and "Advanced Methods and Additional References". Much more than a summary the Epilogue deepens understanding of what has been learned and provides a peek into more advanced methods. Numerous new or revised problems are drawn from actual engineering practice. The expanded breadth of engineering disciplines covered is especially evident in these exercises which now cover such areas as biotechnology and biomedical engineering. Excellent new examples and case studies span all areas of engineering giving students a broad exposure to various fields in engineering.McGraw-Hill Education's Connect is also available as an optional add on item. Connect is the only integrated learning system that empowers students by continuously adapting to deliver precisely what they need when they need it how they need it so that class time is more effective. Connect allows the professor to assign homework quizzes and tests easily and automatically grades and records the scores of the student's work. Problems are randomized to prevent sharing of answers an may also have a "multi-step solution" which helps move the students' learning along if they experience difficulty.
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Numerical and statistical methods with SCILAB for science and engineering

Author: Gilberto E. Urroz

Publisher: Greatunpublished.Com

ISBN: 9781588983046

Category: Literary Criticism

Page: 563

View: 7341

The book presents applications of the free software SCILAB (http://www-rocq.inria.fr/scilab/) to mathematical and statistical problems from science and engineering including ODEs, PDEs, optimization, etc. Includes examples and exercises
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Computational Mathematics

Models, Methods, and Analysis with MATLAB and MPI

Author: Robert E. White

Publisher: CRC Press

ISBN: 9780203494479

Category: Mathematics

Page: 408

View: 7904

Computational Mathematics: Models, Methods, and Analysis with MATLAB and MPI explores and illustrates this process. Each section of the first six chapters is motivated by a specific application. The author applies a model, selects a numerical method, implements computer simulations, and assesses the ensuing results. These chapters include an abundance of MATLAB code. By studying the code instead of using it as a "black box, " you take the first step toward more sophisticated numerical modeling. The last four chapters focus on multiprocessing algorithms implemented using message passing interface (MPI). These chapters include Fortran 9x codes that illustrate the basic MPI subroutines and revisit the applications of the previous chapters from a parallel implementation perspective. All of the codes are available for download from www4.ncsu.edu./~white. This book is not just about math, not just about computing, and not just about applications, but about all three--in other words, computational science. Whether used as an undergraduate textbook, for self-study, or for reference, it builds the foundation you need to make numerical modeling and simulation integral parts of your investigational toolbox.
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Numerical Analysis with Applications in Mechanics and Engineering

Author: Petre Teodorescu,Nicolae-Doru Stanescu,Nicolae Pandrea

Publisher: John Wiley & Sons

ISBN: 1118614623

Category: Computers

Page: 646

View: 764

A much-needed guide on how to use numerical methods to solvepractical engineering problems Bridging the gap between mathematics and engineering,Numerical Analysis with Applications in Mechanics andEngineering arms readers with powerful tools for solvingreal-world problems in mechanics, physics, and civil and mechanicalengineering. Unlike most books on numerical analysis, thisoutstanding work links theory and application, explains themathematics in simple engineering terms, and clearly demonstrateshow to use numerical methods to obtain solutions and interpretresults. Each chapter is devoted to a unique analytical methodology,including a detailed theoretical presentation and emphasis onpractical computation. Ample numerical examples and applicationsround out the discussion, illustrating how to work out specificproblems of mechanics, physics, or engineering. Readers will learnthe core purpose of each technique, develop hands-onproblem-solving skills, and get a complete picture of the studiedphenomenon. Coverage includes: How to deal with errors in numerical analysis Approaches for solving problems in linear and nonlinearsystems Methods of interpolation and approximation of functions Formulas and calculations for numerical differentiation andintegration Integration of ordinary and partial differential equations Optimization methods and solutions for programmingproblems Numerical Analysis with Applications in Mechanics andEngineering is a one-of-a-kind guide for engineers usingmathematical models and methods, as well as for physicists andmathematicians interested in engineering problems.
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Stability of Linear Delay Differential Equations

A Numerical Approach with MATLAB

Author: Dimitri Breda,Stefano Maset,Rossana Vermiglio

Publisher: Springer

ISBN: 149392107X

Category: Science

Page: 158

View: 4608

This book presents the authors' recent work on the numerical methods for the stability analysis of linear autonomous and periodic delay differential equations, which consist in applying pseudospectral techniques to discretize either the solution operator or the infinitesimal generator and in using the eigenvalues of the resulting matrices to approximate the exact spectra. The purpose of the book is to provide a complete and self-contained treatment, which includes the basic underlying mathematics and numerics, examples from population dynamics and engineering applications, and Matlab programs implementing the proposed numerical methods. A number of proofs is given to furnish a solid foundation, but the emphasis is on the (unifying) idea of the pseudospectral technique for the stability analysis of DDEs. It is aimed at advanced students and researchers in applied mathematics, in dynamical systems and in various fields of science and engineering, concerned with delay systems. A relevant feature of the book is that it also provides the Matlab codes to encourage the readers to experience the practical aspects. They could use the codes to test the theory and to analyze the performances of the methods on the given examples. Moreover, they could easily modify them to tackle the numerical stability analysis of their own delay models.
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Financial Modelling

Theory, Implementation and Practice with MATLAB Source

Author: Joerg Kienitz,Daniel Wetterau

Publisher: John Wiley & Sons

ISBN: 1118413296

Category: Business & Economics

Page: 736

View: 4300

Financial modelling Theory, Implementation and Practice with Matlab Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.
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Discontinuous Galerkin Methods

Author: Stefanie Winter

Publisher: GRIN Verlag

ISBN: 3638033503

Category: Mathematics

Page: 81

View: 7568

Diplomarbeit aus dem Jahr 2004 im Fachbereich Mathematik - Angewandte Mathematik, Note: 1,3, Universität Stuttgart, 23 Quellen im Literaturverzeichnis, Sprache: Deutsch, Abstract: In hyperbolischen Differentialgleichung, wie etwa bei den Erhaltungsgleichungen, können Lösungen oft sogenannte shocks - zu deutsch etwa Sprünge - enthalten. Wünschenswert war und ist daher eine Art der Methode zur numerischen Berechnung von Lösungen zu finden, die mit diesen auftretenden Unstetigkeiten umzugehen, vermag. Die spezielle Art der Problemformulierung in der Discontinuous Galerkin Methode erlaubt Unstetigkeiten entlang einzelner Elementkanten und sie unterstützt damit die Verwendung allgemeiner, unstrukturierter Gitter. Man kann wohl sagen, dass sich die Motivation, daher auch Anfänge und Schwerpunktsgebiete der Discontinuous Galerkin Methode in Arbeiten zu der numerischen Untersuchung von Lösungen der hyperbolischen Probleme wiederfinden. [..] In dieser Arbeit wollen wir unser Augenmerk speziell auf die Theorie der Discontinuous Galerkin Methode für elliptische Differentialgleichungen lenken. Dabei orientiert sich die Ausarbeitung hauptsächlich an Arnold, Brezzi, Cockburn, Marini, Castillo, Perugia, Manzini, Pietra und Russo [2],[3],[4]. [..]
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Matlab für Dummies

Author: Jim Sizemore

Publisher: John Wiley & Sons

ISBN: 352780871X

Category: Computers

Page: 416

View: 1074

Ob Naturwissenschaftler, Mathematiker, Ingenieur oder Datenwissenschaftler - mit MATLAB haben Sie ein mächtiges Tool in der Hand, das Ihnen die Arbeit mit Ihren Daten erleichtert. Aber wie das mit manch mächtigen Dingen so ist - es ist auch ganz schön kompliziert. Aber keine Sorge! Jim Sizemore führt Sie in diesem Buch Schritt für Schritt an das Programm heran - von der Installation und den ersten Skripten bis hin zu aufwändigen Berechnungen, der Erstellung von Grafiken und effizienter Fehlerbehebung. Sie werden begeistert sein, was Sie mit MATLAB alles anstellen können.
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Kalman-Bucy-Filter

determinist. Beobachtung u. stochast. Filterung

Author: Karl Brammer,Gerhard Siffling

Publisher: N.A

ISBN: N.A

Category: Control theory

Page: 232

View: 6160

Das Buch will die mannigfaltigen Aufgaben der heutigen Regelungs- und Steuerungstechnik und ihre Lösung nahebringen. Das soll mit möglichst geringem Zeit- und Arbeitsaufwand für den Leser verbunden sein. Leichte Verständlichkeit, Anschaulichkeit und Anwendungsnähe sind deshalb Hauptgesichtspunkt der Darstellung. Vollständigkeit ist nicht angestrebt, vielmehr Darstellung des Wesentlichen. Mathematische Methoden werden auf das Notwendige beschränkt.
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MATLAB Numerical Methods with Chemical Engineering Applications

Author: Kamal Al-Malah

Publisher: McGraw Hill Professional

ISBN: 0071831290

Category: Technology & Engineering

Page: 384

View: 5168

A practical, professional guide to MATLAB computational techniques and engineering applications MATLAB Numerical Methods with Chemical Engineering Applications shows you, step by step, how to use MATLAB® to model and simulate physical problems in the chemical engineering realm. Written for MATLAB 7.11, this hands-on resource contains concise explanations of essential MATLAB commands, as well as easy-to-follow instructions for using the programming features, graphical capabilities, and desktop interface. Every step needed toward the final solution is algorithmically explained via snapshots of the MATLAB platform in parallel with the text. End-of-chapter problems help you practice what you've learned. Master this powerful computational tool using this detailed, self-teaching guide. COVERAGE INCLUDES: MATLAB basics Matrices MATLAB scripting language: M-file Image and image analysis Curve-fitting Numerical integration Solving differential equations A system of algebraic equations Statistics Chemical engineering applications MATLAB Graphical User Interface Design Environment (GUIDE)
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