From the Preface: "The material in this book is based on notes for a course which I gave several times at Brown University. The target of the course was juniors and seniors majoring in applied mathematics, engineering and other sciences. My basic goal in the course was to teach standard methods, or what I regard as a basic "bag of tricks." In my opinion the material contained here, for the most part, does not depart widely from traditional subject matter. One such departure is the discussion of discrete linear systems. Besides being interesting in its own right, this topic is included...
From the Preface: "The material in this book is based on notes for a course which I gave several times at Brown University. The target of the c...
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are...
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in th...
Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific dis- ciplines and a resurgence of interest in the modern as well as the classical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathe- matics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical...
Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific dis-...
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online.
The book is organized into...
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and comp...
This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by which they can be achieved.Complete with exercises throughout, the book will equip readers with both theoretical understanding and practical experience of the key mathematical and algorithmic tools underlying the treatment of uncertainty in modern applied mathematics. Students and readers alike are encouraged to apply the mathematical methods discussed in this book to their own favorite problems to understand their...
This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the rang...
This book covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Each chapter is followed by exercises. The book will be useful for scientists and engineers working in a wide range of fields and applications.
This book covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Each chapter is followed by exercises. The book...
Now in its second edition, this book continues to give readers a broad mathematical basis for modelling and understanding the wide range of wave phenomena encountered in modern applications. New and expanded material includes topics such as elastoplastic waves and waves in plasmas, as well as new exercises. Comprehensive collections of models are used to illustrate the underpinning mathematical methodologies, which include the basic ideas of the relevant partial differential equations, characteristics, ray theory, asymptotic analysis, dispersion, shock waves, and weak solutions. Although...
Now in its second edition, this book continues to give readers a broad mathematical basis for modelling and understanding the wide range of wave ph...
Finite element methods for approximating partial differential equations have reached a high degree of maturity, and are an indispensible tool in science and technology. This textbook aims at providing a thorough introduction to the construction, analysis, and implementation of finite element methods for model problems arising in continuum mechanics. The first part of the book discusses elementary properties of linear partial differential equations along with their basic numerical approximation, the functional-analytical framework for rigorously establishing existence of solutions, and the...
Finite element methods for approximating partial differential equations have reached a high degree of maturity, and are an indispensible tool in scien...
Matrix algorithms are at the core of scientific computing and are indispensable tools in most applications in engineering. This book offers a comprehensive and up-to-date treatment of modern methods in matrix computation. It uses a unified approach to direct and iterative methods for linear systems, least squares and eigenvalue problems. A thorough analysis of the stability, accuracy, and complexity of the treated methods is given.
Numerical Methods in Matrix Computations is suitable for use in courses on scientific computing and applied technical areas at advanced...
Matrix algorithms are at the core of scientific computing and are indispensable tools in most applications in engineering. This book offers a compr...
