Numerical analysis and optimization : an introduction to mathematical modelling and numerical simulation

✍ Scribed by Grégoire Allaire, Alan Craig

• Publisher: Oxford University Press
• Year: 2007
• Tongue: English, French
• Leaves: 472
• Series: Numerical mathematics and scientific computation
• Category: Library

✦ Synopsis

This text, based on the author's teaching at Ecole Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Covering the finite difference method; variational formulation of elliptic problems; Sobolev spaces; elliptical problems; the finite element method; Eigenvalue problems; evolution problems; optimality conditions and algorithms and methods of operational research, and including a several exercises throughout, this is an ideal text for advanced undergraduate students and graduates in applied mathematics, engineering, computer science, and the physical sciences

✦ Table of Contents

Content: Finite difference method --
Variational formulation of elliptic problems --
Sobolev spaces --
Mathematical study of elliptic problems --
Finite element method --
Eigenvalue problems --
Evolution problems --
Introduction to optimization --
Optimality conditions and algorithms --
Methods of operational research / written in collaboration with Stéphane Gaubert --
Review of hilbert spaces --
Matrix numerical analysis.