This book presents the full range of computational science and engineering -- the equations, numerical methods, and algorithms with MATLAB® codes. The author has taught this material to thousands of engineers and scientists. The book is solution-based and not formula-based: it covers applied linear algebra and fast solvers, differential equations with finite differences and finite elements, Fourier analysis, optimization, and more.
Author(s): Gilbert Strang
Edition: 1
Publisher: Wellesley-Cambridge Press
Year: 2007
Language: English
Pages: 725
Tags: Computer Science;AI & Machine Learning;Bioinformatics;Computer Simulation;Cybernetics;Human-Computer Interaction;Information Theory;Robotics;Systems Analysis & Design;Computers & Technology;Engineering;Aerospace;Automotive;Bioengineering;Chemical;Civil & Environmental;Computer Modelling;Construction;Design;Electrical & Electronics;Energy Production & Extraction;Industrial, Manufacturing & Operational Systems;Marine Engineering;Materials & Material Science;Mechanical;Military Technology;Reference
Table of Contents... 4
1. Applied Linear Algebra... 12
1.1 FOUR SPECIAL MATRICES... 12
1.2 DIFFERENCES,DERIVATIVES,BOUNDARY CONDITIONS... 24
1.3 ELIMINATION LEADS TO K = LDL^T... 37
1.4 INVERSES AND DELTA FUNCTIONS... 47
1.5 EIGENVALUES AND EIGENVECTORS... 57
1.6 POSITIVE DEFINITE MATRICES... 77
1.7 NUMERICAL LINEAR ALGEBRA:LU,QR,SVD... 89
1.8 BEST BASIS FROM THE SVD... 103
2. A Framework for Applied Mathematics... 109
2.1 EQUILIBRIUM AND THE STIFFNESS MATRIX... 109
2.2 OSCILLATION BY NEWTON'S LAW... 122
2.3 LEAST SQUARES FOR RECTANGULAR MATRICES... 139
2.4 GRAPH MODELS AND KIRCHHOFF'S LAWS... 153
2.5 NETWORKS AND TRANSFER FUNCTIONS... 167
2.6 NONLINEAR PROBLEMS... 182
2.7 STRUCTURES IN EQUILIBRIUM... 196
2.8 COVARIANCES AND RECURSIVE LEAST SQUARES... 211
2.9 GRAPH CUTS AND GENE CLUSTERING... 228
3. Boundary Value Problems... 240
3.1 DIFFERENTIAL EQUATIONS AND FINITE ELEMENTS... 240
3.2 CUBIC SPLINES AND FOURTH-ORDER EQUATIONS... 256
3.3 GRADIENT AND DIVERGENCE... 266
3.4 LAPLACE'S EQUATION... 280
3.5 FINITE DIFFERENCES AND FAST POISSON SOLVERS... 294
3.6 THE FINITE ELEMENT METHOD... 304
3.7 ELASTICITY AND SOLID MECHANICS... 321
4. Fourier Series and Integrals... 328
4.1 FOURIER SERIES FOR PERIODIC FUNCTIONS... 328
4.2 CHEBYSHEV,LEGENDRE,AND BESSEL... 345
4.3 DISCRETE FOURIER TRANSFORM AND THE FFT... 357
4.4 CONVOLUTION AND SIGNAL PROCESSING... 367
4.5 FOURIER INTEGRALS... 378
4.6 DECONVOLUTION AND INTEGRAL EQUATIONS... 392
4.7 WAVELETS AND SIGNAL PROCESSING... 399
5. Analytic Functions... 414Black,notBold,notItalic,closed,TopLeftZoom,0,0,0.0
5.1 TAYLOR SERIES AND COMPLEX INTEGRATION... 414
5.2 FAMOUS FUNCTIONS AND GREAT THEOREMS... 430
5.3 THE LAPLACE TRANSFORM AND z-TRANSFORM... 437
5.4 SPECTRAL METHODS OF EXPONENTIAL ACCURACY... 451
6. Initial Value Problems... 467Black,notBold,notItalic,closed,TopLeftZoom,0,0,0.0
6.1 I NTRODUCTION... 467
6.2 FINITE DIFFERENCE METHODS... 472
6.3 ACCURACY AND STABILITY FOR u_t = c u_x... 483
6.4 WAVE EQUATIONS AND STAGGERED LEAPFROG... 496
6.5 DIFFUSION,CONVECTION,AND FINANCE... 511
6.6 NONLINEAR FLOW AND CONSERVATION LAWS... 528
6.7 FLUID FLOW AND NAVIER-STOKES... 544
6.8 LEVEL SETS AND FAST MARCHING... 558
7. Solving Large Systems... 562Black,notBold,notItalic,closed,TopLeftZoom,2,0,0.0
7.1 ELIMINATION WITH REORDERING... 562
7.2 ITERATIVE METHODS... 574
7.3 MULTIGRID METHODS... 582
7.4 KRYLOV SUBSPACES AND CONJUGATE GRADIENTS... 597
8. Optimization and Minimum Principles... 609Black,notBold,notItalic,closed,TopLeftZoom,0,0,0.0
8.1 TWO FUNDAMENTAL EXAMPLES... 609
8.2 REGULARIZED LEAST SQUARES... 624
8.3 CALCULUS OF VARIATIONS... 638
8.4 ERRORS IN PROJECTIONS AND EIGENVALUES... 657
8.5 THE SADDLE POINT STOKES PROBLEM... 663
8.6 LINEAR PROGRAMMING AND DUALITY... 672
8.7 ADJOINT METHODS IN DESIGN... 689
LINEAR ALGEBRA IN A NUTSHELL... 696
SAMPLING AND ALIASING... 702
Computational Science and Engineering... 705
Bibliography... 709
Index... 715
