Numerical Methods and Optimization: A Consumer Guide

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Initial training in pure and applied sciences tends to present problem-solving as the process of elaborating explicit closed-form solutions from basic principles, and then using these solutions in numerical applications. This approach is only applicable to very limited classes of problems that are simple enough for such closed-form solutions to exist. Unfortunately, most real-life problems are too complex to be amenable to this type of treatment. Numerical Methods – a Consumer Guide presents methods for dealing with them.

Shifting the paradigm from formal calculus to numerical computation, the text makes it possible for the reader to

· discover how to escape the dictatorship of those particular cases that are simple enough to receive a closed-form solution, and thus gain the ability to solve complex, real-life problems;

· understand the principles behind recognized algorithms used in state-of-the-art numerical software;

· learn the advantages and limitations of these algorithms, to facilitate the choice of which pre-existing bricks to assemble for solving a given problem; and

· acquire methods that allow a critical assessment of numerical results.

Numerical Methods – a Consumer Guide will be of interest to engineers and researchers who solve problems numerically with computers or supervise people doing so, and to students of both engineering and applied mathematics.

Author(s): Éric Walter (auth.)
Edition: 1
Publisher: Springer International Publishing
Year: 2014

Language: English
Pages: 476
Tags: Appl.Mathematics/Computational Methods of Engineering; Math Applications in Computer Science; Calculus of Variations and Optimal Control; Optimization; Numerical Analysis

Front Matter....Pages i-xv
From Calculus to Computation....Pages 1-6
Notation and Norms....Pages 7-16
Solving Systems of Linear Equations....Pages 17-57
Solving Other Problems in Linear Algebra....Pages 59-76
Interpolating and Extrapolating....Pages 77-97
Integrating and Differentiating Functions....Pages 99-138
Solving Systems of Nonlinear Equations....Pages 139-165
Introduction to Optimization....Pages 167-175
Optimizing Without Constraint....Pages 177-244
Optimizing Under Constraints....Pages 245-288
Combinatorial Optimization....Pages 289-298
Solving Ordinary Differential Equations....Pages 299-358
Solving Partial Differential Equations....Pages 359-378
Assessing Numerical Errors....Pages 379-407
WEB Resources to Go Further....Pages 409-414
Problems....Pages 415-468
Back Matter....Pages 469-476