Preface |
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xi | |
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1 | (312) |
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1 Vector and Matrix Algebra |
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3 | (61) |
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5 | (5) |
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10 | (3) |
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13 | (2) |
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1.4 Systems of Linear Algebraic Equations -- Preliminaries |
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15 | (11) |
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1.5 Systems of Linear Algebraic Equations -- Solution Methods |
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26 | (11) |
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37 | (5) |
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1.7 Vector Spaces, Bases, and Orthogonalization |
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42 | (9) |
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1.8 Linear Transformations |
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51 | (4) |
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55 | (2) |
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57 | (7) |
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58 | (6) |
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2 Algebraic Eigenproblems and Their Applications |
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64 | (91) |
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2.1 Applications of Eigenproblems |
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64 | (5) |
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2.2 Eigenvalues and Eigenvectors |
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69 | (9) |
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2.3 Real Symmetric Matrices |
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78 | (13) |
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2.4 Normal and Orthogonal Matrices |
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91 | (4) |
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95 | (5) |
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2.6 Systems of Ordinary Differential Equations |
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100 | (21) |
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121 | (2) |
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2.8 Singular-Value Decomposition |
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123 | (12) |
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135 | (3) |
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138 | (3) |
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141 | (1) |
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141 | (14) |
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142 | (13) |
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3 Differential Eigenproblems and Their Applications |
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155 | (63) |
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3.1 Function Spaces, Bases, and Orthogonalization |
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157 | (5) |
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3.2 Eigenfunctions of Differential Operators |
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162 | (17) |
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3.3 Adjoint and Self-Adjoint Differential Operators |
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179 | (10) |
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3.4 Partial Differential Equations -- Separation of Variables |
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189 | (20) |
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209 | (9) |
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210 | (8) |
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4 Vector and Matrix Calculus |
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218 | (35) |
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219 | (12) |
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231 | (6) |
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4.3 Extrema of Functions and Optimization Preview |
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237 | (12) |
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4.4 Summary of Vector and Matrix Derivatives |
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249 | (1) |
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250 | (3) |
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250 | (3) |
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5 Analysis of Discrete Dynamical Systems |
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253 | (60) |
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255 | (1) |
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5.2 Phase-Plane Analysis -- Linear Systems |
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256 | (4) |
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5.3 Bifurcation and Stability Theory -- Linear Systems |
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260 | (13) |
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5.4 Phase-Plane and Stability Analysis -- Nonlinear Systems |
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273 | (13) |
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5.5 Poincare and Bifurcation Diagrams -- Duffing Equation |
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286 | (13) |
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5.6 Attractors and Periodic Orbits -- Saltzman--Lorenz Model |
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299 | (14) |
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Part II Numerical Methods |
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313 | (214) |
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6 Computational Linear Algebra |
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315 | (61) |
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6.1 Introduction to Numerical Methods |
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317 | (9) |
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6.2 Approximation and Its Effects |
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326 | (8) |
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6.3 Systems of Linear Algebraic Equations -- Direct Methods |
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334 | (12) |
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6.4 Systems of Linear Algebraic Equations -- Iterative Methods |
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346 | (9) |
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6.5 Numerical Solution of the Algebraic Eigenproblem |
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355 | (16) |
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371 | (5) |
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372 | (4) |
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7 Numerical Methods for Differential Equations |
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376 | (31) |
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7.1 General Considerations |
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377 | (7) |
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7.2 Formal Basis for Finite-Difference Methods |
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384 | (7) |
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7.3 Formal Basis for Spectral Numerical Methods |
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391 | (5) |
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7.4 Formal Basis for Finite-Element Methods |
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396 | (2) |
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7.5 Classification of Second-Order Partial Differential Equations |
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398 | (9) |
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405 | (2) |
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8 Finite-Difference Methods for Boundary-Value Problems |
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407 | (59) |
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8.1 Illustrative Example from Heat Transfer |
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407 | (5) |
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8.2 General Second-Order Ordinary Differential Equation |
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412 | (3) |
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8.3 Partial Differential Equations |
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415 | (5) |
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8.4 Direct Methods for Linear Systems |
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420 | (6) |
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8.5 Iterative (Relaxation) Methods |
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426 | (4) |
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430 | (4) |
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8.7 Alternating-Direction-Implicit (ADI) Method |
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434 | (3) |
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437 | (7) |
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8.9 Compact Higher-Order Methods |
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444 | (4) |
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8.10 Treatment of Nonlinear Terms |
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448 | (18) |
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453 | (13) |
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9 Finite-Difference Methods for Initial-Value Problems |
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466 | (61) |
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466 | (1) |
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9.2 Single-Step Methods for Ordinary Differential Equations |
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467 | (14) |
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9.3 Additional Methods for Ordinary Differential Equations |
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481 | (2) |
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9.4 Partial Differential Equations |
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483 | (2) |
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485 | (4) |
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9.6 Numerical Stability Analysis |
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489 | (7) |
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496 | (5) |
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9.8 Boundary Conditions -- Special Cases |
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501 | (1) |
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9.9 Treatment of Nonlinear Convection Terms |
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502 | (6) |
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9.10 Multidimensional Problems |
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508 | (7) |
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9.11 Hyperbolic Partial Differential Equations |
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515 | (2) |
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9.12 Coupled Systems of Partial Differential Equations |
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517 | (1) |
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518 | (4) |
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522 | (5) |
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522 | (5) |
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Part III Least Squares and Optimization |
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527 | (172) |
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529 | (31) |
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10.1 Introduction to Optimization |
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529 | (2) |
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10.2 Least-Squares Solutions of Algebraic Systems of Equations |
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531 | (7) |
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10.3 Least-Squares with Constraints |
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538 | (3) |
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10.4 Least-Squares with Penalty Functions |
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541 | (1) |
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10.5 Nonlinear Objective Functions |
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542 | (1) |
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10.6 Conjugate-Gradient Method |
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543 | (8) |
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10.7 Generalized Minimum Residual (GMRES) Method |
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551 | (4) |
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10.8 Summary of Krylov-Based Methods |
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555 | (5) |
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556 | (4) |
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11 Data Analysis: Curve Fitting and Interpolation |
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560 | (34) |
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560 | (8) |
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11.2 Polynomial Regression |
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568 | (2) |
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11.3 Least-Squares Regression as an Overdetermined System |
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570 | (2) |
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11.4 Least Squares with Orthogonal Basis Functions -- Fourier Series |
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572 | (6) |
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11.5 Polynomial Interpolation |
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578 | (1) |
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11.6 Spline Interpolation |
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579 | (2) |
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11.7 Curve Fitting and Interpolation of Multidimensional Data |
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581 | (3) |
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11.8 Linear Regression Using Singular-Value Decomposition |
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584 | (2) |
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11.9 Least-Squares Regression as State Estimation |
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586 | (3) |
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11.10 Definitions of the Residual |
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589 | (5) |
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590 | (4) |
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12 Optimization and Root Finding of Algebraic Systems |
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594 | (48) |
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594 | (1) |
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12.2 Nonlinear Algebraic Equations -- Root Finding |
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595 | (9) |
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604 | (1) |
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12.4 Nonlinear Unconstrained Optimization |
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605 | (5) |
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610 | (5) |
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12.6 Nonlinear Constrained Optimization |
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615 | (5) |
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12.7 Linear Programming -- Formulation |
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620 | (7) |
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12.8 Linear Programming -- Simplex Method |
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627 | (7) |
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634 | (8) |
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637 | (5) |
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13 Data-Driven Methods and Reduced-Order Modeling |
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642 | (57) |
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642 | (2) |
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13.2 Projection Methods for Continuous Systems |
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644 | (8) |
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13.3 Galerkin Projection and Reduced-Order Modeling for Continuous Systems |
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652 | (7) |
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13.4 Projection Methods for Discrete Systems |
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659 | (5) |
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13.5 Galerkin Projection and Reduced-Order Modeling for Discrete Systems |
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664 | (4) |
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13.6 Proper-Orthogonal Decomposition (POD) for Continuous Data |
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668 | (7) |
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13.7 Proper-Orthogonal Decomposition (POD) for Discrete Data |
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675 | (15) |
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13.8 Extensions and Alternatives to POD |
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690 | (6) |
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13.9 System Identification |
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696 | (1) |
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697 | (2) |
References |
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699 | (4) |
Index |
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703 | |