Preface |
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xiii | |
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1 | (18) |
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1.1 Modeling in Computer Animation |
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2 | (2) |
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2 | (2) |
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1.2 Modeling in Physics: Radiation Transport |
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4 | (2) |
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6 | (2) |
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8 | (3) |
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1.5 Modeling a Web Surfer and Google |
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11 | (3) |
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1.5.1 The Vector Space Model |
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11 | (2) |
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13 | (1) |
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14 | (5) |
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2 Basic Operations with MATLAB |
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19 | (22) |
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19 | (1) |
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20 | (2) |
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22 | (1) |
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23 | (1) |
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2.5 Creating and Running .m Files |
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24 | (1) |
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25 | (1) |
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25 | (2) |
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2.8 Creating Your Own Functions |
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27 | (1) |
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28 | (1) |
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2.10 More Loops and Conditionals |
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29 | (2) |
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31 | (1) |
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2.12 Logging Your Session |
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31 | (1) |
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2.13 More Advanced Commands |
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31 | (1) |
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32 | (9) |
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41 | (30) |
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3.1 A Mathematical Game of Cards |
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41 | (5) |
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3.1.1 The Odds in Texas Holdem |
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42 | (4) |
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46 | (10) |
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3.2.1 Discrete Random Variables |
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48 | (3) |
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3.2.2 Continuous Random Variables |
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51 | (2) |
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3.2.3 The Central Limit Theorem |
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53 | (3) |
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3.3 Monte Carlo Integration |
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56 | (8) |
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56 | (2) |
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58 | (2) |
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3.3.3 Another Example of Monte Carlo Integration |
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60 | (4) |
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3.4 Monte Carlo Simulation of Web Surfing |
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64 | (3) |
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67 | (4) |
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4 Solution of a Single Nonlinear Equation in One Unknown |
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71 | (36) |
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75 | (5) |
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80 | (3) |
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83 | (6) |
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89 | (4) |
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4.4.1 Avoiding Derivatives |
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89 | (1) |
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4.4.2 Constant Slope Method |
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89 | (1) |
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90 | (3) |
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4.5 Analysis of Fixed Point Methods |
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93 | (5) |
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4.6 Fractals, Julia Sets, and Mandelbrot Sets |
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98 | (4) |
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102 | (5) |
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5 Floating-Point Arithmetic |
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107 | (17) |
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5.1 Costly Disasters Caused by Rounding Errors |
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108 | (2) |
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5.2 Binary Representation and Base 2 Arithmetic |
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110 | (2) |
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5.3 Floating-Point Representation |
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112 | (2) |
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5.4 IEEE Floating-Point Arithmetic |
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114 | (2) |
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116 | (2) |
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5.6 Correctly Rounded Floating-Point Operations |
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118 | (1) |
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119 | (1) |
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120 | (4) |
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6 Conditioning of Problems: Stability of Algorithms |
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124 | (7) |
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6.1 Conditioning of Problems |
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125 | (1) |
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6.2 Stability of Algorithms |
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126 | (3) |
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129 | (2) |
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7 Direct Methods for Solving Linear Systems and Least Squares Problems |
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131 | (50) |
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7.1 Review of Matrix Multiplication |
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132 | (1) |
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133 | (18) |
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137 | (2) |
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139 | (2) |
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141 | (3) |
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7.2.4 Banded Matrices and Matrices for Which Pivoting Is Not Required |
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144 | (4) |
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7.2.5 Implementation Considerations for High Performance |
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148 | (3) |
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7.3 Other Methods for Solving Ax = b |
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151 | (3) |
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7.4 Conditioning of Linear Systems |
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154 | (10) |
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154 | (4) |
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7.4.2 Sensitivity of Solutions of Linear Systems |
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158 | (6) |
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7.5 Stability of Gaussian Elimination with Partial Pivoting |
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164 | (2) |
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7.6 Least Squares Problems |
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166 | (9) |
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7.6.1 The Normal Equations |
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167 | (1) |
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168 | (3) |
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7.6.3 Fitting Polynomials to Data |
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171 | (4) |
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175 | (6) |
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8 Polynomial and Piecewise Polynomial Interpolation |
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181 | (31) |
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8.1 The Vandermonde System |
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181 | (1) |
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8.2 The Lagrange Form of the Interpolation Polynomial |
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181 | (4) |
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8.3 The Newton Form of the Interpolation Polynomial |
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185 | (5) |
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8.3.1 Divided Differences |
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187 | (3) |
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8.4 The Error in Polynomial Interpolation |
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190 | (2) |
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8.5 Interpolation at Chebyshev Points and chebfun |
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192 | (5) |
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8.6 Piecewise Polynomial Interpolation |
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197 | (7) |
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8.6.1 Piecewise Cubic Hermite Interpolation |
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200 | (1) |
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8.6.2 Cubic Spline Interpolation |
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201 | (3) |
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204 | (2) |
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206 | (6) |
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9 Numerical Differentiation and Richardson Extrapolation |
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212 | (15) |
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9.1 Numerical Differentiation |
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213 | (8) |
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9.2 Richardson Extrapolation |
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221 | (4) |
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225 | (2) |
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227 | (24) |
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10.1 Newton--Cotes Formulas |
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227 | (5) |
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10.2 Formulas Based on Piecewise Polynomial Interpolation |
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232 | (2) |
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234 | (6) |
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10.3.1 Orthogonal Polynomials |
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236 | (4) |
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10.4 Clenshaw--Curtis Quadrature |
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240 | (2) |
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242 | (1) |
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10.6 Periodic Functions and the Euler-Maclaurin Formula |
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243 | (4) |
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247 | (1) |
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248 | (3) |
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11 Numerical Solution of the Initial Value Problem for Ordinary Differential Equations |
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251 | (49) |
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11.1 Existence and Uniqueness of Solutions |
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253 | (4) |
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257 | (18) |
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257 | (5) |
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11.2.2 Higher-Order Methods Based on Taylor Series |
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262 | (1) |
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262 | (2) |
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11.2.4 Methods Based on Quadrature Formulas |
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264 | (1) |
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11.2.5 Classical Fourth-Order Runge--Kutta and Runge--Kutta--Fehlberg Methods |
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265 | (2) |
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11.2.6 An Example Using MATLAB's ODE Solver |
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267 | (3) |
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11.2.7 Analysis of One-Step Methods |
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270 | (2) |
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11.2.8 Practical Implementation Considerations |
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272 | (2) |
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11.2.9 Systems of Equations |
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274 | (1) |
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275 | (9) |
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11.3.1 Adams--Bashforth and Adams--Moulton Methods |
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275 | (2) |
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11.3.2 General Linear m-Step Methods |
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277 | (3) |
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11.3.3 Linear Difference Equations |
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280 | (3) |
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11.3.4 The Dahlquist Equivalence Theorem |
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283 | (1) |
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284 | (7) |
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11.4.1 Absolute Stability |
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285 | (4) |
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11.4.2 Backward Differentiation Formulas (BDF Methods) |
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289 | (1) |
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11.4.3 Implicit Runge--Kutta (IRK) Methods |
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290 | (1) |
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11.5 Solving Systems of Nonlinear Equations in Implicit Methods |
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291 | (4) |
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11.5.1 Fixed Point Iteration |
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292 | (1) |
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293 | (2) |
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295 | (5) |
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12 More Numerical Linear Algebra: Eigenvalues and Iterative Methods for Solving Linear Systems |
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300 | (50) |
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300 | (27) |
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12.1.1 The Power Method for Computing the Largest Eigenpair |
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310 | (3) |
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313 | (2) |
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12.1.3 Rayleigh Quotient Iteration |
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315 | (1) |
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316 | (4) |
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320 | (7) |
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12.2 Iterative Methods for Solving Linear Systems |
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327 | (18) |
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12.2.1 Basic Iterative Methods for Solving Linear Systems |
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327 | (1) |
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328 | (4) |
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12.2.3 Analysis of Convergence |
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332 | (4) |
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12.2.4 The Conjugate Gradient Algorithm |
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336 | |
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12.2.5 Methods for Nonsymmetric Linear Systems |
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334 | (11) |
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345 | (5) |
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13 Numerical Solution of Two-Point Boundary Value Problems |
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350 | (29) |
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13.1 An Application: Steady-State Temperature Distribution |
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350 | (2) |
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13.2 Finite Difference Methods |
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352 | (13) |
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354 | (6) |
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13.2.2 More General Equations and Boundary Conditions |
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360 | (5) |
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13.3 Finite Element Methods |
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365 | (9) |
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372 | (2) |
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374 | (2) |
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376 | (3) |
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14 Numerical Solution of Partial Differential Equations |
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379 | (42) |
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381 | (7) |
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14.1.1 Finite Difference Methods |
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381 | (5) |
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14.1.2 Finite Element Methods |
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386 | (2) |
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388 | (8) |
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14.2.1 Semidiscretization and the Method of Lines |
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389 | (1) |
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14.2.2 Discretization in Time |
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389 | (7) |
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14.3 Separation of Variables |
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396 | (6) |
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14.3.1 Separation of Variables for Difference Equations |
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400 | (2) |
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14.4 Hyperbolic Equations |
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402 | (7) |
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402 | (1) |
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14.4.2 Systems of Hyperbolic Equations |
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403 | (1) |
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14.4.3 Boundary Conditions |
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404 | (1) |
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14.4.4 Finite Difference Methods |
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404 | (5) |
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14.5 Fast Methods for Poisson's Equation |
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409 | (5) |
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14.5.1 The Fast Fourier Transform |
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411 | (3) |
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414 | (4) |
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418 | (3) |
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Appendix A Review of Linear Algebra |
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421 | (15) |
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A.1 Vectors and Vector Spaces |
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421 | (1) |
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A.2 Linear Independence and Dependence |
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422 | (1) |
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A.3 Span of a Set of Vectors; Bases and Coordinates; Dimension of a Vector Space |
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423 | (1) |
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A.4 The Dot Product; Orthogonal and Orthonormal Sets; the Gram--Schmidt Algorithm |
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423 | (2) |
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A.5 Matrices and Linear Equations |
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425 | (2) |
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A.6 Existence and Uniqueness of Solutions; the Inverse; Conditions for Invertibility |
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427 | (4) |
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A.7 Linear Transformations; the Matrix of a Linear Transformation |
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431 | (1) |
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A.8 Similarity Transformations; Eigenvalues and Eigenvectors |
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432 | (4) |
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Appendix B Taylor's Theorem in Multidimnsions |
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436 | (3) |
References |
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439 | (6) |
Index |
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445 | |