Welcome to our book review site go-pdf.online!
You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
The Boundary Function Method for Singular Perturbed Problems
This is the first book published in English devoted solely to the boundary function method, which is one of the asymptotic methods. This method provides an effective and simple way to obtain asymptotic approximations for the solutions of certain ordinary and partial differential equations containing small parameters in front of the highest derivatives. These equations, called singularly perturbed equations, are often used in modeling. In addition to numerous examples, the book includes discussions on singularly perturbed problems from chemical kinetics and heat conduction, semiconductor device modeling, and mathematical biology. The book also contains a variety of original ideas and explicit...
Semiconductors
This IMA Volume in Mathematics and its Applications SEMICONDUCTORS, PART II is based on the proceedings of the IMA summer program "Semiconductors." Our goal was to foster interaction in this interdisciplinary field which involves electrical engineers, computer scientists, semiconductor physicists and mathematicians, from both university and industry. In particular, the program was meant to encourage the participation of numerical and mathematical analysts with backgrounds in ordinary and partial differential equations, to help get them involved in the mathematical as pects of semiconductor models and circuits. We are grateful to W.M. Coughran, Jr., Julian Cole, Peter Lloyd, and Jacob White f...
Linear Matrix Inequalities in System and Control Theory
In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization problems that involve linear matrix inequalities. These optimization problems can be solved using recently developed numerical algorithms that not only are polynomial-time but also work very well in practice; the reduction therefore can be considered a solution to the original problems. This book opens up an important new research area in which convex optimization is combined with system and control theory, resulting in the solution of a large number of previously unsolved problems.
Fourier Analysis of Numerical Approximations of Hyperbolic Equations
This book provides useful reference material for those concerned with the use of Fourier analysis and computational fluid dynamics.
Interior-point Polynomial Algorithms in Convex Programming
Specialists working in the areas of optimization, mathematical programming, or control theory will find this book invaluable for studying interior-point methods for linear and quadratic programming, polynomial-time methods for nonlinear convex programming, and efficient computational methods for control problems and variational inequalities. A background in linear algebra and mathematical programming is necessary to understand the book. The detailed proofs and lack of "numerical examples" might suggest that the book is of limited value to the reader interested in the practical aspects of convex optimization, but nothing could be further from the truth. An entire chapter is devoted to potential reduction methods precisely because of their great efficiency in practice.
Indefinite-Quadratic Estimation and Control
This monograph presents a unified mathematical framework for a wide range of problems in estimation and control. The authors discuss the two most commonly used methodologies: the stochastic H² approach and the deterministic (worst-case) H [infinity] approach. Despite the fundamental differences in the philosophies of these two approaches, the authors have discovered that, if indefinite metric spaces are considered, they can be treated in the same way and are essentially the same. The benefits and consequences of this unification are pursued in detail, with discussions of how to generalize well-known results from H² theory to H [infinity] setting, as well as new results and insight, the development of new algorithms, and applications to adaptive signal processing. The authors deliberately have placed primary emphasis on estimation problems which enable one to solve all the relevant control problems in detail. They also deal mostly with discrete-time systems, since these are the ones most important in current applications.
Numerical Solution of Elliptic Problems
A study of the art and science of solving elliptic problems numerically, with an emphasis on problems that have important scientific and engineering applications, and that are solvable at moderate cost on computing machines.
Methods and Applications of Interval Analysis
This book treats an important set of techniques that provide a mathematically rigorous and complete error analysis for computational results. It shows that interval analysis provides a powerful set of tools with direct applicability to important problems in scientific computing.
Noise-Induced Phenomena in Slow-Fast Dynamical Systems
Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and other fields. This book examines and provides systems for practitioners to use, and provides a number of case studies to show how they can work in practice.
Solitons and the Inverse Scattering Transform
A study, by two of the major contributors to the theory, of the inverse scattering transform and its application to problems of nonlinear dispersive waves that arise in fluid dynamics, plasma physics, nonlinear optics, particle physics, crystal lattice theory, nonlinear circuit theory and other areas. A soliton is a localised pulse-like nonlinear wave that possesses remarkable stability properties. Typically, problems that admit soliton solutions are in the form of evolution equations that describe how some variable or set of variables evolve in time from a given state. The equations may take a variety of forms, for example, PDEs, differential difference equations, partial difference equations, and integrodifferential equations, as well as coupled ODEs of finite order. What is surprising is that, although these problems are nonlinear, the general solution that evolves from almost arbitrary initial data may be obtained without approximation.
