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Antia H.M. — Numerical Methods for Scientists and Engineers
Antia H.M. — Numerical Methods for Scientists and Engineers



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Название: Numerical Methods for Scientists and Engineers

Автор: Antia H.M.

Аннотация:

This book has evolved out of lecture courses delivered to Research Scholars at the Tata Institute of Fundamental Research during the period 1978-88. It attempts to provide a practical guide for numerical solutions to mathematical problems on digital computers. It is intended for both students and research workers in science and engineering. Readers are expected to have a reasonable background in mathematics as well as computer programming.
The enormous variety of problems that can be encountered in practice makes numerical computation an art to some extent, and as such the best way of learning it is to practice it. Attempting to learnnumerical methods by simply attending lectures or by just reading a book is like trying to learn how to play football by the same method. All students are therefore urged to try out the methods themselves on any problem that they may fancy, not necessarily the ones given in this book. In fact, the reader will probably not appreciate the contents unless he makes a serious attempt to usenumerical methods for solving problems on computers.


Язык: en

Рубрика: Computer science/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1991

Количество страниц: 977

Добавлена в каталог: 17.01.2010

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Generalized eigenvalue problem      478 479 517 519 578 613 877 913
Generalized eigenvalue problem, differential equations      578—582
Generalized eigenvalue problem, eigenvector      479 490 580
Generalized eigenvalue problem, inverse iteration      479 490
Generalized eigenvalue problem, reduction from polynomial to linear form      478
Generalized eigenvector      514 515 589 741 742
Gerschgorin theorem      478 495 496 518 884
GEVP      581 583 584 913 920 922
Gibbs’ phenomenon      417 468
Gill, S.      548
Givens’ rotation      91 107 115 491 492 499 766 882
Global minimum      345 346 388
Golden      350 351 352 837
Golden ratio      349 355
Golden section search      347—349 355 374 837 850
Golden section search, convergence      349
Golden section search, roundoff error      350 351
Goldfarb, D.      365
Graceful underflow      24
Gradient vector      359 398
Graeffe’s root squaring method      308
Gragg, W. B.      554
Gram — Schmidt process      376 406 465
Greenspan, D.      676
Gregory’s formula      180 262 603 605 618 622 628 923
Hailey’s method      339 729
Hamming, R. W.      1 417
Hamming’s method      529 535 539 541
Hamming’s method, roundoff error      591
Hamming’s method, stability      530 560 745
Handbook      474 487 493 500 503 504 505 509 878 881 888 891 893
Hanning window      424
Hart, J. F.      454
Haselgrove, C. B.      256 257 806
Hermite cubic basis      152 717
Hermite interpolation      132 133 537 539
Hermite interpolation, cubic      133 134 356 366 387 388 717 840 845
Hermite polynomials      59 199
Hermitian matrix      63 476 486 501 876
Hermitian matrix, conversion to real symmetric form      497
Hermitian matrix, eigenvalue problem      497
Herzberger, J.      33
Hessenberg matrix      63 109 486 491 501 743
Hessenberg matrix, determinant      518
Hessenberg matrix, eigenvalue problem      507—509 517 893
hessian      359 363 364 365 371 410 412 842
Hessian, singular      367
Hessian, updating      364
Heuristic      346 538 754
Hidden bit      24 27
Hilbert matrix      83 93 94 110 112 341 389 399 403 516 733
Hockney, R. W.      102 692
Horner’s method      122 275 433 438
Hotelling, H.      515
Householder, A. S.      306 308
Householder’s transformation      89 108 115 400 492 497 501 504 505 507 512 613 763 878
Householder’s transformation, roundoff error      494
HQR      509 510 893
Hyperbolic equations      636 659—670 938
Hyperbolic equations, artificial damping      663 665
Hyperbolic equations, boundary conditions      638 659 665
Hyperbolic equations, characteristics      636 639 659 660
Hyperbolic equations, conservation law form      664 938
Hyperbolic equations, explicit method      659 660 661 662
Hyperbolic equations, implicit method      660 662
Hyperbolic equations, Lax — Friedrichs method      662
Hyperbolic equations, Lax — Wendroff method      664 665 670 938
Hyperbolic equations, nonlinear      664 938
Hyperbolic equations, numerical dissipation      663
Hyperbolic equations, parallel processing      691
Hyperbolic equations, several space variables      670
Hyperbolic equations, stability      660 662 665 669 697
Hyperbolic equations, truncation error      660
Hyperbolic equations, upwind differencing      669
Hyperboloids      360
Hypercube      242 246
Hyperefficient rules      245
Hyperplane      252 326 378
Hypersphere      242 243 246 724
Hypersurface      360 635
IER      754
Ignoring the singularity      202 212
Ill-conditioning      15 32 34 44 45 47 50 59 79
Ill-conditioning, approximation      399 403 449 459
Ill-conditioning, differential equations      468 543 591 594 747
Ill-conditioning, eigenvalue problem      476 479 485 488 502 512 513
Ill-conditioning, integral equations      602 610 611 612 616 617 618 619 625 626 749
Ill-conditioning, integration      201 228 790
Ill-conditioning, interpolation      138 153 717
Ill-conditioning, Laplace transform      428
Ill-conditioning, linear equations      45 62 77 78 79 84 85 94 710 711 756 758 761
Ill-conditioning, minimization      733
Ill-conditioning, nonlinear equations      303 306 316 318—322
Ill-conditioning, partial differential equations      750
Ill-conditioning, spurious convergence      318
Ill-conditioning, symptoms      85 318
Illinois method      280
Implicit difference methods      640 643 647 666
Implicit difference methods, hyperbolic equations      660 662
Implicit difference methods, nonlinear equations      651
Implicit difference methods, parabolic equations      643 644 651
Implicit difference methods, parallel processing      691
Implicit difference methods, stability      644 660 751
Implicit equilibration      68 75 758
Implicit formulas      523 532 557 558 561
Implicit Runge — Kutta methods      553 593 746
Importance sampling      254 270 725
Improper integrals      183 195—218 227 228 233
Improper integrals, Cauchy principal value      207
Improper integrals, change of variable      203 213
Improper integrals, extrapolation methods      183 203 204 212
Improper integrals, ignoring the singularity      202 212
Improper integrals, proceeding to the limit      203 212
Improper integrals, truncating the interval      203 213
Improper integrals, weakening the singularity      204 213
Improper integrals, weight function      195—201 204 214
INDEX      56
Initial conditions      522 637 638 640 659
Initial value method      (see Shooting method)
Initial value problem      521 522—563 566 619 895—908
Initial value problem, choice of method      555
Initial value problem, convergence criterion      544
Initial value problem, convergence of solution      525 531
Initial value problem, conversion to integral equation      600 629
Initial value problem, existence and uniqueness of solution      589 590
Initial value problem, extrapolation methods      553—555 907
Initial value problem, finite element methods      690
Initial value problem, ill-conditioning      543
Initial value problem, method of lines      652—655 690 934
Initial value problem, parallel processing      691
Initial value problem, partial differential equations      635 636—670 932—939
Initial value problem, pitfalls in numerical solution      545
Initial value problem, predictor-corrector methods      532—545 898 903
Initial value problem, roundoff error      531 542 543 545 559
Initial value problem, Runge — Kutta methods      545—553 895 897 898
Initial value problem, single-step methods      523 545—555
Initial value problem, stability      525—531 534 538 547 549 550 556 558 559 560
Initial value problem, starting values      536 537 538 904
Initial value problem, stiff      525 533 553 554 555—563
Initial value problem, stiffly stable method      558—563 905
Initial value problem, truncation error      524 531 532 534 537 540 547 904
Integral equations      626
Integral equations in higher dimensions      608
Integral equations, collocation method      609 610 611 613 617 618 926
Integral equations, convergence      623 628
Integral equations, deferred correction      603 604 606 613 618 622 628
Integral equations, discontinuity      605
Integral equations, eigenvalue problem      599 612—615 923
Integral equations, existence of solution      616 626 631
Integral equations, expansion methods      608—612 613 617 618 624 926
Integral equations, extrapolation methods      604 613 628
Integral equations, Fredholm type      598 601 602—619 923—928
Integral equations, Galerkin method      609 612 613
Integral equations, ill-conditioning      602 610 611 612 617 618 619 625 626 749
Integral equations, least squares method      609 617
Integral equations, nonlinear      607 620 623 633 929
Integral equations, quadrature method      602—608 613 616 617 619—628 923 928 929
Integral equations, singularity      600 604 606 617
Integral equations, spurious convergence      617 632
Integral equations, stability      621 623 624 626
Integral equations, symmetric kernel      601 610 612 613
Integral equations, system of      608
Integral equations, truncation error      603 609 614 620 621 627
Integral equations, Volterra type      598 599 619—628 928 929
Integral transforms      205
Integration      55 170—270 719—725 780-805
Integration, contour      302 304 822
Integration, multiple      (see Multiple integration)
Integro-differential equations      608
Interpolation      117—155 339 392 394 523 539 555 609 617 623 675 714—718 768—777
Interpolation in n dimensions      144 148 775
Interpolation in two dimensions      144 146—148 774 777
Interpolation of analytic functions      148
Interpolation property      686
Interpolation series      121 150 715
Interpolation, backward formula      128 151 527 535 539
Interpolation, bicubic spline      146 155 777
Interpolation, Chebyshev      127 129
Interpolation, complexity      122 125 144
Interpolation, convergence      120 121 129 131 150 715
Interpolation, cubic spline      134—138 146 152 153 770 771
Interpolation, differentiation      156 768
Interpolation, divided difference formula      124 768 774
Interpolation, forward formula      128
Interpolation, general basis functions      138 153
Interpolation, Hermite      132—134 356 366 537 539
Interpolation, ill-conditioning      138 153 717
Interpolation, inverse      131 150 290 292 337
Interpolation, Lagrangian      119—122 149
Interpolation, linear      120 126 144 150
Interpolation, method of undetermined coefficients      138 144 147 153
Interpolation, Neville’s      151 262
Interpolation, order      120
Interpolation, osculatory      132
Interpolation, parabolic      126 291 298 351 353 354 374 387
Interpolation, pitfalls      131 716
Interpolation, polynomial      118—138 768—771
Interpolation, rational function      139—144 772
Interpolation, roundoff error      126 150 151 716
Interpolation, solution of nonlinear equations      278 290 291 292 298 300 337
Interpolation, trigonometric      417
Interpolation, truncation error      120 121 124 126 136 714 715
Interval arithmetic      33
Inverse cosine transform      426
Inverse Fourier transform      416 417 422 427 857 860
Inverse interpolation      131 150 278 290 292 337 715
Inverse iteration      479 480 484—491 495 509 511 876 883 886 915 916 923
Inverse iteration, convergence      484 485 486 516 742
Inverse iteration, defective matrix      490 515 742
Inverse iteration, eigenfunction      580 613 614
Inverse iteration, eigenvector      479 484 490 509
Inverse iteration, generalized eigenvalue problem      490 519 580
Inverse iteration, multiple eigenvalues      485
Inverse iteration, Rayleigh quotient      485 486 516
Inverse iteration, roundoff error      485
Inverse iteration, with variable shift      485 486
Inverse Laplace transform      428—431 632 861
Inverse Laplace transform, differential equations      468
Inverse Laplace transform, exponential order      428 430 737
Inverse Laplace transform, removing a discontinuity      430 431
Inverse Laplace transform, roundoff error      431
Inverse Laplace transform, truncation error      429
Inverse matrix      46 86 113 332 756 758 761
Inverse sine transform      426
INVIT      486 487 876 923 924
Irrational number      255
Irregular boundary      241 242 251 674—676
Isolated eigenvalue      503 888
Iterative methods of incommensurate order      289
Iterative methods order      280 284 291
Iterative methods roundoff error      98 313 314
Iterative methods, cautious      221
Iterative methods, convergence      97 277 279 284 287 291 299 310 327 329 337 339 342 353 357 363 533 677 678 679 683 727 729
Iterative methods, convergence criterion      10 312 315—318 342 367
Iterative methods, efficiency index      287 299 310
Iterative methods, elliptic equations      673 677
Iterative methods, integration      219
Iterative methods, limitations      301
Iterative methods, linear equations      62 96—99
Iterative methods, nonlinear equations      271 272 277 284 287 299 301 310 327 337 338 339 342 727 729
Iterative refinement      82 84 111 485 711 712 760
Iterative refinement, convergence      82
Iterative refinement, limitations      85
Jacobi method      96 491 677 678
Jacobi method, convergence      97 677
Jacobi method, parallel processing      692
Jacobi polynomials      197
Jacobian      325 326 327 329 331 332 344 410 558 562 567 574 832 905 911
Jesshope, C. R.      102 692
Jordan canonical form      477 744
Jordan Matrix      477 744
Karmarkar, N.      386
Keller, H. B.      568
Kernel      599 928 929
Kernel, centrosymmetric      630
Kernel, convolution type      601 630
Kernel, degenerate      601 612 613 614 616 631
Kernel, discontinuity      605 926
Kernel, eigenfunction      602 412 614 616
Kernel, eigenvalue      602 612 614 616
Kernel, positive definite      601
Kernel, singular      604 617
kernel, symmetric      601 610 612 613
Klee, V.      391
Knot      135 153
Knuth, D. E.      30 252
Kopal, Z.      157 189 199
Kowalik, J.      390
Krogh, F. T.      562
Kronecker’s delta      81 119
KRONRD      793 794
Kronrod rule      191 200 220 223 224 793 794
Krylov, V. I.      1 2 189 194 199
Krylov’s method      518
Kulisch, U. W.      33
Laarhoven, P. J. M.      387
LAGITC      821 828 829
LAGITR      790 825 827
Lagrange’s multiplier      387
Lagrangian interpolation      119—122 149 167 171 339
Laguerre polynomials      50 199 340 388
Laguerre’s method      305 309—311 825—829
Laguerre’s method, convergence      310
Laguerre’s method, convergence failure      311
Laguerre’s method, roundoff error      311
LAGURE      787 788
Lanczos $\tau$-method      470 597
Lanczos method      505 506
Lanczos method, roundoff error      506
Lanczos sigma factor      417 426 467 736
Lanczos sigma factor, differentiation      417
Lane — Emden equation      594 597 747
LAPINV      430 861
Laplace transform      428—431 468 632 737
Laplace transform, basic properties      428
Laplace transform, convolution      428
Laplace transform, exponential order      428 430 737
Laplace transform, ill-conditioning      428 (see also inverse Laplace transform)
Laplace’s equation      116 639 671
Laplace’s equation, higher order methods      674 701
1 2 3 4 5 6 7 8 9
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