Numerical Analysis and Optimization

• Authored by a leading researcher and established teacher
• Aimed at a broad readership of advanced undergraduates and graduates and researchers in Applied Mathematics, Engineering, Computer Science, and the Physical Sciences.
• Several exercises provided throughout
• Provides a complete introduction to the analysis of partial differential equations from the theoretical aspects to numerical algorithms

Readership: Advanced undergraduates and graduates in Applied Mathematics, Engineering, Computer Science, and the Physical Sciences.

Grégoire Allaire, Ecole Polytechnique, France

1: Introduction to mathematical modelling and numerical simulation
2: Finite difference method
3: Variational formulation of elliptic problems
4: Sobolev spaces
5: The mathematical study of elliptical problems
6: The finite element method
7: Eigenvalue problems
8: Evolution problems
9: Introduction to optimization
10: Optimality conditions and algorithms
11: Methods of operational research
Appendices
12: Review of Hilbert spaces
13: Matrix numerical analysis
Bibliography
Index