Modern Methods in Scientific Computing and Applications

The influence of scientific computing has become very wide over the last few decades: almost every area of science and engineering is greatly influenced by simulations - image processing, thin films, mathematical finance, electrical engineering, moving interfaces and combustion, to name but a few.
One half of this book focuses on the techniques of scientific computing: domain decomposition, the absorption of boundary conditions and one-way operators, convergence analysis of multi-grid methods and other multi-grid techniques, dynamical systems, and matrix analysis.
The remainder of the book is concerned with combining techniques with concrete applications: stochastic differential equations, image processing, thin films, and asymptotic analysis for combustion problems.

Inhalt

Preface. Key to group picture. Participants. Contributors. Computation of large-scale quadratic forms and transfer functions using the theory of moments, quadrature and Pad approximation; Z. Bai, G.H. Golub. Thin film dynamics: theory and applications; A.L. Bertozzi, M. Bowen. Numerical turbulent combustion: an asymptotic view via an idealized test-case; A. Bourlioux. Multigrid methods: from geometrical to algebraic versions; G. Haase, U. Langer. One-way operators, absorbing boundary conditions and domain decomposition for wave propagation; L. Halpern, A. Rahmouni. Deterministic and random dynamical systems: theory and numerics; A.R. Humphries, A.M. Stuart. Optimal investment problems and volatility homogenization approximations; M. Jonsson, R. Sircar. Image processing with partial differential equations; K. Mikula. Interface connections in domain decomposition methods; F. Nataf. A review of level set and fast marching methods for image processing; J.A. Sethian. Recent developments in the theory of front propagation and its applications; P.E. Souganidis. Computing finite-time singularities in interfacial flows; T.P. Witelski. Index.