About: Numerical analysis is a research topic. Over the lifetime, 52236 publications have been published within this topic receiving 1224230 citations. The topic is also known as: numerical computation & numerical mathematics.
TL;DR: Numerical Recipes: The Art of Scientific Computing as discussed by the authors is a complete text and reference book on scientific computing with over 100 new routines (now well over 300 in all), plus upgraded versions of many of the original routines, with many new topics presented at the same accessible level.
Abstract: From the Publisher:
This is the revised and greatly expanded Second Edition of the hugely popular Numerical Recipes: The Art of Scientific Computing. The product of a unique collaboration among four leading scientists in academic research and industry, Numerical Recipes is a complete text and reference book on scientific computing. In a self-contained manner it proceeds from mathematical and theoretical considerations to actual practical computer routines. With over 100 new routines (now well over 300 in all), plus upgraded versions of many of the original routines, this book is more than ever the most practical, comprehensive handbook of scientific computing available today. The book retains the informal, easy-to-read style that made the first edition so popular, with many new topics presented at the same accessible level. In addition, some sections of more advanced material have been introduced, set off in small type from the main body of the text. Numerical Recipes is an ideal textbook for scientists and engineers and an indispensable reference for anyone who works in scientific computing. Highlights of the new material include a new chapter on integral equations and inverse methods; multigrid methods for solving partial differential equations; improved random number routines; wavelet transforms; the statistical bootstrap method; a new chapter on "less-numerical" algorithms including compression coding and arbitrary precision arithmetic; band diagonal linear systems; linear algebra on sparse matrices; Cholesky and QR decomposition; calculation of numerical derivatives; Pade approximants, and rational Chebyshev approximation; new special functions; Monte Carlo integration in high-dimensional spaces; globally convergent methods for sets of nonlinear equations; an expanded chapter on fast Fourier methods; spectral analysis on unevenly sampled data; Savitzky-Golay smoothing filters; and two-dimensional Kolmogorov-Smirnoff tests. All this is in addition to material on such basic top
TL;DR: In this paper, a method for accurate and efficient local density functional calculations (LDF) on molecules is described and presented with results using fast convergent threedimensional numerical integrations to calculate the matrix elements occurring in the Ritz variation method.
Abstract: A method for accurate and efficient local density functional calculations (LDF) on molecules is described and presented with results The method, Dmol for short, uses fast convergent three‐dimensional numerical integrations to calculate the matrix elements occurring in the Ritz variation method The flexibility of the integration technique opens the way to use the most efficient variational basis sets A practical choice of numerical basis sets is shown with a built‐in capability to reach the LDF dissociation limit exactly Dmol includes also an efficient, exact approach for calculating the electrostatic potential Results on small molecules illustrate present accuracy and error properties of the method Computational effort for this method grows to leading order with the cube of the molecule size Except for the solution of an algebraic eigenvalue problem the method can be refined to quadratic growth for large molecules
TL;DR: The numerical tests indicate that the L-BFGS method is faster than the method of Buckley and LeNir, and is better able to use additional storage to accelerate convergence, and the convergence properties are studied to prove global convergence on uniformly convex problems.
Abstract: We study the numerical performance of a limited memory quasi-Newton method for large scale optimization, which we call the L-BFGS method. We compare its performance with that of the method developed by Buckley and LeNir (1985), which combines cycles of BFGS steps and conjugate direction steps. Our numerical tests indicate that the L-BFGS method is faster than the method of Buckley and LeNir, and is better able to use additional storage to accelerate convergence. We show that the L-BFGS method can be greatly accelerated by means of a simple scaling. We then compare the L-BFGS method with the partitioned quasi-Newton method of Griewank and Toint (1982a). The results show that, for some problems, the partitioned quasi-Newton method is clearly superior to the L-BFGS method. However we find that for other problems the L-BFGS method is very competitive due to its low iteration cost. We also study the convergence properties of the L-BFGS method, and prove global convergence on uniformly convex problems.
TL;DR: This well written book is enlarged by the following topics: B-splines and their computation, elimination methods for large sparse systems of linear equations, Lanczos algorithm for eigenvalue problems, implicit shift techniques for theLR and QR algorithm, implicit differential equations, differential algebraic systems, new methods for stiff differential equations and preconditioning techniques.
Abstract: This well written book is enlarged by the following topics:
$B$-splines and their computation, elimination methods for
large sparse systems of linear equations, Lanczos algorithm for
eigenvalue problems, implicit shift techniques for the $LR$ and
$QR$ algorithm, implicit differential equations, differential
algebraic systems, new methods for stiff differential
equations, preconditioning techniques and convergence rate of
the conjugate gradient algorithm and multigrid methods for
boundary value problems. Cf. also the reviews of the German
original editions.
TL;DR: This paper presents the results of an analysis of the "Stream Function-Vorticity-Pressure" Method for the Stokes Problem in Two Dimensions and its applications to Mixed Approximation and Homogeneous Stokes Equations.
Abstract: I. Mathematical Foundation of the Stokes Problem.- 1. Generalities on Some Elliptic Boundary Value Problems.- 1.1. Basic Concepts on Sobolev Spaces.- 1.2. Abstract Elliptic Theory.- 1.3. Example 1: Dirichlet's Problem for the Laplace Operator.- 1.4. Example 2: Neumann's Problem for the Laplace Operator.- 1.5. Example 3: Dirichlet's Problem for the Biharmonic Operator.- 2. Function Spaces for the Stokes Problem.- 2.1. Preliminary Results.- 2.2. Some Properties of Spaces Related to the Divergence Operator.- 2.3. Some Properties of Spaces Related to the Curl Operator.- 3. A Decomposition of Vector Fields.- 3.1. Decomposition of Two-Dimensional Vector Fields.- 3.2. Application to the Regularity of Functions of H(div ?) ? H(curl ?).- 3.3. Decomposition of Three-Dimensional Vector Fields.- 3.4. The Imbedding of H(div ?) ? H0 (curl ?) into H1(?)3.- 3.5. The Imbedding of H0(div ?) ? H (curl ?) into H1(?)3.- 4. Analysis of an Abstract Variational Problem.- 4.1. A General Result.- 4.2. A Saddle-Point Approach.- 4.3. Approximation by Regularization or Penalty.- 4.4. Iterative Methods of Gradient Type.- 5. The Stokes Equations.- 5.1. The Dirichlet Problem in the Velocity-Pressure Formulation.- 5.2. The Stream Function Formulation of the Dirichlet Problem in Two Dimensions.- 5.3. The Three-Dimensional Case.- Appendix A. Results of Standard Finite Element Approximation.- A.l. Triangular Finite Elements.- A.2. Quadrilateral Finite Elements.- A.3. Interpolation of Discontinuous Functions.- II. Numerical Solution of the Stokes Problem in the Primitive Variables.- 1. General Approximation.- 1.1. An Abstract Approximation Result.- 1.2. Decoupling the Computation of uh and ?h.- 1.3. Application to the Homogeneous Stokes Problem.- 1.4. Checking the inf-sup Condition.- 2. Simplicial Finite Element Methods Using Discontinuous Pressures.- 2.1. A First Order Approximation on Triangular Elements.- 2.2. Higher-Order Approximation on Triangular Elements.- 2.3. The Three-Dimensional case: First and Higher-Order Schemes.- 3. Quadrilateral Finite Element Methods Using Discontinuous Pressures.- 3.1. A quadrilateral Finite Element of Order One.- 3.2. Higher-Order Quadrilateral Elements.- 3.3. An Example of Checkerboard Instability: the Q1 - P0 Element.- 3.4. Error Estimates for the Q1 - P0 Element.- 4. Continuous Approximation of the Pressure.- 4.1. A First Order Method: the "Mini" Finite Element.- 4.2. The "Hood-Taylor" Finite Element Method.- 4.3. The "Glowinski-Pironneau" Finite Element Method.- 4.4. Implementation of the Glowinski-Pironneau Scheme.- III. Incompressible Mixed Finite Element Methods for Solving the Stokes Problem.- 1. Mixed Approximation of an Abstract Problem.- 1.1. A Mixed Variational Problem.- 1.2. Abstract Mixed Approximation.- 2. The "Stream Function-Vorticity-Pressure" Method for the Stokes Problem in Two Dimensions.- 2.1. A Mixed Formulation.- 2.2. Mixed Approximation and Application to Finite Elements of Degree l.- 2.3. The Technique of Mesh-Dependent Norms.- 3. Further Topics on the "Stream Function-Vorticity-Pressure" Scheme.- 3.1. Refinement of the Error Analysis.- 3.2. Super Convergence Using Quadrilateral Finite Elements of Degree l.- 4. A "Stream Function-Gradient of Velocity Tensor" Method in Two Dimensions.- 4.1. The Hellan-Herrmann-Johnson Formulation.- 4.2. Approximation with Triangular Finite Elements of Degree l.- 4.3. Additional Results for the Hellan-Herrmann-Johnson Scheme.- 4.4. Discontinuous Approximation of the Pressure.- 5. A "Vector Potential-Vorticity" Scheme in Three Dimensions.- 5.1. A Mixed Formulation of the Three-Dimensional Stokes Problem.- 5.2. Mixed Approximation in H(curl ?).- 5.3. A Family of Conforming Finite Elements in H(curl ?).- 5.4. Error Analysis for Finite Elements of Degree l.- 5.5. Discontinuous Approximation of the Pressure.- IV. Theory and Approximation of the Navier-Stokes Problem.- 1. A Class of Nonlinear Problems.- s Problem for the Laplace Operator.- 1.5. Example 3: Dirichlet's Problem for the Biharmonic Operator.- 2. Function Spaces for the Stokes Problem.- 2.1. Preliminary Results.- 2.2. Some Properties of Spaces Related to the Divergence Operator.- 2.3. Some Properties of Spaces Related to the Curl Operator.- 3. A Decomposition of Vector Fields.- 3.1. Decomposition of Two-Dimensional Vector Fields.- 3.2. Application to the Regularity of Functions of H(div ?) ? H(curl ?).- 3.3. Decomposition of Three-Dimensional Vector Fields.- 3.4. The Imbedding of H(div ?) ? H0 (curl ?) into H1(?)3.- 3.5. The Imbedding of H0(div ?) ? H (curl ?) into H1(?)3.- 4. Analysis of an Abstract Variational Problem.- 4.1. A General Result.- 4.2. A Saddle-Point Approach.- 4.3. Approximation by Regularization or Penalty.- 4.4. Iterative Methods of Gradient Type.- 5. The Stokes Equations.- 5.1. The Dirichlet Problem in the Velocity-Pressure Formulation.- 5.2. The Stream Function Formulation of the Dirichlet Problem in Two Dimensions.- 5.3. The Three-Dimensional Case.- Appendix A. Results of Standard Finite Element Approximation.- A.l. Triangular Finite Elements.- A.2. Quadrilateral Finite Elements.- A.3. Interpolation of Discontinuous Functions.- II. Numerical Solution of the Stokes Problem in the Primitive Variables.- 1. General Approximation.- 1.1. An Abstract Approximation Result.- 1.2. Decoupling the Computation of uh and ?h.- 1.3. Application to the Homogeneous Stokes Problem.- 1.4. Checking the inf-sup Condition.- 2. Simplicial Finite Element Methods Using Discontinuous Pressures.- 2.1. A First Order Approximation on Triangular Elements.- 2.2. Higher-Order Approximation on Triangular Elements.- 2.3. The Three-Dimensional case: First and Higher-Order Schemes.- 3. Quadrilateral Finite Element Methods Using Discontinuous Pressures.- 3.1. A quadrilateral Finite Element of Order One.- 3.2. Higher-Order Quadrilateral Elements.- 3.3. An Example of Checkerboard Instability: the Q1 - P0 Element.- 3.4. Error Estimates for the Q1 - P0 Element.- 4. Continuous Approximation of the Pressure.- 4.1. A First Order Method: the "Mini" Finite Element.- 4.2. The "Hood-Taylor" Finite Element Method.- 4.3. The "Glowinski-Pironneau" Finite Element Method.- 4.4. Implementation of the Glowinski-Pironneau Scheme.- III. Incompressible Mixed Finite Element Methods for Solving the Stokes Problem.- 1. Mixed Approximation of an Abstract Problem.- 1.1. A Mixed Variational Problem.- 1.2. Abstract Mixed Approximation.- 2. The "Stream Function-Vorticity-Pressure" Method for the Stokes Problem in Two Dimensions.- 2.1. A Mixed Formulation.- 2.2. Mixed Approximation and Application to Finite Elements of Degree l.- 2.3. The Technique of Mesh-Dependent Norms.- 3. Further Topics on the "Stream Function-Vorticity-Pressure" Scheme.- 3.1. Refinement of the Error Analysis.- 3.2. Super Convergence Using Quadrilateral Finite Elements of Degree l.- 4. A "Stream Function-Gradient of Velocity Tensor" Method in Two Dimensions.- 4.1. The Hellan-Herrmann-Johnson Formulation.- 4.2. Approximation with Triangular Finite Elements of Degree l.- 4.3. Additional Results for the Hellan-Herrmann-Johnson Scheme.- 4.4. Discontinuous Approximation of the Pressure.- 5. A "Vector Potential-Vorticity" Scheme in Three Dimensions.- 5.1. A Mixed Formulation of the Three-Dimensional Stokes Problem.- 5.2. Mixed Approximation in H(curl ?).- 5.3. A Family of Conforming Finite Elements in H(curl ?).- 5.4. Error Analysis for Finite Elements of Degree l.- 5.5. Discontinuous Approximation of the Pressure.- IV. Theory and Approximation of the Navier-Stokes Problem.- 1. A Class of Nonlinear Problems.- 2. Theory of the Steady-State Navier-Stokes Equations.- 2.1. The Dirichlet Problem in the Velocity-Pressure Formulation.- 2.2. The Stream Function Formulation of the Homogeneous Problem..- 3. Approximation of Branches of Nonsingular Solutions.- 3.1. An Abstract Framework.- 3.2. Approximation of Branches of Nonsingular Solutions.- 3.3. Application to a Class of Nonlinear Problems.- 3.4. Non-Differentiable Approximation of Branches of Nonsingular Solutions.- 4. Numerical Analysis of Centered Finite Element Schemes.- 4.1. Formulation in Primitive Variables: Methods Using Discontinuous Pressures.- 4.2. Formulation in Primitive Variables: the Case of Continuous Pressures.- 4.3. Mixed Incompressible Methods: the "Stream Function-Vorticity" Formulation.- 4.4. Remarks on the "Stream Function-Gradient of Velocity Tensor" Scheme.- 5. Numerical Analysis of Upwind Schemes.- 5.1. Upwinding in the Stream Function-Vorticity Scheme.- 5.2. Error Analysis of the Upwind Scheme.- 5.3. Approximating the Pressure with the Upwind Scheme.- 6. Numerical Algorithms.- 2.11. General Methods of Descent and Application to Gradient Methods.- 2.12. Least-Squares and Gradient Methods to Solve the Navier-Stokes Equations.- 2.13. Newton's Method and the Continuation Method.- References.- Index of Mathematical Symbols.