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Jingdong book

数值方法:设计、分析和算法实现

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数值方法:设计、分析和算法实现

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本书既清晰、简洁地介绍了标准数值分析教材所涵盖的内容,也介绍了非传统的内容,比如数学建模、蒙特卡罗方法、马尔可夫链和分形。书中选取的例子颇具趣味性和启发性,涉及现代应用领域(如信息检索和动画)以及来自物理和工程的传统主题。习题用MATLAB求解,使计算结果更容易理解。各章都简短介绍了数值方法的历史。而且还有网上资料。
Catalogue

译者序
前言
第1章数学建模1
1.1计算机动画中的建模2
1.2物理建模:辐射的传播3
1.3运动建模5
1.4生态模型6
1.5对网络冲浪者和谷歌的建模8
1.5.1向量空间模型9
1.5.2谷歌的PageRank算法10
1.6第1章习题11
第2章MATLAB的基本操作14
2.1启动MATLAB14
2.2向量15
2.3使用帮助17
2.4矩阵18
2.5生成和运行M文件19
2.6注释19
2.7绘图19
2.8生成自己的函数21
2.9输出21
2.10更多的循环语句和条件语句23
2.11清除变量23
2.12记录会话24
2.13更多的高级命令24
2.14第2章习题24
第3章蒙特卡罗方法31
3.1数学纸牌游戏31
3.2基础统计36
3.2.1离散随机变量37
3.2.2连续随机变量39
3.2.3中心极限定理41
3.3蒙特卡罗积分43
3.3.1布丰的针43
3.3.2估计π45
3.3.3蒙特卡罗积分的另一个例子46
3.4网上冲浪的蒙特卡罗模拟49
3.5第3章习题52
第4章一元非线性方程的解54
4.1分半法57
4.2Taylor定理61
4.3牛顿法63
4.4拟牛顿法68
4.4.1避免求导数68
4.4.2常数梯度法68
4.4.3正割法69
4.5不动点分析法71
4.6分形、Julia集和Mandelbrot集75
4.7第4章习题78
第5章浮点运算82
5.1因舍入误差导致的重大灾难83
5.2二进制表示和基数为2的算术运算84
5.3浮点表示85
5.4IEEE浮点运算87
5.5舍入89
5.6正确地舍入浮点运算90
5.7例外91
5.8第5章习题92
第6章问题的条件化和算法的稳定性95
6.1问题的条件化95
6.2算法的稳定性96
6.3第6章习题99
第7章解线性方程组的直接方法和最小二乘问题101
7.1复习矩阵的乘法101
7.2Gauss消元法102
7.2.1运算计数105
7.2.2LU分解107
7.2.3选主元108
7.2.4带状矩阵和不需选主元的矩阵111
7.2.5高性能实现条件114
7.3解Ax=b的其他方法116
7.4线性方程组的条件化119
7.4.1范数119
7.4.2线性方程组解的敏感性122
7.5部分主元的Gauss消元法的稳定性127
7.6最小二乘问题128
7.6.1法方程组129
7.6.2QR分解130
7.6.3数据的多项式拟合133
7.7第7章习题136
第8章多项式和分段多项式插值140
8.1Vandermonde方程组140
8.2插值多项式的Lagrange形式140
8.3插值多项式的牛顿形式143
8.4多项式插值的误差147
8.5在Chebyshev点的插值和chebfun149
8.6分段多项式插值152
8.6.1分段三次Hermite插值155
8.6.2三次样条插值156
8.7若干应用158
8.8第8章习题160
第9章数值微分和Richardson外推165
9.1数值微分165
9.2Richardson外推172
9.3第9章习题175
第10章数值积分177
10.1Newton-Cotes公式177
10.2基于分段多项式插值的公式181
10.3Gauss求积公式183
10.4Clenshaw-Curtis求积公式188
10.5Romberg积分189
10.6周期函数和Euler-Maclaurin公式191
10.7奇异性194
10.8第10章习题195
第11章常微分方程初值问题的数值解197
11.1解的存在性和唯一性198
11.2单步方法201
11.2.1Euler方法202
11.2.2基于Taylor级数的高阶方法205
11.2.3中点方法206
11.2.4基于求积公式的方法207
11.2.5经典四阶Runge-Kutta和Runge-Kutta-Fehlberg方法208
11.2.6用MATLAB常微分方程解题器的例子210
11.2.7单步方法分析211
11.2.8实际执行的考虑214
11.2.9方程组215
11.3多步方法216
11.3.1Adams-Bashforth和Adams-Moulton方法216
11.3.2一般线性m步方法218
11.3.3线性差分方程220
11.3.4Dahlquist等价定理222
11.4Stiff方程223
11.4.1绝对稳定性225
11.4.2向后微分公式(BDF方法)228
11.4.3隐式Runge-Kutta(IRK)方法229
11.5隐式方法解非线性方程组230
11.5.1不动点迭代230
11.5.2牛顿法231
11.6第11章习题232
第12章数值线性代数的更多讨论:特征值和解线性方程组的迭代法236
12.1特征值问题236
12.1.1计算最大特征对的幂法244
12.1.2逆迭代247
12.1.3Rayleigh商迭代249
12.1.4QR算法249
12.1.5谷歌的PageRank252
12.2解线性方程组的迭代法257
12.2.1解线性方程组的基本迭代法257
12.2.2简单迭代258
12.2.3收敛性分析260
12.2.4共轭梯度法264
12.2.5解非对称线性方程组的方法269
12.3第12章习题270
第13章两点边值问题的数值解273
13.1应用:稳态温度分布273
13.2有限差分方法274
13.2.1精确性276
13.2.2更一般的方程和边界条件281
13.3有限元方法285
13.4谱方法293
13.5第13章习题294
第14章偏微分方程的数值解296
14.1椭圆型方程297
14.1.1有限差分方法297
14.1.2有限元方法301
14.2抛物型方程303
14.2.1半离散化和直线法303
14.2.2时间离散化304
14.3分离变量310
14.4双曲线方程314
14.4.1特征314
14.4.2双曲型方程组315
14.4.3边界条件316
14.4.4有限差分方法316
14.5Poisson方程的快速方法320
14.6多重网格法324
14.7第14章习题327
附录A线性代数复习329
附录B多元Taylor定理340
参考文献342
索引348
Introduction

前言
本书试图结合一些富有启发性的例子、应用以及相关历史背景对初等数值分析给予适当严格的数学描述.它可作为数学系、计算机科学系或相关领域高年级本科生数值分析课程的教科书.要求学生具有微积分课程基础并了解Taylor定理,尽管这些内容已在书中作了介绍.另外还要求学生具备线性代数课程知识.部分内容要求多变量微积分知识,而这些部分可以被省略.根据学生的兴趣、背景和能力,讲授时可突出这一课程的不同方面——算法的设计、分析和计算机实现.我们从第1章“数学建模”开始,使读者了解数值计算问题的起源以及数值方法的许多用途.在数值分析课程中,可以通读该章所有或部分应用,或者只是指定学生去阅读.第2章介绍MATLAB[94]基础,它在全书中用作样本程序与练习.只要它能容易执行像解线性方程组或计算QR分解等高水平线性代数的程序语言,就能代替另一种如SAGE[93]那样的高级语言.这就使学生专心于这些程序的使用与特性,而非程序的细节,但为了给出结果的确切解释,程序执行的主要方面都包含在本教程中.第3章扼要介绍蒙特卡罗方法.此方法通常不包含在数值分析课程中,但应当包含进去.因为它们是非常广泛使用的计算技术并体现了数学建模与数值方法之间的紧密联系.在学生将要进入的几乎所有领域中,了解这些结果的基础统计都很有用.第4~7章包括数值分析中的更多标准主题——一元非线性方程的解、浮点运算、问题的条件化与算法的稳定性、线性方程组的解与最小二乘问题,以及多项式与分段多项式插值.这些内容多数是标准的,但是我们着重加入关于用Chebyshev点作为插值基点时多项式插值有效性的一些新结果.我们指明,被称作chebfun的MATLAB软件包在进行插值时的用途,这种插值要求适当选择插值多项式的次数以使精确水平接近机器精度.第8~9章讨论这种方法在数值微分与积分中的应用.我们发现有关多项式与分段多项式插值的内容可以用于一学季,而一学期课程还要包括数值微分与积分甚至一些关于常微分方程(ODE)数值解的内容.附录A介绍了关于线性代数的背景材料,以备复习之需.本书的其余几章讨论微分方程的数值解.第11章介绍常微分方程初值问题的数值解.11.5节介绍非线性方程组的求解,此内容是关于求解一元非线性方程的方法的简单推广,要求学生有多元微积分知识.多元的基本Taylor定理放在附录B中.关于这一点,在一学年情形中,我们通常在第12章中覆盖相关内容,包括特征值问题与求解大线性方程组的迭代法.第13~14章讨论两点边值问题与偏微分方程(PDE)的数值解,其中包括快速Fourier变换(FFT),它可以用于Poisson方程的快速求解.FFT也是前面讲过的chebfun包的积分部分,因此可以多告诉读者一些关于如何有效地进行多项式插值的内容.可以安排每个学季(或学期)的内容使之依赖于前一学季(学期),也可以把每个主题安排成独立的课程.这样便要求在每一课程开始时复习MATLAB,通常还要复习带余项的Taylor定理以及前几章少量内容,但是要求复习(如复习线性代数章节以便学习ODE章节)的量必须足够少,并且通常能与这样的课程相适应.我们试图通过描述数学建模在各种新的应用领域的广泛应用,例如电影制作与信息检索,来表明数值方法不仅在工程与科学计算中,而且在很多其他领域十分重要.通过各种例子与习题,我们在强调结果的分析与理解的同时希望表明数值方法各种各样的应用.习题很少仅由一问组成;在大多数情形下一个计算题由收敛性、精度的阶或舍入效果组成.重要的问题往往是,“你的计算结果有多大的可信度”?我们希望证实令人兴奋的新应用与传统分析的混合是成功的.致谢感谢Richard Neidinger于Davidson大学用本书稿教学之后的贡献与高见.也感谢Davidson大学的学生们为改进本书而给予的宝贵意见,特别感谢Danield Orr对习题的贡献.附加题是Washington大学的Peter Blossey与Ramdall LeVeque提供的.还要感谢Macalester大学的Danny Kaplan在教学中使用本书的早期版本,并且感谢Dan Goldman提供了关于数值方法在特殊方面应用的信息.


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About the brand

Jingdong book