Beschreibung:
Luigi Brugnano is a full professor of numerical analysis and chairman of the mathematics courses in the Department of Mathematics and Informatics at the University of Firenze. He is a member of several journal editorial boards. His research interests include matrix conditioning/preconditioning, parallel computing, computational fluid dynamics, numerical methods, iterative methods, geometric integration, and mathematical modeling and software.
This self-contained book explains the numerical solution of differential equations within the framework of geometric integration, a branch of numerical analysis that devises numerical methods able to reproduce (in the discrete solution) relevant geometric properties of the continuous vector field. The book focuses on a large set of differential systems named conservative problems, particularly Hamiltonian systems. It covers the energy-conserving Runge-Kutta methods and discusses generalizations of them. MATLAB® codes for implementing the methods are available online.
A Primer on Line Integral Methods. Examples of Hamiltonian Problems. Analysis of Hamiltonian Boundary Value Methods (HBVMs). Implementing the Methods and Numerical Illustrations. Hamiltonian Partial Differential Equations. Extensions. Appendix. Bibliography. Index.