Modern Mathematical Methods for Scientists and Engineers is a
modern introduction to basic topics in mathematics at the
undergraduate level, with emphasis on explanations and applications
to real-life problems. There is also an 'Application' section at
the end of each chapter, with topics drawn from a variety of areas,
including neural networks, fluid dynamics, and the behavior of
'put' and 'call' options in financial markets. The book presents
several modern important and computationally efficient topics,
including feedforward neural networks, wavelets, generalized
functions, stochastic optimization methods, and numerical methods.A
unique and novel feature of the book is the introduction of a
recently developed method for solving partial differential
equations (PDEs), called the unified transform. PDEs are the
mathematical cornerstone for describing an astonishingly wide range
of phenomena, from quantum mechanics to ocean waves, to the
diffusion of heat in matter and the behavior of financial markets.
Despite the efforts of many famous mathematicians, physicists and
engineers, the solution of partial differential equations remains a
challenge.The unified transform greatly facilitates this task. For
example, two and a half centuries after Jean d'Alembert formulated
the wave equation and presented a solution for solving a simple
problem for this equation, the unified transform derives in a
simple manner a generalization of the d'Alembert solution, valid
for general boundary value problems. Moreover, two centuries after
Joseph Fourier introduced the classical tool of the Fourier series
for solving the heat equation, the unified transform constructs a
new solution to this ubiquitous PDE, with important analytical and
numerical advantages in comparison to the classical solutions. The
authors present the unified transform pedagogically, building all
the necessary background, including functions of real and of
complex variables and the Fourier transform, illustrating the
method with numerous examples.Broad in scope, but pedagogical in
style and content, the book is an introduction to powerful
mathematical concepts and modern tools for students in science and
engineering.
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