Fast Direct Solvers for Elliptic PDEs (Paperback)

Fast solvers for elliptic PDEs form a pillar of scientific computing. They enable detailed and accurate simulations of electromagnetic fields, fluid flows, biochemical processes, and much more. This textbook provides an introduction to fast solvers from the point of view of integral equation formulations, which lead to unparalleled accuracy and speed in many applications. The focus is on fast algorithms for handling dense matrices that arise in the discretization of integral operators, such as the fast multipole method and fast direct solvers. While the emphasis is on techniques for dense matrices, the text also describes how similar techniques give rise to linear complexity algorithms for computing the inverse or the LU factorization of a sparse matrix resulting from the direct discretization of an elliptic PDE. This is the first textbook to detail the active field of fast direct solvers, introducing readers to modern linear algebraic techniques for accelerating computations, such as randomized algorithms, interpolative decompositions, and data-sparse hierarchical matrix representations. Written with an emphasis on mathematical intuition rather than theoretical details, it is richly illustrated and provides pseudocode for all key techniques. Fast Direct Solvers for Elliptic PDEs is appropriate for graduate students in applied mathematics and scientific computing, engineers and scientists looking for an accessible introduction to integral equation methods and fast solvers, and researchers in computational mathematics who want to quickly catch up on recent advances in randomized algorithms and techniques for working with data-sparse matrices.

General

Imprint:	Society For Industrial & Applied Mathematics,U.S.
Country of origin:	United States
Series:	CBMS-NSF Regional Conference Series in Applied Mathematics
Release date:	December 2019
Authors:	Per-Gunnar Martinsson
Dimensions:	257 x 315 x 22mm (L x W x T)
Format:	Paperback
Pages:	303
ISBN-13:	978-1-61197-603-8
Categories:	Books > Computing & IT > General Books > Professional & Technical > Technology: general issues > General Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Integral equations Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Infinite series Books > Science & Mathematics > Mathematics > Applied mathematics > General Promotions
LSN:	1-61197-603-0
Barcode:	9781611976038

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