The SIAM 100-digit Challenge


Book Description

This book takes readers on a thrilling tour of some of the most important and powerful areas of contemporary numerical mathematics. The tour is organized along the 10 problems of the SIAM 100-Digit Challenge, a contest posed by Nick Trefethen of Oxford University in the January/February 2002 issue of SIAM News. The complete story of the contest as well as a lively interview with Nick Trefethen are also included. The authors, members of teams that solved all 10 problems, show in detail multiple approaches for solving each problem, ranging from elementary to sophisticated, from brute-force to schemes that can be scaled to provide thousands of digits of accuracy and that can solve even larger related problems. The authors touch on virtually every major technique of modern numerical analysis: matrix computation, iterative linear methods, limit extrapolation and convergence acceleration, numerical quadrature, contour integration, discretization of PDEs, global optimization, Monte Carlo and evolutionary algorithms, error control, interval and high-precision arithmetic, and many more.




Review of The SIAM 100-Digit Challenge


Book Description

In the January 2002 edition of SIAM News, Nick Trefethen announced the '$100, 100-Digit Challenge'. In this note he presented ten easy-to-state but hard-to-solve problems of numerical analysis, and challenged readers to find each answer to ten-digit accuracy. Trefethen closed with the enticing comment: 'Hint: They're hard! If anyone gets 50 digits in total, I will be impressed.' This challenge obviously struck a chord in hundreds of numerical mathematicians worldwide, as 94 teams from 25 nations later submitted entries. Many of these submissions exceeded the target of 50 correct digits; in fact, 20 teams achieved a perfect score of 100 correct digits. Trefethen had offered $100 for the best submission. Given the overwhelming response, a generous donor (William Browning, founder of Applied Mathematics, Inc.) provided additional funds to provide a $100 award to each of the 20 winning teams. Soon after the results were out, four participants, each from a winning team, got together and agreed to write a book about the problems and their solutions. The team is truly international: Bornemann is from Germany, Laurie is from South Africa, Wagon is from the USA, and Waldvogel is from Switzerland. This book provides some mathematical background for each problem, and then shows in detail how each of them can be solved. In fact, multiple solution techniques are mentioned in each case. The book describes how to extend these solutions to much larger problems and much higher numeric precision (hundreds or thousands of digit accuracy). The authors also show how to compute error bounds for the results, so that one can say with confidence that one's results are accurate to the level stated. Numerous numerical software tools are demonstrated in the process, including the commercial products Mathematica, Maple and Matlab. Computer programs that perform many of the algorithms mentioned in the book are provided, both in an appendix to the book and on a website. In the process, the authors take the reader on a wide-ranging tour of modern numerical mathematics, with enough background material so that even readers with little or no training in numerical analysis can follow. Here is a list of just a few of the topics visited: numerical quadrature (i.e., numerical integration), series summation, sequence extrapolation, contour integration, Fourier integrals, high-precision arithmetic, interval arithmetic, symbolic computing, numerical linear algebra, perturbation theory, Euler-Maclaurin summation, global minimization, eigenvalue methods, evolutionary algorithms, matrix preconditioning, random walks, special functions, elliptic functions, Monte-Carlo methods, and numerical differentiation.




Numerical Validation in Current Hardware Architectures


Book Description

The major emphasis of the Dagstuhl Seminar on “Numerical Validation in C- rent Hardware Architectures” lay on numerical validation in current hardware architecturesand softwareenvironments. The generalidea wasto bring together experts who are concerned with computer arithmetic in systems with actual processor architectures and scientists who develop, use, and need techniques from veri?ed computation in their applications. Topics of the seminar therefore included: – The ongoing revision of the IEEE 754/854 standard for ?oating-point ari- metic – Feasible ways to implement multiple precision (multiword) arithmetic and to compute the actual precision at run-time according to the needs of input data – The achievement of a similar behavior of ?xed-point, ?oating-point and - terval arithmetic across language compliant implementations – The design of robust and e?cient numerical programsportable from diverse computers to those that adhere to the IEEE standard – The development and propagation of validated special-purpose software in di?erent application areas – Error analysis in several contexts – Certi?cation of numerical programs, veri?cation and validation assessment Computer arithmetic plays an important role at the hardware and software level, when microprocessors, embedded systems, or grids are designed. The re- ability of numerical softwarestrongly depends on the compliance with the cor- sponding ?oating-point norms. Standard CISC processors follow the 1985 IEEE norm 754, which is currently under revision, but the new highly performing CELL processor is not fully IEEE compliant.




An Applied Mathematician’s Apology


Book Description

In 1940 G. H. Hardy published A Mathematician's Apology, a meditation on mathematics by a leading pure mathematician. Eighty-two years later, An Applied Mathematician's Apology is a meditation and also a personal memoir by a philosophically inclined numerical analyst, one who has found great joy in his work but is puzzled by its relationship to the rest of mathematics.




Spectral Methods in Chemistry and Physics


Book Description

This book is a pedagogical presentation of the application of spectral and pseudospectral methods to kinetic theory and quantum mechanics. There are additional applications to astrophysics, engineering, biology and many other fields. The main objective of this book is to provide the basic concepts to enable the use of spectral and pseudospectral methods to solve problems in diverse fields of interest and to a wide audience. While spectral methods are generally based on Fourier Series or Chebychev polynomials, non-classical polynomials and associated quadratures are used for many of the applications presented in the book. Fourier series methods are summarized with a discussion of the resolution of the Gibbs phenomenon. Classical and non-classical quadratures are used for the evaluation of integrals in reaction dynamics including nuclear fusion, radial integrals in density functional theory, in elastic scattering theory and other applications. The subject matter includes the calculation of transport coefficients in gases and other gas dynamical problems based on spectral and pseudospectral solutions of the Boltzmann equation. Radiative transfer in astrophysics and atmospheric science, and applications to space physics are discussed. The relaxation of initial non-equilibrium distributions to equilibrium for several different systems is studied with the Boltzmann and Fokker-Planck equations. The eigenvalue spectra of the linear operators in the Boltzmann, Fokker-Planck and Schrödinger equations are studied with spectral and pseudospectral methods based on non-classical orthogonal polynomials. The numerical methods referred to as the Discrete Ordinate Method, Differential Quadrature, the Quadrature Discretization Method, the Discrete Variable Representation, the Lagrange Mesh Method, and others are discussed and compared. MATLAB codes are provided for most of the numerical results reported in the book - see Link under 'Additional Information' on the the right-hand column.




An Invitation to Mathematics


Book Description

This Invitation to Mathematics consists of 14 contributions, many from the world's leading mathematicians, which introduce the readers to exciting aspects of current mathematical research. The contributions are as varied as the personalities of active mathematicians, but together they show mathematics as a rich and lively field of research. The contributions are written for interested students at the age of transition between high school and university who know high school mathematics and perhaps competition mathematics and who want to find out what current research mathematics is about. We hope that it will also be of interest to teachers or more advanced mathematicians who would like to learn about exciting aspects of mathematics outside of their own work or specialization. Together with a team of young ``test readers'', editors and authors have taken great care, through a substantial ``active editing'' process, to make the contributions understandable by the intended readership.




Iterative Methods and Preconditioners for Systems of Linear Equations


Book Description

Iterative methods use successive approximations to obtain more accurate solutions. This book gives an introduction to iterative methods and preconditioning for solving discretized elliptic partial differential equations and optimal control problems governed by the Laplace equation, for which the use of matrix-free procedures is crucial. All methods are explained and analyzed starting from the historical ideas of the inventors, which are often quoted from their seminal works. Iterative Methods and Preconditioners for Systems of Linear Equations grew out of a set of lecture notes that were improved and enriched over time, resulting in a clear focus for the teaching methodology, which derives complete convergence estimates for all methods, illustrates and provides MATLAB codes for all methods, and studies and tests all preconditioners first as stationary iterative solvers. This textbook is appropriate for undergraduate and graduate students who want an overview or deeper understanding of iterative methods. Its focus on both analysis and numerical experiments allows the material to be taught with very little preparation, since all the arguments are self-contained, and makes it appropriate for self-study as well. It can be used in courses on iterative methods, Krylov methods and preconditioners, and numerical optimal control. Scientists and engineers interested in new topics and applications will also find the text useful.




Experimental and Computational Mathematics


Book Description

A quiet revolution in mathematical computing and scientific visualization took place in the latter half of the 20th century. These developments have dramatically enhanced modes of mathematical insight and opportunities for "exploratory" computational experimentation. This volume collects the experimental and computational contributions of Jonathan and Peter Borwein over the past quarter century.




Tapas in Experimental Mathematics


Book Description

Experimental Mathematics is a recently structured field of Mathematics that uses a computer and advanced computing technology as tools to perform experiments such as analysis of examples, testing of new ideas, and the search of patterns.