Numerical methods for free boundary problems

Numerical methods for free boundary problems

Gradient Estimation via Perturbation Analysis is of interest to students, practitioners, and researchers working in queueing theory, simulation, and/o...

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Gradient Estimation via Perturbation Analysis is of interest to students, practitioners, and researchers working in queueing theory, simulation, and/or discrete event systems. It is useful both as a reference and as an introduction to the topic of gradient estimation. WFAl

A.V. Skorohod, Random Processes with Independent Increments, Mathematics and its Applications (Soviet Series). Kiuwer, Dordrecht, 1991. 279 pp., Dfl.190, US$118, UIE65, ISBN O-7923-0340-7.

This volume constitutes an updated version of the first edition published over 28 years ago. This edition studies the construction of the subject process, the local properties of trajectories and the asymptotic behavior. An appraisal is also given of the methods employed for determining their main probabilistic characteristics. Generalizations are also discussed. In particular the processes that occur when dynamical systems are subject to the influence of random perturbations are studied. WFA)

W.L. Dutre, Simulation of Water Based Thermal Solar Systems (EURSOL - An Interactive Program). Kiuwer, Dordrecht, 1991. 256 pp., Dfl.150, US$96, UKE52, ISBN 0-7923-1236-S.

The subiect system is modelled by means of the program package EURSOL. EURSOL simulates the physical model of each component, the mathematical algorithm is prescribed, the processing of solar radiation data is discussed, and the economic evaluation criteria rounds out the package.

D.V. Griffiths and I.M. Smith, Numerical Methodsfor Engineers. CRC Press, Boca Raton, 1991. 330 pp., ISBN 0-8493-8610-l.

Designed as a first course for engineering undergraduates this book differs from other introductory texts in its introduction of weighted residual procedures which underpin most finite element methods (FEMs). FEMs are used in the numerical solution of ordinary differential equations. Specifically the topics covered include introductory ideas, linear equations, nonlinear equations, eigenvalue problems (power method), numerical integration, numerical solution of ordinary differential equations and an introduction to the numerical solution of partial differential equations. A number of FORTRAN 77 programs are given and discussed. A diskette of the programs is obtainable from the publishers. An appendix describes the subrout’ines used and there is an adequate but short index. References are added to supplement the text and there are plentiful problems to test the students’ mettle.