Efficient Time-Dependent PDE Computation using MATLAB and SCILAB (Chapman and Hall/CRC Numerical Analy and Scient Comp. Series)

Combining theory with practice in a multidisciplinary context, Efficient Time-Dependent PDE Computation using MATLAB and SCILAB presents techniques of algorithmic reduction with a focus on reduced-order models like proper orthogonal decomposition (POD). The book offers a comprehensive introduction to numerical optimization and addresses both degree-of-freedom reduction and dimensionality reduction issues. It also presents stochastic process modeling using probabilistic density functions (PDF) to demonstrate how dimensionality limits computations to only a few random variables. MATLAB® and SCILAB codes are used to implement several of the algorithms discussed.