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Mathematical Methods
Mathematical Modelling
1.1 Introduction
1.1.1 Mathematical Modelling
1.1.2 Model Formulation
1.1.3 Parameter Estimation
1.2 Mathematical Models
1.2.1 Diﬀerential Equations
1.2.2 Functional and Integral Equations
1.2.3 Statistical Models
1.3 Numerical Methods
1.3.1 Numerical Integration
1.3.2 Numerical Solutions of PDEs
1.4 Topics in This Book
2.1.2 Diﬀerentiation and Integration
2.1.3 Partial Diﬀerentiation
2.1.4 Multiple Integrals
2.1.5 Jacobian
2.2 Complex Variables
2.2.1 Complex Numbers and Functions
2.2.2 Analytic Functions
2.3 Complex Integrals
2.3.1 Cauchy’s Integral Theorem
2.3.2 Residue Theorem
Vectors and Matrices
3.1 Vectors
3.1.1 Dot Product and Norm
3.1.2 Cross Product
3.1.3 Diﬀerentiation of Vectors
3.1.4 Line Integral
3.1.5 Three Basic Operators
3.1.6 Some Important Theorems
3.2 Matrix Algebra
3.2.1 Matrix
3.2.2 Determinant
3.2.3 Inverse
3.2.4 Matrix Exponential
3.2.5 Solution of linear systems
3.2.6 Gauss-Seidel Iteration
3.3 Tensors
3.3.1 Notations
3.3.2 Tensors
4.1 Ordinary Diﬀerential Equations
4.1.1 First-Order ODEs
4.1.2 Higher-Order ODEs
4.1.3 Linear System
4.1.4 Sturm-Liouville Equation
4.2 Integral Transforms
4.2.3 Fourier Transforms
4.2.4 Laplace Transforms
4.2.5 Wavelets
5.1 Partial Diﬀerential Equations
5.1.1 First-Order PDEs
5.1.2 Classiﬁcation of Second-Order PDEs
5.4.1 Separation of Variables
5.4.2 Laplace Transform
5.4.3 Fourier Transform
5.4.4 Similarity Solution
5.4.5 Change of Variables
Calculus of Variations
6.1 Euler-Lagrange Equation
6.1.1 Curvature
6.1.2 Euler-Lagrange Equation
6.2 Variations with Constraints
6.3 Variations for Multiple Variables
6.4 Integral Equations
6.4.1 Fredholm Integral Equations
6.4.2 Volterra Integral Equation
6.5 Solution of Integral Equations
6.5.1 Separable Kernels
6.5.2 Volterra Equation
Probability
7.1 Randomness and Probability
7.2 Conditional Probability
7.3 Random Variables and Moments
7.3.1 Random Variables
7.3.2 Mean and Variance
7.3.3 Moments and Generating Functions
7.4 Binomial and Poisson Distributions
7.4.1 Binomial Distribution
7.4.2 Poisson Distribution
7.5 Gaussian Distribution
7.6 Other Distributions
7.7 The Central Limit Theorem
7.8 Weibull Distribution
Geostatistics
8.1 Sample Mean and Variance
8.2 Method of Least Squares
8.2.1 Maximum Likelihood
8.2.2 Linear Regression
8.2.3 Correlation Coeﬃcient
8.3 Hypothesis Testing
8.3.1 Conﬁdence Interval
8.3.2 Student’s t-distribution
8.3.3 Student’s t-test
8.4 Data Interpolation
8.4.1 Spline Interpolation
8.4.2 Lagrange Interpolating Polynomials
8.4.3 B´ezier Curve
8.5 Kriging
Numerical Algorithms
Numerical Integration
9.1 Root-Finding Algorithms
9.1.1 Bisection Method
9.1.2 Newton’s Method
9.1.3 Iteration Method
9.2 Numerical Integration
9.2.1 Trapezium Rule
9.2.2 Order Notation
9.2.3 Simpson’s Rule
9.3 Gaussian Integration
9.4 Optimisation
9.4.1 Unconstrained Optimisation
9.4.2 Newton’s Method
9.4.3 Steepest Descent Method
9.4.4 Constrained Optimisation
10.1 Integration of ODEs
10.1.1 Euler Scheme
10.1.2 Leap-Frog Method
10.1.3 Runge-Kutta Method
10.2 Hyperbolic Equations
10.2.1 First-Order Hyperbolic Equation
10.2.2 Second-Order Wave Equation
10.3 Parabolic Equation
10.4 Elliptical Equation
Finite Volume Method
11.1 Introduction
11.2 Elliptic Equations
11.3 Hyperbolic Equations
11.4 Parabolic Equations
Finite Element Method
12.1 Concept of Elements
12.1.1 Simple Spring Systems
12.1.2 Bar Elements
12.2 Finite Element Formulation
12.2.1 Weak Formulation
12.2.2 Galerkin Method
12.2.3 Shape Functions
12.2.4 Estimating Derivatives and Integrals
12.3 Heat Transfer
12.3.1 Basic Formulation
12.3.2 Element-by-Element Assembly
12.3.3 Application of Boundary Conditions
12.4 Transient Problems
12.4.1 The Time Dimension
12.4.2 Time-Stepping Schemes
12.4.3 Travelling Waves
13.1 Mineral Reactions
13.2 Travelling Wave
13.3 Pattern Formation
13.4 Reaction-Diﬀusion System
14.1 Hooke’s Law and Elasticity
14.2 Shear Stress
14.3 Equations of Motion
14.4 Euler-Bernoulli Beam Theory
14.5 Airy Stress Functions
14.6 Fracture Mechanics
14.8.2 Equation of Motion
Flow in Porous Media
15.1 Groundwater Flow
15.1.1 Porosity
15.1.2 Darcy’s Law
15.1.3 Flow Equations
15.2 Pollutant Transport
15.3 Theory of Consolidation
15.4 Viscous Creep
15.4.1 Power-Law Creep
15.4.2 Derivation of creep law
15.5 Hydrofracture
15.5.1 Hydrofracture
15.5.2 Diagenesis
15.5.3 Dyke and Diapir Propagation
Mathematical Formulae
A.1 Diﬀerentiation and Integration
A.1.1 Diﬀerentiation
A.1.2 Integration
A.1.3 Power Series
A.1.4 Complex Numbers
A.2 Vectors and Matrices
A.3 Asymptotic Expansions
B.2 Newton’s Method
B.3 Pattern Formation
B.4 Wave Equation
Bibliography
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Mathematical Modelling

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08/17/2013

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