Partial Differential Equations With Numerical Methods

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Partial Differential Equations with Numerical Methods

Author : Stig Larsson,Vidar Thomee
Publisher : Springer Science & Business Media
Page : 263 pages
File Size : 48,6 Mb
Release : 2008-12-05
Category : Mathematics
ISBN : 9783540887058

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Partial Differential Equations with Numerical Methods by Stig Larsson,Vidar Thomee Pdf

The main theme is the integration of the theory of linear PDE and the theory of finite difference and finite element methods. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. The chapters on elliptic equations are preceded by a chapter on the two-point boundary value problem for ordinary differential equations. Similarly, the chapters on time-dependent problems are preceded by a chapter on the initial-value problem for ordinary differential equations. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. The required background on linear functional analysis and Sobolev spaces is reviewed in an appendix. The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering.

Numerical Methods for Partial Differential Equations

Author : Vitoriano Ruas
Publisher : John Wiley & Sons
Page : 376 pages
File Size : 47,7 Mb
Release : 2016-04-28
Category : Technology & Engineering
ISBN : 9781119111368

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Numerical Methods for Partial Differential Equations by Vitoriano Ruas Pdf

Numerical Methods for Partial Differential Equations: An Introduction Vitoriano Ruas, Sorbonne Universités, UPMC - Université Paris 6, France A comprehensive overview of techniques for the computational solution of PDE's Numerical Methods for Partial Differential Equations: An Introduction covers the three most popular methods for solving partial differential equations: the finite difference method, the finite element method and the finite volume method. The book combines clear descriptions of the three methods, their reliability, and practical implementation aspects. Justifications for why numerical methods for the main classes of PDE's work or not, or how well they work, are supplied and exemplified. Aimed primarily at students of Engineering, Mathematics, Computer Science, Physics and Chemistry among others this book offers a substantial insight into the principles numerical methods in this class of problems are based upon. The book can also be used as a reference for research work on numerical methods for PDE’s. Key features: A balanced emphasis is given to both practical considerations and a rigorous mathematical treatment The reliability analyses for the three methods are carried out in a unified framework and in a structured and visible manner, for the basic types of PDE's Special attention is given to low order methods, as practitioner's overwhelming default options for everyday use New techniques are employed to derive known results, thereby simplifying their proof Supplementary material is available from a companion website.

Analytic Methods for Partial Differential Equations

Author : G. Evans,J. Blackledge,P. Yardley
Publisher : Springer Science & Business Media
Page : 308 pages
File Size : 40,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781447103790

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Analytic Methods for Partial Differential Equations by G. Evans,J. Blackledge,P. Yardley Pdf

This is the practical introduction to the analytical approach taken in Volume 2. Based upon courses in partial differential equations over the last two decades, the text covers the classic canonical equations, with the method of separation of variables introduced at an early stage. The characteristic method for first order equations acts as an introduction to the classification of second order quasi-linear problems by characteristics. Attention then moves to different co-ordinate systems, primarily those with cylindrical or spherical symmetry. Hence a discussion of special functions arises quite naturally, and in each case the major properties are derived. The next section deals with the use of integral transforms and extensive methods for inverting them, and concludes with links to the use of Fourier series.

Numerical Methods for Nonlinear Partial Differential Equations

Author : Sören Bartels
Publisher : Springer
Page : 393 pages
File Size : 51,6 Mb
Release : 2015-01-19
Category : Mathematics
ISBN : 9783319137971

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Numerical Methods for Nonlinear Partial Differential Equations by Sören Bartels Pdf

The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations. While the development and analysis of numerical methods for linear partial differential equations is nearly complete, only few results are available in the case of nonlinear equations. This monograph devises numerical methods for nonlinear model problems arising in the mathematical description of phase transitions, large bending problems, image processing, and inelastic material behavior. For each of these problems the underlying mathematical model is discussed, the essential analytical properties are explained, and the proposed numerical method is rigorously analyzed. The practicality of the algorithms is illustrated by means of short implementations.

Numerical Methods for Stochastic Partial Differential Equations with White Noise

Author : Zhongqiang Zhang,George Em Karniadakis
Publisher : Springer
Page : 394 pages
File Size : 52,7 Mb
Release : 2017-09-01
Category : Mathematics
ISBN : 9783319575117

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Numerical Methods for Stochastic Partial Differential Equations with White Noise by Zhongqiang Zhang,George Em Karniadakis Pdf

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical comparison with other integration methods in random space is made. Part III covers spatial white noise. Here the authors discuss numerical methods for nonlinear elliptic equations as well as other equations with additive noise. Numerical methods for SPDEs with multiplicative noise are also discussed using the Wiener chaos expansion method. In addition, some SPDEs driven by non-Gaussian white noise are discussed and some model reduction methods (based on Wick-Malliavin calculus) are presented for generalized polynomial chaos expansion methods. Powerful techniques are provided for solving stochastic partial differential equations. This book can be considered as self-contained. Necessary background knowledge is presented in the appendices. Basic knowledge of probability theory and stochastic calculus is presented in Appendix A. In Appendix B some semi-analytical methods for SPDEs are presented. In Appendix C an introduction to Gauss quadrature is provided. In Appendix D, all the conclusions which are needed for proofs are presented, and in Appendix E a method to compute the convergence rate empirically is included. In addition, the authors provide a thorough review of the topics, both theoretical and computational exercises in the book with practical discussion of the effectiveness of the methods. Supporting Matlab files are made available to help illustrate some of the concepts further. Bibliographic notes are included at the end of each chapter. This book serves as a reference for graduate students and researchers in the mathematical sciences who would like to understand state-of-the-art numerical methods for stochastic partial differential equations with white noise.

Numerical Methods for Elliptic and Parabolic Partial Differential Equations

Author : Peter Knabner,Lutz Angerman
Publisher : Springer Science & Business Media
Page : 426 pages
File Size : 54,7 Mb
Release : 2006-05-26
Category : Mathematics
ISBN : 9780387217628

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Numerical Methods for Elliptic and Parabolic Partial Differential Equations by Peter Knabner,Lutz Angerman Pdf

This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.

Numerical Approximation of Partial Differential Equations

Author : Alfio Quarteroni,Alberto Valli
Publisher : Springer Science & Business Media
Page : 551 pages
File Size : 41,6 Mb
Release : 2009-02-11
Category : Mathematics
ISBN : 9783540852681

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Numerical Approximation of Partial Differential Equations by Alfio Quarteroni,Alberto Valli Pdf

Everything is more simple than one thinks but at the same time more complex than one can understand Johann Wolfgang von Goethe To reach the point that is unknown to you, you must take the road that is unknown to you St. John of the Cross This is a book on the numerical approximation ofpartial differential equations (PDEs). Its scope is to provide a thorough illustration of numerical methods (especially those stemming from the variational formulation of PDEs), carry out their stability and convergence analysis, derive error bounds, and discuss the algorithmic aspects relative to their implementation. A sound balancing of theoretical analysis, description of algorithms and discussion of applications is our primary concern. Many kinds of problems are addressed: linear and nonlinear, steady and time-dependent, having either smooth or non-smooth solutions. Besides model equations, we consider a number of (initial-) boundary value problems of interest in several fields of applications. Part I is devoted to the description and analysis of general numerical methods for the discretization of partial differential equations. A comprehensive theory of Galerkin methods and its variants (Petrov Galerkin and generalized Galerkin), as wellas ofcollocationmethods, is devel oped for the spatial discretization. This theory is then specified to two numer ical subspace realizations of remarkable interest: the finite element method (conforming, non-conforming, mixed, hybrid) and the spectral method (Leg endre and Chebyshev expansion).

Mathematical and Numerical Methods for Partial Differential Equations

Author : Joël Chaskalovic
Publisher : Springer
Page : 358 pages
File Size : 50,8 Mb
Release : 2014-05-16
Category : Mathematics
ISBN : 9783319035635

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Mathematical and Numerical Methods for Partial Differential Equations by Joël Chaskalovic Pdf

This self-tutorial offers a concise yet thorough introduction into the mathematical analysis of approximation methods for partial differential equation. A particular emphasis is put on finite element methods. The unique approach first summarizes and outlines the finite-element mathematics in general and then in the second and major part, formulates problem examples that clearly demonstrate the techniques of functional analysis via numerous and diverse exercises. The solutions of the problems are given directly afterwards. Using this approach, the author motivates and encourages the reader to actively acquire the knowledge of finite- element methods instead of passively absorbing the material as in most standard textbooks. This English edition is based on the Finite Element Methods for Engineering Sciences by Joel Chaskalovic.

Numerical Methods for Partial Differential Equations

Author : Sandip Mazumder
Publisher : Academic Press
Page : 484 pages
File Size : 40,9 Mb
Release : 2015-12-01
Category : Technology & Engineering
ISBN : 9780128035047

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Numerical Methods for Partial Differential Equations by Sandip Mazumder Pdf

Numerical Methods for Partial Differential Equations: Finite Difference and Finite Volume Methods focuses on two popular deterministic methods for solving partial differential equations (PDEs), namely finite difference and finite volume methods. The solution of PDEs can be very challenging, depending on the type of equation, the number of independent variables, the boundary, and initial conditions, and other factors. These two methods have been traditionally used to solve problems involving fluid flow. For practical reasons, the finite element method, used more often for solving problems in solid mechanics, and covered extensively in various other texts, has been excluded. The book is intended for beginning graduate students and early career professionals, although advanced undergraduate students may find it equally useful. The material is meant to serve as a prerequisite for students who might go on to take additional courses in computational mechanics, computational fluid dynamics, or computational electromagnetics. The notations, language, and technical jargon used in the book can be easily understood by scientists and engineers who may not have had graduate-level applied mathematics or computer science courses. Presents one of the few available resources that comprehensively describes and demonstrates the finite volume method for unstructured mesh used frequently by practicing code developers in industry Includes step-by-step algorithms and code snippets in each chapter that enables the reader to make the transition from equations on the page to working codes Includes 51 worked out examples that comprehensively demonstrate important mathematical steps, algorithms, and coding practices required to numerically solve PDEs, as well as how to interpret the results from both physical and mathematic perspectives

Numerical Analysis of Partial Differential Equations

Author : S. H, Lui
Publisher : John Wiley & Sons
Page : 506 pages
File Size : 47,7 Mb
Release : 2012-01-10
Category : Mathematics
ISBN : 9781118111116

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Numerical Analysis of Partial Differential Equations by S. H, Lui Pdf

A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis of PDEs. The book presents the three main discretization methods of elliptic PDEs: finite difference, finite elements, and spectral methods. Each topic has its own devoted chapters and is discussed alongside additional key topics, including: The mathematical theory of elliptic PDEs Numerical linear algebra Time-dependent PDEs Multigrid and domain decomposition PDEs posed on infinite domains The book concludes with a discussion of the methods for nonlinear problems, such as Newton's method, and addresses the importance of hands-on work to facilitate learning. Each chapter concludes with a set of exercises, including theoretical and programming problems, that allows readers to test their understanding of the presented theories and techniques. In addition, the book discusses important nonlinear problems in many fields of science and engineering, providing information as to how they can serve as computing projects across various disciplines. Requiring only a preliminary understanding of analysis, Numerical Analysis of Partial Differential Equations is suitable for courses on numerical PDEs at the upper-undergraduate and graduate levels. The book is also appropriate for students majoring in the mathematical sciences and engineering.

Numerical Methods for Solving Partial Differential Equations

Author : George F. Pinder
Publisher : John Wiley & Sons
Page : 320 pages
File Size : 44,8 Mb
Release : 2018-02-05
Category : Technology & Engineering
ISBN : 9781119316381

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Numerical Methods for Solving Partial Differential Equations by George F. Pinder Pdf

A comprehensive guide to numerical methods for simulating physical-chemical systems This book offers a systematic, highly accessible presentation of numerical methods used to simulate the behavior of physical-chemical systems. Unlike most books on the subject, it focuses on methodology rather than specific applications. Written for students and professionals across an array of scientific and engineering disciplines and with varying levels of experience with applied mathematics, it provides comprehensive descriptions of numerical methods without requiring an advanced mathematical background. Based on its author’s more than forty years of experience teaching numerical methods to engineering students, Numerical Methods for Solving Partial Differential Equations presents the fundamentals of all of the commonly used numerical methods for solving differential equations at a level appropriate for advanced undergraduates and first-year graduate students in science and engineering. Throughout, elementary examples show how numerical methods are used to solve generic versions of equations that arise in many scientific and engineering disciplines. In writing it, the author took pains to ensure that no assumptions were made about the background discipline of the reader. Covers the spectrum of numerical methods that are used to simulate the behavior of physical-chemical systems that occur in science and engineering Written by a professor of engineering with more than forty years of experience teaching numerical methods to engineers Requires only elementary knowledge of differential equations and matrix algebra to master the material Designed to teach students to understand, appreciate and apply the basic mathematics and equations on which Mathcad and similar commercial software packages are based Comprehensive yet accessible to readers with limited mathematical knowledge, Numerical Methods for Solving Partial Differential Equations is an excellent text for advanced undergraduates and first-year graduate students in the sciences and engineering. It is also a valuable working reference for professionals in engineering, physics, chemistry, computer science, and applied mathematics.

Numerical Methods for Partial Differential Equations

Author : G. Evans,J. Blackledge,P. Yardley
Publisher : Springer Science & Business Media
Page : 299 pages
File Size : 45,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781447103776

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Numerical Methods for Partial Differential Equations by G. Evans,J. Blackledge,P. Yardley Pdf

The subject of partial differential equations holds an exciting and special position in mathematics. Partial differential equations were not consciously created as a subject but emerged in the 18th century as ordinary differential equations failed to describe the physical principles being studied. The subject was originally developed by the major names of mathematics, in particular, Leonard Euler and Joseph-Louis Lagrange who studied waves on strings; Daniel Bernoulli and Euler who considered potential theory, with later developments by Adrien-Marie Legendre and Pierre-Simon Laplace; and Joseph Fourier's famous work on series expansions for the heat equation. Many of the greatest advances in modern science have been based on discovering the underlying partial differential equation for the process in question. James Clerk Maxwell, for example, put electricity and magnetism into a unified theory by establishing Maxwell's equations for electromagnetic theory, which gave solutions for prob lems in radio wave propagation, the diffraction of light and X-ray developments. Schrodinger's equation for quantum mechanical processes at the atomic level leads to experimentally verifiable results which have changed the face of atomic physics and chemistry in the 20th century. In fluid mechanics, the Navier Stokes' equations form a basis for huge number-crunching activities associated with such widely disparate topics as weather forecasting and the design of supersonic aircraft. Inevitably the study of partial differential equations is a large undertaking, and falls into several areas of mathematics.

Numerical Partial Differential Equations: Finite Difference Methods

Author : J.W. Thomas
Publisher : Springer Science & Business Media
Page : 451 pages
File Size : 46,6 Mb
Release : 2013-12-01
Category : Mathematics
ISBN : 9781489972781

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Numerical Partial Differential Equations: Finite Difference Methods by J.W. Thomas Pdf

What makes this book stand out from the competition is that it is more computational. Once done with both volumes, readers will have the tools to attack a wider variety of problems than those worked out in the competitors' books. The author stresses the use of technology throughout the text, allowing students to utilize it as much as possible.

Nonlinear Partial Differential Equations in Engineering

Author : William F. Ames
Publisher : Unknown
Page : 536 pages
File Size : 45,5 Mb
Release : 1965
Category : Mathematics
ISBN : UOM:39015001317323

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Nonlinear Partial Differential Equations in Engineering by William F. Ames Pdf

Nonlinear Partial Differential Equations in Engineering: v. 1.

Partial Differential Equations

Author : Mark S. Gockenbach
Publisher : SIAM
Page : 665 pages
File Size : 41,8 Mb
Release : 2010-12-02
Category : Mathematics
ISBN : 9780898719352

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Partial Differential Equations by Mark S. Gockenbach Pdf

A fresh, forward-looking undergraduate textbook that treats the finite element method and classical Fourier series method with equal emphasis.