Collocation Methods for Nonlinear Parabolic Partial Differential Equations

Collocation Methods for Nonlinear Parabolic Partial Differential Equations
Author: Xu Chen
Publisher:
Total Pages: 140
Release: 2017
Genre:
ISBN:

In this thesis, we present an implementation of a novel collocation method for solving nonlinear parabolic partial differential equations (PDEs) based on triangle meshes. The temporal partial derivative is discretized using the implicit Euler-backward finite difference scheme. The spatial domain of the PDEs discussed in this thesis is two-dimensional. The domain is first triangulated and then refined into appropriately sized triangular elements by the Rivara algorithm. The solution is approximated by piecewise polynomials in the elements. The polynomial in each element is requiredtosatisfythePDEatcollocationpointsoftheelementandkeepacertaindegreeofcontinuity with the polynomials in the neighboring elements via matching points. Nested dissection is used recursively, from the elements up to the entire domain, to merge all pairs of sibling sub-regions for eliminating the variables at the matching points on the common sides shared by the merged sub-regions. Then by applying global boundary conditions, we solve for the solution values at the boundary points of the entire domain. The solutions at the boundary points of the domain are backsubstituted to solve the variables at the matching points of the sub-regions. This back-substitution is repeated until every element is reached. The accuracy of the solution is affected by the time step, granularity of the subdivision, the number and location of matching points, and the number and location of collocation points. Increasing the number of matching points or collocation points does not always improve the accuracy. Instead, it may cause singularity. We have given several layouts of specific numbers of collocation and matching points which bring high accuracy. Our solution visualization algorithm directly renders mathematical surfaces instead of any approximation of them. Thus each pixel of the rendered surfaces exactly reflects the corresponding fragment on the mathematical surfaces.

Numerical Solution of Partial Differential Equations in Science and Engineering

Numerical Solution of Partial Differential Equations in Science and Engineering
Author: Leon Lapidus
Publisher: John Wiley & Sons
Total Pages: 677
Release: 2011-02-14
Genre: Mathematics
ISBN: 1118031210

From the reviews of Numerical Solution of PartialDifferential Equations in Science and Engineering: "The book by Lapidus and Pinder is a very comprehensive, evenexhaustive, survey of the subject . . . [It] is unique in that itcovers equally finite difference and finite element methods." Burrelle's "The authors have selected an elementary (but not simplistic)mode of presentation. Many different computational schemes aredescribed in great detail . . . Numerous practical examples andapplications are described from beginning to the end, often withcalculated results given." Mathematics of Computing "This volume . . . devotes its considerable number of pages tolucid developments of the methods [for solving partial differentialequations] . . . the writing is very polished and I found it apleasure to read!" Mathematics of Computation Of related interest . . . NUMERICAL ANALYSIS FOR APPLIED SCIENCE Myron B. Allen andEli L. Isaacson. A modern, practical look at numerical analysis,this book guides readers through a broad selection of numericalmethods, implementation, and basic theoretical results, with anemphasis on methods used in scientific computation involvingdifferential equations. 1997 (0-471-55266-6) 512 pp. APPLIED MATHEMATICS Second Edition, J. David Logan.Presenting an easily accessible treatment of mathematical methodsfor scientists and engineers, this acclaimed work covers fluidmechanics and calculus of variations as well as more modernmethods-dimensional analysis and scaling, nonlinear wavepropagation, bifurcation, and singular perturbation. 1996(0-471-16513-1) 496 pp.

Partial Differential Equations

Partial Differential Equations
Author: D. Sloan
Publisher: Elsevier
Total Pages: 480
Release: 2012-12-02
Genre: Mathematics
ISBN: 0080929567

/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight into the underlying stability and accuracy properties of computational algorithms for PDEs was deepened by building upon recent progress in mathematical analysis and in the theory of PDEs. To embark on a comprehensive review of the field of numerical analysis of partial differential equations within a single volume of this journal would have been an impossible task. Indeed, the 16 contributions included here, by some of the foremost world authorities in the subject, represent only a small sample of the major developments. We hope that these articles will, nevertheless, provide the reader with a stimulating glimpse into this diverse, exciting and important field. The opening paper by Thomée reviews the history of numerical analysis of PDEs, starting with the 1928 paper by Courant, Friedrichs and Lewy on the solution of problems of mathematical physics by means of finite differences. This excellent survey takes the reader through the development of finite differences for elliptic problems from the 1930s, and the intense study of finite differences for general initial value problems during the 1950s and 1960s. The formulation of the concept of stability is explored in the Lax equivalence theorem and the Kreiss matrix lemmas. Reference is made to the introduction of the finite element method by structural engineers, and a description is given of the subsequent development and mathematical analysis of the finite element method with piecewise polynomial approximating functions. The penultimate section of Thomée's survey deals with `other classes of approximation methods', and this covers methods such as collocation methods, spectral methods, finite volume methods and boundary integral methods. The final section is devoted to numerical linear algebra for elliptic problems. The next three papers, by Bialecki and Fairweather, Hesthaven and Gottlieb and Dahmen, describe, respectively, spline collocation methods, spectral methods and wavelet methods. The work by Bialecki and Fairweather is a comprehensive overview of orthogonal spline collocation from its first appearance to the latest mathematical developments and applications. The emphasis throughout is on problems in two space dimensions. The paper by Hesthaven and Gottlieb presents a review of Fourier and Chebyshev pseudospectral methods for the solution of hyperbolic PDEs. Particular emphasis is placed on the treatment of boundaries, stability of time discretisations, treatment of non-smooth solutions and multidomain techniques. The paper gives a clear view of the advances that have been made over the last decade in solving hyperbolic problems by means of spectral methods, but it shows that many critical issues remain open. The paper by Dahmen reviews the recent rapid growth in the use of wavelet methods for PDEs. The author focuses on the use of adaptivity, where significant successes have recently been achieved. He describes the potential weaknesses of wavelet methods as well as the perceived strengths, thus giving a balanced view that should encourage the study of wavelet methods.

Numerical Solution Of Ordinary And Partial Differential Equations, The (3rd Edition)

Numerical Solution Of Ordinary And Partial Differential Equations, The (3rd Edition)
Author: Granville Sewell
Publisher: World Scientific
Total Pages: 346
Release: 2014-12-16
Genre: Mathematics
ISBN: 9814635111

This book presents methods for the computational solution of differential equations, both ordinary and partial, time-dependent and steady-state. Finite difference methods are introduced and analyzed in the first four chapters, and finite element methods are studied in chapter five. A very general-purpose and widely-used finite element program, PDE2D, which implements many of the methods studied in the earlier chapters, is presented and documented in Appendix A.The book contains the relevant theory and error analysis for most of the methods studied, but also emphasizes the practical aspects involved in implementing the methods. Students using this book will actually see and write programs (FORTRAN or MATLAB) for solving ordinary and partial differential equations, using both finite differences and finite elements. In addition, they will be able to solve very difficult partial differential equations using the software PDE2D, presented in Appendix A. PDE2D solves very general steady-state, time-dependent and eigenvalue PDE systems, in 1D intervals, general 2D regions, and a wide range of simple 3D regions.The Windows version of PDE2D comes free with every purchase of this book. More information at www.pde2d.com/contact.

Collocation Methods for Linear Parabolic Partial Differential Equations

Collocation Methods for Linear Parabolic Partial Differential Equations
Author: Qiang Zheng
Publisher:
Total Pages: 0
Release: 2005
Genre:
ISBN:

This thesis presents a new class of collocation methods for the approximate numerical solution of linear parabolic partial differential equations. In the time dimension, the partial derivative with respect to time is replaced by finite differences, to form the implicit Euler method. At each time step, a polynomial approximating the exact solution is calculated for each triangular finite element created by the Rivara algorithm. Polynomials of adjacent finite elements have matching values and matching normal derivatives at a set of discrete points, called "matching points". The method of nested dissection is used to eliminate all variables at the interior matching points of the domain. The maximum error of the solution is of the order of the time step size, which is O (dt), except when dt is sufficiently small. In that case, the maximum error can be very small, depending on the density of the space mesh. An application based on OpenGL and Motif to visualize the solutions is also described in this thesis. Extensive numerical results, pictures of refined meshes, and 3 D representations of the solutions are given.

Meshfree Methods for Partial Differential Equations VI

Meshfree Methods for Partial Differential Equations VI
Author: Michael Griebel
Publisher: Springer Science & Business Media
Total Pages: 243
Release: 2012-12-16
Genre: Computers
ISBN: 3642329799

Meshfree methods are a modern alternative to classical mesh-based discretization techniques such as finite differences or finite element methods. Especially in a time-dependent setting or in the treatment of problems with strongly singular solutions their independence of a mesh makes these methods highly attractive. This volume collects selected papers presented at the Sixth International Workshop on Meshfree Methods held in Bonn, Germany in October 2011. They address various aspects of this very active research field and cover topics from applied mathematics, physics and engineering. ​

Spline Collocation Methods for Partial Differential Equations

Spline Collocation Methods for Partial Differential Equations
Author: William E. Schiesser
Publisher: John Wiley & Sons
Total Pages: 566
Release: 2017-05-22
Genre: Mathematics
ISBN: 1119301033

A comprehensive approach to numerical partial differential equations Spline Collocation Methods for Partial Differential Equations combines the collocation analysis of partial differential equations (PDEs) with the method of lines (MOL) in order to simplify the solution process. Using a series of example applications, the author delineates the main features of the approach in detail, including an established mathematical framework. The book also clearly demonstrates that spline collocation can offer a comprehensive method for numerical integration of PDEs when it is used with the MOL in which spatial (boundary value) derivatives are approximated with splines, including the boundary conditions. R, an open-source scientific programming system, is used throughout for programming the PDEs and numerical algorithms, and each section of code is clearly explained. As a result, readers gain a complete picture of the model and its computer implementation without having to fill in the details of the numerical analysis, algorithms, or programming. The presentation is not heavily mathematical, and in place of theorems and proofs, detailed example applications are provided. Appropriate for scientists, engineers, and applied mathematicians, Spline Collocation Methods for Partial Differential Equations: Introduces numerical methods by first presenting basic examples followed by more complicated applications Employs R to illustrate accurate and efficient solutions of the PDE models Presents spline collocation as a comprehensive approach to the numerical integration of PDEs and an effective alternative to other, well established methods Discusses how to reproduce and extend the presented numerical solutions Identifies the use of selected algorithms, such as the solution of nonlinear equations and banded or sparse matrix processing Features a companion website that provides the related R routines Spline Collocation Methods for Partial Differential Equations is a valuable reference and/or self-study guide for academics, researchers, and practitioners in applied mathematics and engineering, as well as for advanced undergraduates and graduate-level students.

Partial Differential Equations of Hyperbolic Type and Applications

Partial Differential Equations of Hyperbolic Type and Applications
Author: Giuseppe Geymonat
Publisher: World Scientific
Total Pages: 196
Release: 1987
Genre: Mathematics
ISBN: 9789971502058

This book introduces the general aspects of hyperbolic conservation laws and their numerical approximation using some of the most modern tools: spectral methods, unstructured meshes and ?-formulation. The applications of these methods are found in some significant examples such as the Euler equations. This book, a collection of articles by the best authors in the field, exposes the reader to the frontier of the research and many open problems.