Numerical Analysis of Partial Differential Equations

Numerical Analysis of Partial Differential Equations
Author: S. H, Lui
Publisher: John Wiley & Sons
Total Pages: 506
Release: 2012-01-10
Genre: Mathematics
ISBN: 1118111117

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.

A First Course in the Numerical Analysis of Differential Equations

A First Course in the Numerical Analysis of Differential Equations
Author: A. Iserles
Publisher: Cambridge University Press
Total Pages: 481
Release: 2009
Genre: Mathematics
ISBN: 0521734908

lead the reader to a theoretical understanding of the subject without neglecting its practical aspects. The outcome is a textbook that is mathematically honest and rigorous and provides its target audience with a wide range of skills in both ordinary and partial differential equations." --Book Jacket.

Evolutionary Equations with Applications in Natural Sciences

Evolutionary Equations with Applications in Natural Sciences
Author: Jacek Banasiak
Publisher: Springer
Total Pages: 505
Release: 2014-11-07
Genre: Mathematics
ISBN: 3319113224

With the unifying theme of abstract evolutionary equations, both linear and nonlinear, in a complex environment, the book presents a multidisciplinary blend of topics, spanning the fields of theoretical and applied functional analysis, partial differential equations, probability theory and numerical analysis applied to various models coming from theoretical physics, biology, engineering and complexity theory. Truly unique features of the book are: the first simultaneous presentation of two complementary approaches to fragmentation and coagulation problems, by weak compactness methods and by using semigroup techniques, comprehensive exposition of probabilistic methods of analysis of long term dynamics of dynamical systems, semigroup analysis of biological problems and cutting edge pattern formation theory. The book will appeal to postgraduate students and researchers specializing in applications of mathematics to problems arising in natural sciences and engineering.

Sinc Methods for Quadrature and Differential Equations

Sinc Methods for Quadrature and Differential Equations
Author: John Lund
Publisher: SIAM
Total Pages: 306
Release: 1992-01-01
Genre: Mathematics
ISBN: 089871298X

Here is an elementary development of the Sinc-Galerkin method with the focal point being ordinary and partial differential equations. This is the first book to explain this powerful computational method for treating differential equations. These methods are an alternative to finite difference and finite element schemes, and are especially adaptable to problems with singular solutions. The text is written to facilitate easy implementation of the theory into operating numerical code. The authors' use of differential equations as a backdrop for the presentation of the material allows them to present a number of the applications of the sinc method. Many of these applications are useful in numerical processes of interest quite independent of differential equations. Specifically, numerical interpolation and quadrature, while fundamental to the Galerkin development, are useful in their own right.

Numerical Methods for Solving Inverse Problems of Mathematical Physics

Numerical Methods for Solving Inverse Problems of Mathematical Physics
Author: A. A. Samarskii
Publisher: Walter de Gruyter
Total Pages: 453
Release: 2008-08-27
Genre: Mathematics
ISBN: 3110205793

The main classes of inverse problems for equations of mathematical physics and their numerical solution methods are considered in this book which is intended for graduate students and experts in applied mathematics, computational mathematics, and mathematical modelling.

Unified Transform for Boundary Value Problems

Unified Transform for Boundary Value Problems
Author: Athanasios S. Fokas
Publisher: SIAM
Total Pages: 290
Release: 2014-12-30
Genre: Mathematics
ISBN: 1611973813

This book describes state-of-the-art advances and applications of the unified transform and its relation to the boundary element method. The authors present the solution of boundary value problems from several different perspectives, in particular the type of problems modeled by partial differential equations (PDEs). They discuss recent applications of the unified transform to the analysis and numerical modeling of boundary value problems for linear and integrable nonlinear PDEs and the closely related boundary element method, a well-established numerical approach for solving linear elliptic PDEs.? The text is divided into three parts. Part I contains new theoretical results on linear and nonlinear evolutionary and elliptic problems. New explicit solution representations for several classes of boundary value problems are constructed and rigorously analyzed. Part II is a detailed overview of variational formulations for elliptic problems. It places the unified transform approach in a classic context alongside the boundary element method and stresses its novelty. Part III presents recent numerical applications based on the boundary element method and on the unified transform.

Topological Approximation Methods for Evolutionary Problems of Nonlinear Hydrodynamics

Topological Approximation Methods for Evolutionary Problems of Nonlinear Hydrodynamics
Author: Viktor Grigorʹevich Zvi︠a︡gin
Publisher: de Gruyter
Total Pages: 252
Release: 2008
Genre: Mathematics
ISBN:

"In the present book a method for solving evolutionary problems is described. The outline of this method is as follows. The initial-boundary value problem is considered as an operator equation which naturally corresponds to the underlying problem. The involved operator often does not possess good properties, therefore certain approximations of this equation are considered, which result e.g. from smoothing of nonlinear terms. One then studies the solvability of this approximating equation in spaces with better topological properties. For this purpose, one applies the technique of the Leray-Schauder topological degree or its generalizations. The approximating equation has natural properties, which allows to apply various approximating methods for the analysis of this equation. The last step of the method is the passage to the limit in the approximating equation as the approximation parameters tend to zero, and here the solutions of the approximating equation converge to a solution of the original equation (usually in a weaker topology)." "In particular, this method turns out to be useful for those problems of non-Newtonian hydrodynamics where it is hard or impossible to express the deviatoric stress tensor via the velocity vector function explicitly. Here this method is used for the investigation of some models for motion of viscoelastic media. The book contains preliminary material from rheology which is required for understanding the models under consideration."--BOOK JACKET.

Taylor Approximations for Stochastic Partial Differential Equations

Taylor Approximations for Stochastic Partial Differential Equations
Author: Arnulf Jentzen
Publisher: SIAM
Total Pages: 224
Release: 2011-12-08
Genre: Mathematics
ISBN: 1611972000

This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be driven by an arbitrary stochastic process with H?lder continuous sample paths. Recent developments on numerical methods for random and stochastic ordinary differential equations are also included since these are relevant for solving spatially discretised SPDEs as well as of interest in their own right. The authors include the proof of an existence and uniqueness theorem under general assumptions on the coefficients as well as regularity estimates in an appendix.

Robust Numerical Methods for Singularly Perturbed Differential Equations

Robust Numerical Methods for Singularly Perturbed Differential Equations
Author: Hans-Görg Roos
Publisher: Springer Science & Business Media
Total Pages: 599
Release: 2008-09-17
Genre: Mathematics
ISBN: 3540344675

This new edition incorporates new developments in numerical methods for singularly perturbed differential equations, focusing on linear convection-diffusion equations and on nonlinear flow problems that appear in computational fluid dynamics.