Partial Differential Equations with Numerical Methods, Volumen45Springer Science & Business Media, 2003 M07 7 - 259 páginas 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. |
Contenido
Introduction | 1 |
12 Notation and Mathematical Preliminaries | 4 |
13 Physical Derivation of the Heat Equation | 7 |
14 Problems | 12 |
A TwoPoint Boundary Value Problem | 15 |
22 Greens Function | 18 |
23 Variational Formulation | 20 |
24 Problems | 23 |
85 Problems | 124 |
Finite Difference Methods for Parabolic Problems | 129 |
92 The Mixed InitialBoundary Value Problem | 138 |
93 Problems | 146 |
The Finite Element Method for a Parabolic Problem | 149 |
102 Some Completely Discrete Schemes | 156 |
103 Problems | 159 |
Hyperbolic Equations | 163 |
Elliptic Equations | 25 |
32 A Maximum Principle | 26 |
33 Dirichlets Problem for a Disc Poissons Integral | 28 |
34 Fundamental Solutions Greens Function | 30 |
35 Variational Formulation of the Dirichlet Problem | 32 |
36 A Neumann Problem | 35 |
37 Regularity | 37 |
38 Problems | 38 |
Finite Difference Methods for Elliptic Equations | 43 |
42 Poissons Equation | 46 |
43 Problems | 49 |
Finite Element Methods for Elliptic Equations | 51 |
52 A Model Problem in the Plane | 57 |
53 Some Facts from Approximation Theory | 60 |
54 Error Estimates | 63 |
55 An A Posteriori Error Estimate | 66 |
56 Numerical Integration | 67 |
57 A Mixed Finite Element Method | 71 |
58 Problems | 73 |
The Elliptic Eigenvalue Problem | 77 |
62 Numerical Solution of the Eigenvalue Problem | 87 |
63 Problems | 93 |
InitialValue Problems for Ordinary Differential Equations | 95 |
72 Numerical Solution of ODEs | 101 |
73 Problems | 106 |
Parabolic Equations | 109 |
82 Solution of the InitialBoundary Value Problem by Eigenfunction Expansion | 114 |
83 Variational Formulation Energy Estimates | 120 |
84 A Maximum Principle | 122 |
112 The Wave Equation | 166 |
113 First Order Scalar Equations | 169 |
114 Symmetric Hyperbolic Systems | 173 |
115 Problems | 181 |
Finite Difference Methods for Hyperbolic Equations | 185 |
122 Symmetric Hyperbolic Systems | 192 |
123 The Wendroff Box Scheme | 196 |
124 Problems | 198 |
The Finite Element Method for Hyperbolic Equations | 201 |
132 First Order Hyperbolic Equations | 205 |
133 Problems | 216 |
Some Other Classes of Numerical Methods | 217 |
142 Spectral Methods | 218 |
143 Finite Volume Methods | 219 |
144 Boundary Element Methods | 221 |
145 Problems | 223 |
Some Tools from Mathematical Analysis | 225 |
A2 Function Spaces | 231 |
A3 The Fourier Transform | 238 |
A4 Problems | 240 |
Orientation on Numerical Linear Algebra | 245 |
B2 Iterative Methods Relaxation Over relaxation and Acceleration | 246 |
B3 Alternating Direction Methods | 248 |
B4 Preconditioned Conjugate Gradient Methods | 249 |
B5 Multigrid and Domain Decomposition Methods | 250 |
| 253 | |
| 257 | |
Otras ediciones - Ver todas
Partial Differential Equations with Numerical Methods Stig Larsson,Vidar Thomee Vista previa limitada - 2008 |
Partial Differential Equations with Numerical Methods Stig Larsson,Vidar Thomee Vista previa limitada - 2008 |
Partial Differential Equations with Numerical Methods Stig Larsson,Vidar Thomee Sin vista previa disponible - 2010 |
