Partial Differential Equations with Numerical Methods, Volumen45

Portada
Springer 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
Bibliography
253
Index
257
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