Computer-Aided Analysis of Difference Schemes for Partial Differential Equations

Computer-Aided Analysis of Difference Schemes for Partial Differential Equations

Author: Victor G. Ganzha

Publisher: John Wiley & Sons

Published: 2011-03-01

Total Pages: 458

ISBN-13: 1118030850

DOWNLOAD EBOOK

Advances in computer technology have conveniently coincided withtrends in numerical analysis toward increased complexity ofcomputational algorithms based on finite difference methods. It isno longer feasible to perform stability investigation of thesemethods manually--and no longer necessary. As this book shows,modern computer algebra tools can be combined with methods fromnumerical analysis to generate programs that will do the jobautomatically. Comprehensive, timely, and accessible--this is the definitivereference on the application of computerized symbolic manipulationsfor analyzing the stability of a wide range of difference schemes.In particular, it deals with those schemes that are used to solvecomplex physical problems in areas such as gas dynamics, heat andmass transfer, catastrophe theory, elasticity, shallow watertheory, and more. Introducing many new applications, methods, and concepts,Computer-Aided Analysis of Difference Schemes for PartialDifferential Equations * Shows how computational algebra expedites the task of stabilityanalysis--whatever the approach to stability investigation * Covers ten different approaches for each stability method * Deals with the specific characteristics of each method and itsapplication to problems commonly encountered by numerical modelers * Describes all basic mathematical formulas that are necessary toimplement each algorithm * Provides each formula in several global algebraic symboliclanguages, such as MAPLE, MATHEMATICA, and REDUCE * Includes numerous illustrations and thought-provoking examplesthroughout the text For mathematicians, physicists, and engineers, as well as forpostgraduate students, and for anyone involved with numericsolutions for real-world physical problems, this book provides avaluable resource, a helpful guide, and a head start ondevelopments for the twenty-first century.


Partial Differential Equations

Partial Differential Equations

Author: Wolfgang Arendt

Publisher: Springer Nature

Published: 2023-01-01

Total Pages: 463

ISBN-13: 303113379X

DOWNLOAD EBOOK

This textbook introduces the study of partial differential equations using both analytical and numerical methods. By intertwining the two complementary approaches, the authors create an ideal foundation for further study. Motivating examples from the physical sciences, engineering, and economics complete this integrated approach. A showcase of models begins the book, demonstrating how PDEs arise in practical problems that involve heat, vibration, fluid flow, and financial markets. Several important characterizing properties are used to classify mathematical similarities, then elementary methods are used to solve examples of hyperbolic, elliptic, and parabolic equations. From here, an accessible introduction to Hilbert spaces and the spectral theorem lay the foundation for advanced methods. Sobolev spaces are presented first in dimension one, before being extended to arbitrary dimension for the study of elliptic equations. An extensive chapter on numerical methods focuses on finite difference and finite element methods. Computer-aided calculation with MapleTM completes the book. Throughout, three fundamental examples are studied with different tools: Poisson’s equation, the heat equation, and the wave equation on Euclidean domains. The Black–Scholes equation from mathematical finance is one of several opportunities for extension. Partial Differential Equations offers an innovative introduction for students new to the area. Analytical and numerical tools combine with modeling to form a versatile toolbox for further study in pure or applied mathematics. Illuminating illustrations and engaging exercises accompany the text throughout. Courses in real analysis and linear algebra at the upper-undergraduate level are assumed.


Analysis of Finite Difference Schemes

Analysis of Finite Difference Schemes

Author: Boško S. Jovanović

Publisher: Springer Science & Business Media

Published: 2013-10-22

Total Pages: 416

ISBN-13: 1447154606

DOWNLOAD EBOOK

This book develops a systematic and rigorous mathematical theory of finite difference methods for linear elliptic, parabolic and hyperbolic partial differential equations with nonsmooth solutions. Finite difference methods are a classical class of techniques for the numerical approximation of partial differential equations. Traditionally, their convergence analysis presupposes the smoothness of the coefficients, source terms, initial and boundary data, and of the associated solution to the differential equation. This then enables the application of elementary analytical tools to explore their stability and accuracy. The assumptions on the smoothness of the data and of the associated analytical solution are however frequently unrealistic. There is a wealth of boundary – and initial – value problems, arising from various applications in physics and engineering, where the data and the corresponding solution exhibit lack of regularity. In such instances classical techniques for the error analysis of finite difference schemes break down. The objective of this book is to develop the mathematical theory of finite difference schemes for linear partial differential equations with nonsmooth solutions. Analysis of Finite Difference Schemes is aimed at researchers and graduate students interested in the mathematical theory of numerical methods for the approximate solution of partial differential equations.


Numerical Methods for Partial Differential Equations

Numerical Methods for Partial Differential Equations

Author: Vitoriano Ruas

Publisher: John Wiley & Sons

Published: 2016-04-28

Total Pages: 376

ISBN-13: 1119111366

DOWNLOAD EBOOK

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.


Finite Difference Methods for Ordinary and Partial Differential Equations

Finite Difference Methods for Ordinary and Partial Differential Equations

Author: Randall J. LeVeque

Publisher: SIAM

Published: 2007-01-01

Total Pages: 356

ISBN-13: 9780898717839

DOWNLOAD EBOOK

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.


Finite Difference Computing with PDEs

Finite Difference Computing with PDEs

Author: Hans Petter Langtangen

Publisher: Springer

Published: 2017-06-21

Total Pages: 522

ISBN-13: 3319554565

DOWNLOAD EBOOK

This book is open access under a CC BY 4.0 license. This easy-to-read book introduces the basics of solving partial differential equations by means of finite difference methods. Unlike many of the traditional academic works on the topic, this book was written for practitioners. Accordingly, it especially addresses: the construction of finite difference schemes, formulation and implementation of algorithms, verification of implementations, analyses of physical behavior as implied by the numerical solutions, and how to apply the methods and software to solve problems in the fields of physics and biology.


Generalized Difference Methods for Differential Equations

Generalized Difference Methods for Differential Equations

Author: Ronghua Li

Publisher: CRC Press

Published: 2000-01-03

Total Pages: 472

ISBN-13: 1482270218

DOWNLOAD EBOOK

This text presents a comprehensive mathematical theory for elliptic, parabolic, and hyperbolic differential equations. It compares finite element and finite difference methods and illustrates applications of generalized difference methods to elastic bodies, electromagnetic fields, underground water pollution, and coupled sound-heat flows.


Advances in Imaging and Electron Physics

Advances in Imaging and Electron Physics

Author: Peter W. Hawkes

Publisher: Academic Press

Published: 2001-07-05

Total Pages: 479

ISBN-13: 0080526217

DOWNLOAD EBOOK

Advances in Imaging and Electron Physics merges two long-running serials-Advances in Electronics and Electron Physics and Advances in Optical and Electron Microscopy. This series features extended articles on the physics of electron devices (especially semiconductor devices), particle optics at high and low energies, microlithography, image science and digital image processing, electromagnetic wave propagation, electron microscopy, and the computing methods used in all these domains.


Computer Algebra in Scientific Computing

Computer Algebra in Scientific Computing

Author: Matthew England

Publisher: Springer

Published: 2019-08-15

Total Pages: 479

ISBN-13: 3030268314

DOWNLOAD EBOOK

This book constitutes the refereed proceedings of the 21st International Workshop on Computer Algebra in Scientific Computing, CASC 2019, held in Moscow, Russia, in August 2019. The 28 full papers presented together with 2 invited talks were carefully reviewed and selected from 44 submissions. They deal with cutting-edge research in all major disciplines of computer algebra. The papers cover topics such as polynomial algebra, symbolic and symbolic-numerical computation, applications of symbolic computation for investigating and solving ordinary differential equations, applications of CASs in the investigation and solution of celestial mechanics problems, and in mechanics, physics, and robotics.