Download or read book Asymptotic and Stationary Preserving Schemes for Kinetic and Hyperbolic Partial Differential Equations written by Farah Kanbar and published by BoD – Books on Demand. This book was released on 2023-05-09 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis, we are interested in numerically preserving stationary solutions of balance laws. We start by developing finite volume well-balanced schemes for the system of Euler equations and the system of Magnetohydrodynamics (MHD) equations with gravitational source term. Since fluid models and kinetic models are related, this leads us to investigate Asymptotic Preserving (AP) schemes for kinetic equations and their ability to preserve stationary solutions. In an attempt to mimic our result for kinetic equations in the context of fluid models, for the isentropic Euler equations we developed an AP scheme in the limit of the Mach number going to zero. The properties of the schemes we developed and its criteria are validated numerically by various test cases from the literature.
Download or read book High Order Nonlinear Numerical Schemes for Evolutionary PDEs written by Rémi Abgrall and published by Springer. This book was released on 2014-05-19 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects papers presented during the European Workshop on High Order Nonlinear Numerical Methods for Evolutionary PDEs (HONOM 2013) that was held at INRIA Bordeaux Sud-Ouest, Talence, France in March, 2013. The central topic is high order methods for compressible fluid dynamics. In the workshop, and in this proceedings, greater emphasis is placed on the numerical than the theoretical aspects of this scientific field. The range of topics is broad, extending through algorithm design, accuracy, large scale computing, complex geometries, discontinuous Galerkin, finite element methods, Lagrangian hydrodynamics, finite difference methods and applications and uncertainty quantification. These techniques find practical applications in such fields as fluid mechanics, magnetohydrodynamics, nonlinear solid mechanics, and others for which genuinely nonlinear methods are needed.
Download or read book Hypocoercivity written by Cdric Villani and published by American Mathematical Soc.. This book was released on 2009-10-08 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, taking the general form ${\frac{\partial f}{\partial t}}+ L f =0$. The question is whether and how one can overcome the degeneracy by exploiting commutators.
Download or read book Discontinuous Galerkin Methods written by Bernardo Cockburn and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 468 pages. Available in PDF, EPUB and Kindle. Book excerpt: A class of finite element methods, the Discontinuous Galerkin Methods (DGM), has been under rapid development recently and has found its use very quickly in such diverse applications as aeroacoustics, semi-conductor device simula tion, turbomachinery, turbulent flows, materials processing, MHD and plasma simulations, and image processing. While there has been a lot of interest from mathematicians, physicists and engineers in DGM, only scattered information is available and there has been no prior effort in organizing and publishing the existing volume of knowledge on this subject. In May 24-26, 1999 we organized in Newport (Rhode Island, USA), the first international symposium on DGM with equal emphasis on the theory, numerical implementation, and applications. Eighteen invited speakers, lead ers in the field, and thirty-two contributors presented various aspects and addressed open issues on DGM. In this volume we include forty-nine papers presented in the Symposium as well as a survey paper written by the organiz ers. All papers were peer-reviewed. A summary of these papers is included in the survey paper, which also provides a historical perspective of the evolution of DGM and its relation to other numerical methods. We hope this volume will become a major reference in this topic. It is intended for students and researchers who work in theory and application of numerical solution of convection dominated partial differential equations. The papers were written with the assumption that the reader has some knowledge of classical finite elements and finite volume methods.
Download or read book Mathematical Reviews written by and published by . This book was released on 2003 with total page 1432 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Partial Differential Equations in Action written by Sandro Salsa and published by Springer. This book was released on 2015-04-24 with total page 714 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear boundary and initial-boundary value problems.
Download or read book Transport Equations in Biology written by Benoît Perthame and published by Springer Science & Business Media. This book was released on 2006-12-14 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents models written as partial differential equations and originating from various questions in population biology, such as physiologically structured equations, adaptive dynamics, and bacterial movement. Its purpose is to derive appropriate mathematical tools and qualitative properties of the solutions. The book further contains many original PDE problems originating in biosciences.
Download or read book Modeling and Computational Methods for Kinetic Equations written by Pierre Degond and published by Springer Science & Business Media. This book was released on 2004-04-07 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years kinetic theory has developed in many areas of the physical sciences and engineering, and has extended the borders of its traditional fields of application. New applications in traffic flow engineering, granular media modeling, and polymer and phase transition physics have resulted in new numerical algorithms which depart from traditional stochastic Monte--Carlo methods. This monograph is a self-contained presentation of such recently developed aspects of kinetic theory, as well as a comprehensive account of the fundamentals of the theory. Emphasizing modeling techniques and numerical methods, the book provides a unified treatment of kinetic equations not found in more focused theoretical or applied works. The book is divided into two parts. Part I is devoted to the most fundamental kinetic model: the Boltzmann equation of rarefied gas dynamics. Additionally, widely used numerical methods for the discretization of the Boltzmann equation are reviewed: the Monte--Carlo method, spectral methods, and finite-difference methods. Part II considers specific applications: plasma kinetic modeling using the Landau--Fokker--Planck equations, traffic flow modeling, granular media modeling, quantum kinetic modeling, and coagulation-fragmentation problems. Modeling and Computational Methods of Kinetic Equations will be accessible to readers working in different communities where kinetic theory is important: graduate students, researchers and practitioners in mathematical physics, applied mathematics, and various branches of engineering. The work may be used for self-study, as a reference text, or in graduate-level courses in kinetic theory and its applications.
Download or read book Numerical Solution of Differential Equations written by Zhilin Li and published by Cambridge University Press. This book was released on 2017-11-30 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical and concise guide to finite difference and finite element methods. Well-tested MATLAB® codes are available online.
Download or read book Fundamentals of Computational Fluid Dynamics written by H. Lomax and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: The chosen semi-discrete approach of a reduction procedure of partial differential equations to ordinary differential equations and finally to difference equations gives the book its distinctiveness and provides a sound basis for a deep understanding of the fundamental concepts in computational fluid dynamics.
Download or read book A Minicourse on Stochastic Partial Differential Equations written by Robert C. Dalang and published by Springer Science & Business Media. This book was released on 2009 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: This title contains lectures that offer an introduction to modern topics in stochastic partial differential equations and bring together experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic PDEs.
Download or read book Hyperbolic Problems Theory Numerics Applications written by Thomas Y. Hou and published by Springer Science & Business Media. This book was released on 2003-09-19 with total page 986 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Conference on "Hyperbolic Problems: Theory, Numerics and Applications'' was held in CalTech on March 25-30, 2002. The conference was the ninth meeting in the bi-annual international series which became one of the highest quality and most successful conference series in Applied mathematics. This volume contains more than 90 contributions presented in this conference, including plenary presentations by A. Bressan, P. Degond, R. LeVeque, T.-P. Liu, B. Perthame, C.-W. Shu, B. Sjögreen and S. Ukai. Reflecting the objective of series, the contributions in this volume keep the traditional blend of theory, numerics and applications. The Hyp2002 meeting placed a particular emphasize on fundamental theory and numerical analysis, on multi-scale analysis, modeling and simulations, and on geophysical applications and free boundary problems arising from materials science and multi-component fluid dynamics. The volume should appeal to researchers, students and practitioners with general interest in time-dependent problems governed by hyperbolic equations.
Download or read book Computational Differential Equations written by Kenneth Eriksson and published by Cambridge University Press. This book was released on 1996-09-05 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook on computational mathematics is based on a fusion of mathematical analysis, numerical computation and applications.
Download or read book The Mathematics of Diffusion written by John Crank and published by Oxford University Press. This book was released on 1979 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: Though it incorporates much new material, this new edition preserves the general character of the book in providing a collection of solutions of the equations of diffusion and describing how these solutions may be obtained.
Download or read book Finite Difference Methods in Financial Engineering written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2013-10-28 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.
Download or read book Numerical Methods for Elliptic and Parabolic Partial Differential Equations written by Peter Knabner and published by Springer Science & Business Media. This book was released on 2003-06-26 with total page 437 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.
Download or read book Lattice Boltzmann Method And Its Application In Engineering written by Zhaoli Guo and published by World Scientific. This book was released on 2013-03-25 with total page 419 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lattice Boltzmann method (LBM) is a relatively new simulation technique for the modeling of complex fluid systems and has attracted interest from researchers in computational physics. Unlike the traditional CFD methods, which solve the conservation equations of macroscopic properties (i.e., mass, momentum, and energy) numerically, LBM models the fluid consisting of fictive particles, and such particles perform consecutive propagation and collision processes over a discrete lattice mesh.This book will cover the fundamental and practical application of LBM. The first part of the book consists of three chapters starting form the theory of LBM, basic models, initial and boundary conditions, theoretical analysis, to improved models. The second part of the book consists of six chapters, address applications of LBM in various aspects of computational fluid dynamic engineering, covering areas, such as thermo-hydrodynamics, compressible flows, multicomponent/multiphase flows, microscale flows, flows in porous media, turbulent flows, and suspensions.With these coverage LBM, the book intended to promote its applications, instead of the traditional computational fluid dynamic method.
