Download or read book Finite Difference Schemes and Partial Differential Equations written by John C. Strikwerda and published by Springer. This book was released on 1989-09-28 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Finite Difference Methods for Ordinary and Partial Differential Equations written by Randall J. LeVeque and published by SIAM. This book was released on 2007-01-01 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Numerical Methods for Conservation Laws written by Jan S. Hesthaven and published by SIAM. This book was released on 2018-01-30 with total page 571 pages. Available in PDF, EPUB and Kindle. Book excerpt: Conservation laws are the mathematical expression of the principles of conservation and provide effective and accurate predictive models of our physical world. Although intense research activity during the last decades has led to substantial advances in the development of powerful computational methods for conservation laws, their solution remains a challenge and many questions are left open; thus it is an active and fruitful area of research. Numerical Methods for Conservation Laws: From Analysis to Algorithms offers the first comprehensive introduction to modern computational methods and their analysis for hyperbolic conservation laws, building on intense research activities for more than four decades of development; discusses classic results on monotone and finite difference/finite volume schemes, but emphasizes the successful development of high-order accurate methods for hyperbolic conservation laws; addresses modern concepts of TVD and entropy stability, strongly stable Runge-Kutta schemes, and limiter-based methods before discussing essentially nonoscillatory schemes, discontinuous Galerkin methods, and spectral methods; explores algorithmic aspects of these methods, emphasizing one- and two-dimensional problems and the development and analysis of an extensive range of methods; includes MATLAB software with which all main methods and computational results in the book can be reproduced; and demonstrates the performance of many methods on a set of benchmark problems to allow direct comparisons. Code and other supplemental material will be available online at publication.

Download or read book Numerical Methods for Conservation Laws written by LEVEQUE and published by Birkhäuser. This book was released on 2013-11-11 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: These notes developed from a course on the numerical solution of conservation laws first taught at the University of Washington in the fall of 1988 and then at ETH during the following spring. The overall emphasis is on studying the mathematical tools that are essential in de veloping, analyzing, and successfully using numerical methods for nonlinear systems of conservation laws, particularly for problems involving shock waves. A reasonable un derstanding of the mathematical structure of these equations and their solutions is first required, and Part I of these notes deals with this theory. Part II deals more directly with numerical methods, again with the emphasis on general tools that are of broad use. I have stressed the underlying ideas used in various classes of methods rather than present ing the most sophisticated methods in great detail. My aim was to provide a sufficient background that students could then approach the current research literature with the necessary tools and understanding. vVithout the wonders of TeX and LaTeX, these notes would never have been put together. The professional-looking results perhaps obscure the fact that these are indeed lecture notes. Some sections have been reworked several times by now, but others are still preliminary. I can only hope that the errors are not too blatant. Moreover, the breadth and depth of coverage was limited by the length of these courses, and some parts are rather sketchy.

Download or read book Finite Volume Methods for Hyperbolic Problems written by Randall J. LeVeque and published by Cambridge University Press. This book was released on 2002-08-26 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, first published in 2002, contains an introduction to hyperbolic partial differential equations and a powerful class of numerical methods for approximating their solution, including both linear problems and nonlinear conservation laws. These equations describe a wide range of wave propagation and transport phenomena arising in nearly every scientific and engineering discipline. Several applications are described in a self-contained manner, along with much of the mathematical theory of hyperbolic problems. High-resolution versions of Godunov's method are developed, in which Riemann problems are solved to determine the local wave structure and limiters are then applied to eliminate numerical oscillations. These methods were originally designed to capture shock waves accurately, but are also useful tools for studying linear wave-propagation problems, particularly in heterogenous material. The methods studied are implemented in the CLAWPACK software package and source code for all the examples presented can be found on the web, along with animations of many of the simulations. This provides an excellent learning environment for understanding wave propagation phenomena and finite volume methods.

Download or read book Semi Lagrangian Approximation Schemes for Linear and Hamilton Jacobi Equations written by Maurizio Falcone and published by SIAM. This book was released on 2014-01-31 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This largely self-contained book provides a unified framework of semi-Lagrangian strategy for the approximation of hyperbolic PDEs, with a special focus on Hamilton-Jacobi equations. The authors provide a rigorous discussion of the theory of viscosity solutions and the concepts underlying the construction and analysis of difference schemes; they then proceed to high-order semi-Lagrangian schemes and their applications to problems in fluid dynamics, front propagation, optimal control, and image processing. The developments covered in the text and the references come from a wide range of literature.

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 Relativistic Hydrodynamics written by Luciano Rezzolla and published by OUP Oxford. This book was released on 2013-09-26 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: Relativistic hydrodynamics is a very successful theoretical framework to describe the dynamics of matter from scales as small as those of colliding elementary particles, up to the largest scales in the universe. This book provides an up-to-date, lively, and approachable introduction to the mathematical formalism, numerical techniques, and applications of relativistic hydrodynamics. The topic is typically covered either by very formal or by very phenomenological books, but is instead presented here in a form that will be appreciated both by students and researchers in the field. The topics covered in the book are the results of work carried out over the last 40 years, which can be found in rather technical research articles with dissimilar notations and styles. The book is not just a collection of scattered information, but a well-organized description of relativistic hydrodynamics, from the basic principles of statistical kinetic theory, down to the technical aspects of numerical methods devised for the solution of the equations, and over to the applications in modern physics and astrophysics. Numerous figures, diagrams, and a variety of exercises aid the material in the book. The most obvious applications of this work range from astrophysics (black holes, neutron stars, gamma-ray bursts, and active galaxies) to cosmology (early-universe hydrodynamics and phase transitions) and particle physics (heavy-ion collisions). It is often said that fluids are either seen as solutions of partial differential equations or as "wet". Fluids in this book are definitely wet, but the mathematical beauty of differential equations is not washed out.

Download or read book Partial Differential Equations written by Walter A. Strauss and published by John Wiley & Sons. This book was released on 2007-12-21 with total page 467 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.

Download or read book Riemann Solvers and Numerical Methods for Fluid Dynamics written by Eleuterio F. Toro and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: High resolution upwind and centered methods are a mature generation of computational techniques. They are applicable to a wide range of engineering and scientific disciplines, Computational Fluid Dynamics (CFD) being the most prominent up to now. This textbook gives a comprehensive, coherent and practical presentation of this class of techniques. For its third edition the book has been thoroughly revised to contain new material.

Download or read book Hyperbolic Problems Theory Numerics Applications written by Heinrich Freistühler and published by Springer Science & Business Media. This book was released on 2002-01-01 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Eighth International Conference on Hyperbolic Problems - Theory, Nu merics, Applications, was held in Magdeburg, Germany, from February 27 to March 3, 2000. It was attended by over 220 participants from many European countries as well as Brazil, Canada, China, Georgia, India, Israel, Japan, Taiwan, und the USA. There were 12 plenary lectures, 22 further invited talks, and around 150 con tributed talks in parallel sessions as well as posters. The speakers in the parallel sessions were invited to provide a poster in order to enhance the dissemination of information. Hyperbolic partial differential equations describe phenomena of material or wave transport in physics, biology and engineering, especially in the field of fluid mechanics. Despite considerable progress, the mathematical theory is still strug gling with fundamental open problems concerning systems of such equations in multiple space dimensions. For various applications the development of accurate and efficient numerical schemes for computation is of fundamental importance. Applications touched in these proceedings concern one-phase and multiphase fluid flow, phase transitions, shallow water dynamics, elasticity, extended ther modynamics, electromagnetism, classical and relativistic magnetohydrodynamics, cosmology. Contributions to the abstract theory of hyperbolic systems deal with viscous and relaxation approximations, front tracking and wellposedness, stability ofshock profiles and multi-shock patterns, traveling fronts for transport equations. Numerically oriented articles study finite difference, finite volume, and finite ele ment schemes, adaptive, multiresolution, and artificial dissipation methods.

Download or read book The Immersed Interface Method written by Zhilin Li and published by SIAM. This book was released on 2006-01-01 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the immersed interface method (IIM), a powerful numerical method for solving interface problems and problems defined on irregular domains for which analytic solutions are rarely available. This book gives a complete description of the IIM, discusses recent progress in the area, and describes numerical methods for a number of classic interface problems. It also contains many numerical examples that can be used as benchmark problems for numerical methods designed for interface problems on irregular domains.

Download or read book Numerical Methods for the Euler Equations of Fluid Dynamics written by F. Angrand and published by SIAM. This book was released on 1985-01-01 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 High Order Methods for Computational Physics written by Timothy J. Barth and published by Springer Science & Business Media. This book was released on 2003-04-16 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: The development of high-order accurate numerical discretization techniques for irregular domains and meshes is often cited as one of the remaining chal lenges facing the field of computational fluid dynamics. In structural me chanics, the advantages of high-order finite element approximation are widely recognized. This is especially true when high-order element approximation is combined with element refinement (h-p refinement). In computational fluid dynamics, high-order discretization methods are infrequently used in the com putation of compressible fluid flow. The hyperbolic nature of the governing equations and the presence of solution discontinuities makes high-order ac curacy difficult to achieve. Consequently, second-order accurate methods are still predominately used in industrial applications even though evidence sug gests that high-order methods may offer a way to significantly improve the resolution and accuracy for these calculations. To address this important topic, a special course was jointly organized by the Applied Vehicle Technology Panel of NATO's Research and Technology Organization (RTO), the von Karman Institute for Fluid Dynamics, and the Numerical Aerospace Simulation Division at the NASA Ames Research Cen ter. The NATO RTO sponsored course entitled "Higher Order Discretization Methods in Computational Fluid Dynamics" was held September 14-18,1998 at the von Karman Institute for Fluid Dynamics in Belgium and September 21-25,1998 at the NASA Ames Research Center in the United States.

Download or read book Paper written by and published by . This book was released on 1981 with total page 834 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Difference Schemes with High Order of Accuracy for Solving Hyperbolic Equations written by Peter D. Lax and published by . This book was released on 1962 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt: