Download or read book High Order Difference Methods for Time Dependent PDE written by Bertil Gustafsson and published by Springer Science & Business Media. This book was released on 2007-12-06 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers high order finite difference methods for time dependent PDE. It gives an overview of the basic theory and construction principles by using model examples. The book also contains a general presentation of the techniques and results for well-posedness and stability, with inclusion of the three fundamental methods of analysis both for PDE in its original and discretized form: the Fourier transform, the eneregy method and the Laplace transform.

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 Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2014 written by Robert M. Kirby and published by Springer. This book was released on 2015-11-26 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contains a selection of high quality papers, chosen among the best presentations during the International Conference on Spectral and High-Order Methods (2014), and provides an overview of the depth and breadth of the activities within this important research area. The carefully reviewed selection of papers will provide the reader with a snapshot of the state-of-the-art and help initiate new research directions through the extensive biography.

Download or read book Spectral and High Order Methods for Partial Differential Equations written by Jan S. Hesthaven and published by Springer Science & Business Media. This book was released on 2010-10-29 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book contains a selection of high quality papers, chosen among the best presentations during the International Conference on Spectral and High-Order Methods (2009), and provides an overview of the depth and breadth of the activities within this important research area. The carefully reviewed selection of the papers will provide the reader with a snapshot of state-of-the-art and help initiate new research directions through the extensive bibliography.

Download or read book Time Dependent Problems and Difference Methods written by Bertil Gustafsson and published by John Wiley & Sons. This book was released on 2013-07-18 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition ". . . fills a considerable gap in the numerical analysis literature by providing a self-contained treatment . . . this is an important work written in a clear style . . . warmly recommended to any graduate student or researcher in the field of the numerical solution of partial differential equations." —SIAM Review Time-Dependent Problems and Difference Methods, Second Edition continues to provide guidance for the analysis of difference methods for computing approximate solutions to partial differential equations for time-dependent problems. The book treats differential equations and difference methods with a parallel development, thus achieving a more useful analysis of numerical methods. The Second Edition presents hyperbolic equations in great detail as well as new coverage on second-order systems of wave equations including acoustic waves, elastic waves, and Einstein equations. Compared to first-order hyperbolic systems, initial-boundary value problems for such systems contain new properties that must be taken into account when analyzing stability. Featuring the latest material in partial differential equations with new theorems, examples, and illustrations,Time-Dependent Problems and Difference Methods, Second Edition also includes: High order methods on staggered grids Extended treatment of Summation By Parts operators and their application to second-order derivatives Simplified presentation of certain parts and proofs Time-Dependent Problems and Difference Methods, Second Edition is an ideal reference for physical scientists, engineers, numerical analysts, and mathematical modelers who use numerical experiments to test designs and to predict and investigate physical phenomena. The book is also excellent for graduate-level courses in applied mathematics and scientific computations.

Download or read book Efficient High Order Discretizations for Computational Fluid Dynamics written by Martin Kronbichler and published by Springer Nature. This book was released on 2021-01-04 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book introduces modern high-order methods for computational fluid dynamics. As compared to low order finite volumes predominant in today's production codes, higher order discretizations significantly reduce dispersion errors, the main source of error in long-time simulations of flow at higher Reynolds numbers. A major goal of this book is to teach the basics of the discontinuous Galerkin (DG) method in terms of its finite volume and finite element ingredients. It also discusses the computational efficiency of high-order methods versus state-of-the-art low order methods in the finite difference context, given that accuracy requirements in engineering are often not overly strict. The book mainly addresses researchers and doctoral students in engineering, applied mathematics, physics and high-performance computing with a strong interest in the interdisciplinary aspects of computational fluid dynamics. It is also well-suited for practicing computational engineers who would like to gain an overview of discontinuous Galerkin methods, modern algorithmic realizations, and high-performance implementations.

Download or read book Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2016 written by Marco L. Bittencourt and published by Springer. This book was released on 2017-11-07 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book features a selection of high-quality papers chosen from the best presentations at the International Conference on Spectral and High-Order Methods (2016), offering an overview of the depth and breadth of the activities within this important research area. The carefully reviewed papers provide a snapshot of the state of the art, while the extensive bibliography helps initiate new research directions.

Download or read book High order finite difference approximations for hyperbolic problems written by Hannes Frenander and published by Linköping University Electronic Press. This book was released on 2017-01-24 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this thesis, we use finite difference operators with the Summation-By-Partsproperty (SBP) and a weak boundary treatment, known as SimultaneousApproximation Terms (SAT), to construct high-order accurate numerical schemes.The SBP property and the SAT’s makes the schemes provably stable. The numerical procedure is general, and can be applied to most problems, but we focus on hyperbolic problems such as the shallow water, Euler and wave equations. For a well-posed problem and a stable numerical scheme, data must be available at the boundaries of the domain. However, there are many scenarios where additional information is available inside the computational domain. In termsof well-posedness and stability, the additional information is redundant, but it can still be used to improve the performance of the numerical scheme. As a first contribution, we introduce a procedure for implementing additional data using SAT’s; we call the procedure the Multiple Penalty Technique (MPT). A stable and accurate scheme augmented with the MPT remains stable and accurate. Moreover, the MPT introduces free parameters that can be used to increase the accuracy, construct absorbing boundary layers, increase the rate of convergence and control the error growth in time. To model infinite physical domains, one need transparent artificial boundary conditions, often referred to as Non-Reflecting Boundary Conditions (NRBC). In general, constructing and implementing such boundary conditions is a difficult task that often requires various approximations of the frequency and range of incident angles of the incoming waves. In the second contribution of this thesis,we show how to construct NRBC’s by using SBP operators in time. In the final contribution of this thesis, we investigate long time error bounds for the wave equation on second order form. Upper bounds for the spatial and temporal derivatives of the error can be obtained, but not for the actual error. The theoretical results indicate that the error grows linearly in time. However, the numerical experiments show that the error is in fact bounded, and consequently that the derived error bounds are probably suboptimal.

Download or read book Introductory Finite Difference Methods for PDEs written by and published by Bookboon. This book was released on with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Implementing Spectral Methods for Partial Differential Equations written by David A. Kopriva and published by Springer Science & Business Media. This book was released on 2009-05-27 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explains how to solve partial differential equations numerically using single and multidomain spectral methods. It shows how only a few fundamental algorithms form the building blocks of any spectral code, even for problems with complex geometries.

Download or read book High Accuracy Algorithm For The Differential Equations Governing Anomalous Diffusion Algorithm And Models For Anomalous Diffusion written by Weihua Deng and published by World Scientific. This book was released on 2019-01-22 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to extend the application field of 'anomalous diffusion', and describe the newly built models and the simulation techniques to the models.The book first introduces 'anomalous diffusion' from the statistical physics point of view, then discusses the models characterizing anomalous diffusion and its applications, including the Fokker-Planck equation, the Feymann-Kac equations describing the functional distribution of the anomalous trajectories of the particles, and also the microscopic model — Langevin type equation. The second main part focuses on providing the high accuracy schemes for these kinds of models, and the corresponding convergence and stability analysis.

Download or read book Numerical Methods and Applications written by Ivan Dimov and published by Springer Science & Business Media. This book was released on 2011-01-14 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-conference proceedings of the 7th International Conference on Numerical Methods and Applications, NMA 2010, held in Borovets, Bulgaria, in August 2010. The 60 revised full papers presented together with 3 invited papers were carefully reviewed and selected from numerous submissions for inclusion in this book. The papers are organized in topical sections on Monte Carlo and quasi-Monte Carlo methods, environmental modeling, grid computing and applications, metaheuristics for optimization problems, and modeling and simulation of electrochemical processes.

Download or read book Numerical Methods for Partial Differential Equations written by Vitoriano Ruas and published by John Wiley & Sons. This book was released on 2016-04-28 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Iterative Splitting Methods for Differential Equations written by Juergen Geiser and published by CRC Press. This book was released on 2011-06-01 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations.In th

Download or read book Geometric Integrators for Differential Equations with Highly Oscillatory Solutions written by Xinyuan Wu and published by Springer Nature. This book was released on 2021-09-28 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: The idea of structure-preserving algorithms appeared in the 1980's. The new paradigm brought many innovative changes. The new paradigm wanted to identify the long-time behaviour of the solutions or the existence of conservation laws or some other qualitative feature of the dynamics. Another area that has kept growing in importance within Geometric Numerical Integration is the study of highly-oscillatory problems: problems where the solutions are periodic or quasiperiodic and have to be studied in time intervals that include an extremely large number of periods. As is known, these equations cannot be solved efficiently using conventional methods. A further study of novel geometric integrators has become increasingly important in recent years. The objective of this monograph is to explore further geometric integrators for highly oscillatory problems that can be formulated as systems of ordinary and partial differential equations. Facing challenging scientific computational problems, this book presents some new perspectives of the subject matter based on theoretical derivations and mathematical analysis, and provides high-performance numerical simulations. In order to show the long-time numerical behaviour of the simulation, all the integrators presented in this monograph have been tested and verified on highly oscillatory systems from a wide range of applications in the field of science and engineering. They are more efficient than existing schemes in the literature for differential equations that have highly oscillatory solutions. This book is useful to researchers, teachers, students and engineers who are interested in Geometric Integrators and their long-time behaviour analysis for differential equations with highly oscillatory solutions.

Download or read book Approximation and Stability Properties of Numerical Methods for Hyperbolic Conservation Laws written by Philipp Öffner and published by Springer Nature. This book was released on 2023-09-17 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book focuses on stability and approximation results concerning recent numerical methods for the numerical solution of hyperbolic conservation laws. The work begins with a detailed and thorough introduction of hyperbolic conservation/balance laws and their numerical treatment. In the main part, recent results in such context are presented focusing on the investigation of approximation properties of discontinuous Galerkin and flux reconstruction methods, the construction of (entropy) stable numerical methods and the extension of existing (entropy) stability results for both semidiscrete and fully discrete schemes, and development of new high-order methods.

Download or read book The Closest Point Method for Time dependent Processes on Surfaces written by Colin B. Macdonald and published by . This book was released on 2008 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis concerns the numerical solution of time-dependent partial differential equations (PDEs) on general surfaces using a recent technique known as the Closest Point Method. The Closest Point Method represents surfaces with a closest point representation which leads to great flexibility with respect to surface geometry, among other advantages. The computation itself alternates between two steps: first, an explicit time step is performed using standard finite difference techniques on a narrow band of grid points surrounding the surface embedded in a higher dimension; second, a closest point extension is used to maintain consistency with the original surface PDE. The Closest Point Method is applied to the important problem of interface motion on surfaces by using level set equations posed on surfaces. New weighted essentially non-oscillatory (WENO) interpolation schemes are derived to perform the necessary closest point extensions. This approach, in combination with standard Hamilton--Jacobi WENO finite difference schemes and explicit time stepping, gives high-order results (up to fifth-order) on a variety of test problems. Example computations are performed on a sphere, torus, triangulated human hand and Klein bottle to demonstrate the flexibility of the method. A new implicit Closest Point Method is presented for surface PDEs which are stiff, for example, because of diffusion terms. The method uses implicit time-stepping schemes to allow large steps but retains the flexibility with respect to surface geometry of the original explicit Closest Point Method. Numerical convergence studies on the heat equation and a fourth-order biharmonic problem demonstrate the accuracy of the method and a variety of example computations demonstrate its effectiveness. These include an image processing example of blurring on triangulated surfaces, heat diffusion on a surface consisting of multiple components connected by a thin filament and Turing pattern formation on surfaces using implicit--explicit (IMEX) time stepping. A class of time-stepping methods known as diagonally split Runge--Kutta (DSRK) methods is investigated. These methods appear promising because they offer both high-order convergence and unconditional contractivity (a nonlinear stability property). However, numerical computations and analysis of stage-order demonstrates that unconditionally contractive DSRK methods suffer from order reduction which severely limits their practical application.