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 Partial Differential Equations Finite Difference Methods written by J.W. Thomas and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: What makes this book stand out from the competition is that it is more computational. Once done with both volumes, readers will have the tools to attack a wider variety of problems than those worked out in the competitors' books. The author stresses the use of technology throughout the text, allowing students to utilize it as much as possible.

Download or read book Finite Difference Approximations to Solutions of Partial Differential Equations written by Burton Wendroff and published by . This book was released on 1957 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Solution of Partial Differential Equations by Finite Difference Approximations written by Lewis Hall Msc and published by Independently Published. This book was released on 2018-09-14 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive performance analysis of the Finite Difference Method for the solution of Partial Differential Equations. Providing an in-depth understanding of; Finite Difference Methods, their applications, theoretical basis, the full derivation of Taylor Series Expansions and the construction of a working Computational Domain Grid System. Furthermore, detailing and showing how to effectively employ the Finite Difference Method, through the implementation of Finite Difference Schemes, to obtain accurate, stable and consistent numerical solutions for Partial Differential Equations, which model a multitude of varying dynamic processes. Moreover, it contains a detailed, thorough performance analysis investigation of three different Finite Difference Method schemes, when they are employed to obtain accurate numerical solutions for a fluid flow heat transfer process that is modelled by a first order Partial Differential Equation. These three schemes are the Forward-Time-Backwards-Space, Lax and Lax Wendroff Finite Difference Method schemes. Additionally, it explains the criteria that is required for optimal scheme stability, consistency and convergence. A brief breakdown of what the book contains;* A Description of the processes required to conduct an effective performance analysis of Finite Difference Method Schemes. * It specifies and explains the Forward-Time-Backwards-Space, Lax and Lax-Wendroff Finite Difference Scheme equations.* Explanations of the concepts of Finite Difference Method Stability, Consistency and Convergence. * The full derivations of the Taylor Series Expansions of the Forward-Time-Backwards-Space, Lax and Lax-Wendroff Finite Difference Scheme equations.* The development of an effective Finite Difference Method Computational Grid System, that can be used to calculate accurate numerical solutions for Partial Differential Equations. * A comprehensive end-to-end performance analysis of the three schemes for a fluid flow heat transfer process.* A discussion of the usefulness of the Finite Difference Method for solving Partial Differential Equations.* An overview of how to select an optimal Finite Difference Method scheme for accurate numerical solutions.You will gain valuable knowledge of the Finite Difference Method and its applications, expanding your expertise and intellect in this area of mathematics. Additionally, it will enable you to develop a systematic understanding of how to use Finite Difference Schemes to solve Partial Differential Equations and obtain accurate numerical solutions for dynamic processes. The book is self-contained allowing you to understand and conduct a Finite Difference Method performance analysis, so that you can apply the concepts to any process that is modelled by hyperbolic Partial Differential Equations. Furthermore, it is particularly valuable to; academics, educators, scholars, engineering industry professionals, and students. Especially, postgraduate Master's and undergraduate students. Assisting those who work/operate/study in the fields of Aerodynamics, Mathematics, Aerospace, Fluid Dynamics and Fluid Mechanics. Overall, this book will save you countless hours of research and reading, since the information contained within is distilled, concentrated and assimilated in an effective manner to help you to develop a deep understanding regarding the performance of the Finite Difference Method.

Download or read book NUMERICAL SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS USING FINITE DIFFERENCE METHOD AND MATHEMATICA written by SUJAUL CHOWDHURY and published by American Academic Press. This book was released on 2019-01-14 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is intended for graduate students of Engineering, Mathematics and Physics. We have numerically solved Hyperbolic and Parabolic partial differential equations with various initial conditions using Finite Difference Method and Mathematica. Replacing derivatives by finite difference approximations in these differential equations in conjunction with boundary conditions and initial conditions lead to equations relating numerical solutions at various position and time. These relations are intricate in that numerical value of the solution at one particular position and time is related with that at several other position and time. We have surmounted the intricacies by writing programs in Mathematica 6.0 that neatly provide systematic tabulation of the numerical values for all necessary position and time. This enabled us to plot the solutions as functions of position and time. Comparison with analytic solutions revealed nearly perfect match in every case. We have demonstrated conditions under which the nearly perfect match can be obtained even for larger increments in position or time.

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 Analysis of Finite Difference Schemes written by Boško S. Jovanović and published by Springer Science & Business Media. This book was released on 2013-10-22 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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 Numerical Approximation of Partial Differential Equations written by Sören Bartels and published by Springer. This book was released on 2016-06-02 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finite element methods for approximating partial differential equations have reached a high degree of maturity, and are an indispensible tool in science and technology. This textbook aims at providing a thorough introduction to the construction, analysis, and implementation of finite element methods for model problems arising in continuum mechanics. The first part of the book discusses elementary properties of linear partial differential equations along with their basic numerical approximation, the functional-analytical framework for rigorously establishing existence of solutions, and the construction and analysis of basic finite element methods. The second part is devoted to the optimal adaptive approximation of singularities and the fast iterative solution of linear systems of equations arising from finite element discretizations. In the third part, the mathematical framework for analyzing and discretizing saddle-point problems is formulated, corresponding finte element methods are analyzed, and particular applications including incompressible elasticity, thin elastic objects, electromagnetism, and fluid mechanics are addressed. The book includes theoretical problems and practical projects for all chapters, and an introduction to the implementation of finite element methods.

Download or read book The Finite Difference Method in Partial Differential Equations written by A. R. Mitchell and published by . This book was released on 1980-03-10 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Extensively revised edition of Computational Methods in Partial Differential Equations. A more general approach has been adopted for the splitting of operators for parabolic and hyperbolic equations to include Richtmyer and Strang type splittings in addition to alternating direction implicit and locally one dimensional methods. A description of the now standard factorization and SOR/ADI iterative techniques for solving elliptic difference equations has been supplemented with an account or preconditioned conjugate gradient methods which are currently gaining in popularity. Prominence is also given to the Galerkin method using different test and trial functions as a means of constructing difference approximations to both elliptic and time dependent problems. The applications of finite difference methods have been revised and contain examples involving the treatment of singularities in elliptic equations, free and moving boundary problems, as well as modern developments in computational fluid dynamics. Emphasis throughout is on clear exposition of the construction and solution of difference equations. Material is reinforced with theoretical results when appropriate.

Download or read book Numerical Approximation of Partial Differential Equations written by Alfio Quarteroni and published by Springer Science & Business Media. This book was released on 2009-02-11 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everything is more simple than one thinks but at the same time more complex than one can understand Johann Wolfgang von Goethe To reach the point that is unknown to you, you must take the road that is unknown to you St. John of the Cross This is a book on the numerical approximation ofpartial differential equations (PDEs). Its scope is to provide a thorough illustration of numerical methods (especially those stemming from the variational formulation of PDEs), carry out their stability and convergence analysis, derive error bounds, and discuss the algorithmic aspects relative to their implementation. A sound balancing of theoretical analysis, description of algorithms and discussion of applications is our primary concern. Many kinds of problems are addressed: linear and nonlinear, steady and time-dependent, having either smooth or non-smooth solutions. Besides model equations, we consider a number of (initial-) boundary value problems of interest in several fields of applications. Part I is devoted to the description and analysis of general numerical methods for the discretization of partial differential equations. A comprehensive theory of Galerkin methods and its variants (Petrov Galerkin and generalized Galerkin), as wellas ofcollocationmethods, is devel oped for the spatial discretization. This theory is then specified to two numer ical subspace realizations of remarkable interest: the finite element method (conforming, non-conforming, mixed, hybrid) and the spectral method (Leg endre and Chebyshev expansion).

Download or read book Essential Partial Differential Equations written by David F. Griffiths and published by Springer. This book was released on 2015-09-24 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an introduction to the analytical and numerical aspects of partial differential equations (PDEs). It unifies an analytical and computational approach for these; the qualitative behaviour of solutions being established using classical concepts: maximum principles and energy methods. Notable inclusions are the treatment of irregularly shaped boundaries, polar coordinates and the use of flux-limiters when approximating hyperbolic conservation laws. The numerical analysis of difference schemes is rigorously developed using discrete maximum principles and discrete Fourier analysis. A novel feature is the inclusion of a chapter containing projects, intended for either individual or group study, that cover a range of topics such as parabolic smoothing, travelling waves, isospectral matrices, and the approximation of multidimensional advection–diffusion problems. The underlying theory is illustrated by numerous examples and there are around 300 exercises, designed to promote and test understanding. They are starred according to level of difficulty. Solutions to odd-numbered exercises are available to all readers while even-numbered solutions are available to authorised instructors. Written in an informal yet rigorous style, Essential Partial Differential Equations is designed for mathematics undergraduates in their final or penultimate year of university study, but will be equally useful for students following other scientific and engineering disciplines in which PDEs are of practical importance. The only prerequisite is a familiarity with the basic concepts of calculus and linear algebra.

Download or read book On Difference Methods for the Solution of Partial Differential Equations of Mixed Type written by Hajimu Ogawa and published by . This book was released on 1960 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Numerical Solution of Partial Differential Equations in Science and Engineering written by Leon Lapidus and published by John Wiley & Sons. This book was released on 1999-07-08 with total page 710 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews of Numerical Solution of Partial Differential Equations in Science and Engineering: "The book by Lapidus and Pinder is a very comprehensive, even exhaustive, survey of the subject . . . [It] is unique in that it covers equally finite difference and finite element methods." Burrelle's "The authors have selected an elementary (but not simplistic) mode of presentation. Many different computational schemes are described in great detail . . . Numerous practical examples and applications are described from beginning to the end, often with calculated results given." Mathematics of Computing "This volume . . . devotes its considerable number of pages to lucid developments of the methods [for solving partial differential equations] . . . the writing is very polished and I found it a pleasure to read!" Mathematics of Computation Of related interest . . . NUMERICAL ANALYSIS FOR APPLIED SCIENCE Myron B. Allen and Eli L. Isaacson. A modern, practical look at numerical analysis, this book guides readers through a broad selection of numerical methods, implementation, and basic theoretical results, with an emphasis on methods used in scientific computation involving differential equations. 1997 (0-471-55266-6) 512 pp. APPLIED MATHEMATICS Second Edition, J. David Logan. Presenting an easily accessible treatment of mathematical methods for scientists and engineers, this acclaimed work covers fluid mechanics and calculus of variations as well as more modern methods-dimensional analysis and scaling, nonlinear wave propagation, bifurcation, and singular perturbation. 1996 (0-471-16513-1) 496 pp.

Download or read book Numerical Solution of Partial Differential Equations written by K. W. Morton and published by Cambridge University Press. This book was released on 2005-04-11 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition of a highly successful graduate text presents a complete introduction to partial differential equations and numerical analysis. Revised to include new sections on finite volume methods, modified equation analysis, and multigrid and conjugate gradient methods, the second edition brings the reader up-to-date with the latest theoretical and industrial developments. First Edition Hb (1995): 0-521-41855-0 First Edition Pb (1995): 0-521-42922-6

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 Group Explicit Methods for the Numerical Solution of Partial Differential Equations written by David J. Evans and published by CRC Press. This book was released on 1997-05-22 with total page 478 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new class of methods, termed "group explicit methods," is introduced in this text. Their applications to solve parabolic, hyperbolic and elliptic equations are outlined, and the advantages for their implementation on parallel computers clearly portrayed. Also included are the introductory and fundamental concepts from which the new methods are derived, and on which they are dependent. With the increasing advent of parallel computing into all aspects of computational mathematics, there is no doubt that the new methods will be widely used.