Download or read book The Theory of Difference Schemes written by Alexander A. Samarskii and published by CRC Press. This book was released on 2001-03-29 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Theory of Difference Schemes emphasizes solutions to boundary value problems through multiple difference schemes. It addresses the construction of approximate numerical methods and computer algorithms for solving mathematical physics problems. The book also develops mathematical models for obtaining desired solutions in minimal time using direct or iterative difference equations. Mathematical Reviews said it is "well-written [and] an excellent book, with a wealth of mathematical material and techniques."
Download or read book The Theory of Difference Schemes written by Alexander A. Samarskii and published by CRC Press. This book was released on 2001-03-29 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Theory of Difference Schemes emphasizes solutions to boundary value problems through multiple difference schemes. It addresses the construction of approximate numerical methods and computer algorithms for solving mathematical physics problems. The book also develops mathematical models for obtaining desired solutions in minimal time using direct or iterative difference equations. Mathematical Reviews said it is "well-written [and] an excellent book, with a wealth of mathematical material and techniques."
Download or read book New Difference Schemes for Partial Differential Equations written by Allaberen Ashyralyev and published by Birkhäuser. This book was released on 2012-12-06 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores new difference schemes for approximating the solutions of regular and singular perturbation boundary-value problems for PDEs. The construction is based on the exact difference scheme and Taylor's decomposition on the two or three points, which permits investigation of differential equations with variable coefficients and regular and singular perturbation boundary value problems.
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 Difference Schemes written by S.K. Godunov and published by Elsevier. This book was released on 1987-05-01 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Much applied and theoretical research in natural sciences leads to boundary-value problems stated in terms of differential equations. When solving these problems with computers, the differential problems are replaced approximately by difference schemes. This book is an introduction to the theory of difference schemes, and was written as a textbook for university mathematics and physics departments and for technical universities. Some sections of the book will be of interest to computations specialists. While stressing a mathematically rigorous treatment of model problems, the book also demonstrates the relation between theory and computer experiments, using difference schemes created for practical computations.
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 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 Difference Equations Second Edition written by R Mickens and published by CRC Press. This book was released on 1991-01-01 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, the study of difference equations has acquired a new significance, due in large part to their use in the formulation and analysis of discrete-time systems, the numerical integration of differential equations by finite-difference schemes, and the study of deterministic chaos. The second edition of Difference Equations: Theory and Applications provides a thorough listing of all major theorems along with proofs. The text treats the case of first-order difference equations in detail, using both analytical and geometrical methods. Both ordinary and partial difference equations are considered, along with a variety of special nonlinear forms for which exact solutions can be determined. Numerous worked examples and problems allow readers to fully understand the material in the text. They also give possible generalization of the theorems and application models. The text's expanded coverage of application helps readers appreciate the benefits of using difference equations in the modeling and analysis of "realistic" problems from a broad range of fields. The second edition presents, analyzes, and discusses a large number of applications from the mathematical, biological, physical, and social sciences. Discussions on perturbation methods and difference equation models of differential equation models of differential equations represent contributions by the author to the research literature. Reference to original literature show how the elementary models of the book can be extended to more realistic situations. Difference Equations, Second Edition gives readers a background in discrete mathematics that many workers in science-oriented industries need as part of their general scientific knowledge. With its minimal mathematical background requirements of general algebra and calculus, this unique volume will be used extensively by students and professional in science and technology, in areas such as applied mathematics, control theory, population science, economics, and electronic circuits, especially discrete signal processing.
Download or read book Nonstandard Finite Difference Schemes Methodology And Applications written by Ronald E Mickens and published by World Scientific. This book was released on 2020-11-11 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition of Nonstandard Finite Difference Models of Differential Equations provides an update on the progress made in both the theory and application of the NSFD methodology during the past two and a half decades. In addition to discussing details related to the determination of the denominator functions and the nonlocal discrete representations of functions of dependent variables, we include many examples illustrating just how this should be done.Of real value to the reader is the inclusion of a chapter listing many exact difference schemes, and a chapter giving NSFD schemes from the research literature. The book emphasizes the critical roles played by the 'principle of dynamic consistency' and the use of sub-equations for the construction of valid NSFD discretizations of differential equations.
Download or read book High Accuracy Non Centered Compact Difference Schemes for Fluid Dynamics Applications written by A I Tolstykh and published by World Scientific. This book was released on 1994-09-09 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book which describes completely the nontraditional difference schemes which combine the ideas of Padé-type approximation and upwind differencing. These possess some favorable properties and can be used to solve various problems in fluid dynamics and related disciplines. They were proposed by the author in the seventies and are extensively used in Russia. However, they seem to be relatively unknown outside the country. In this book, the author presents the theory of the schemes, to provide some sophisticated algorithms for different computational fluid dynamics problems, to supply readers with useful information which would permit them to construct a rich variety of algorithms of this type and to illustrate the applications of these methods to the numerical simulation of various fluid dynamics phenomena, ranging from supersonic viscous flows to some atmosphere and ocean processes. This book is an essential guide for anyone keenly interested in this field. Contents:IntroductionThird-Order Schemes with Compact Upwind DifferencingSome Extensions of Basic IdeasFifth-Order Non-Centered Compact SchemesHyperbolic SystemsCompact Upwind Schemes for Convection-Diffusion EquationsMultidimensional ProblemsCompressible Gas Flows Described by Navier-Stokes EquationsApplications to Incompressible Flow ProblemsA Solution-Dependent Coordinates for Grid GenerationSome Relevant Mathematical TopicsBibliographyIndex Readership: Applied mathematicians. keywords:High-Order Finite Difference Methods;Non-Centered Compact Differencing Operators;Upwind Compact Differencing;Upwind Compact Difference Schemes;For Hyperbolic Equations and Systems;For Compressible Navier Stokes Equations;For Incompressible Navier Stokes Equations;Primitive Variables Formulation Algorithms;Vorticity-Stream Function Formulation Algorithms;Solutions Procedures Relevant to Compact Schemes
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 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 Ocean Acoustic Propagation by Finite Difference Methods written by D. Lee and published by Elsevier. This book was released on 2014-06-28 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise guide to the theory and application of numerical methods for predicting ocean acoustic propagation, also providing an introduction to numerical methods, with an overview of those methods presently in use. An in-depth development of the implicit-finite-difference technique is presented together with bench-mark test examples included to demonstrate its application to realistic ocean environments. Other applications include atmospheric acoustics, plasma physics, quantum mechanics, optics and seismology.
Download or read book Nonstandard Finite Difference Models of Differential Equations written by Ronald E. Mickens and published by World Scientific. This book was released on 1994 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a clear summary of the work of the author on the construction of nonstandard finite difference schemes for the numerical integration of differential equations. The major thrust of the book is to show that discrete models of differential equations exist such that the elementary types of numerical instabilities do not occur. A consequence of this result is that in general bigger step-sizes can often be used in actual calculations and/or finite difference schemes can be constructed that are conditionally stable in many instances whereas in using standard techniques no such schemes exist. The theoretical basis of this work is centered on the concepts of ?exact? and ?best? finite difference schemes. In addition, a set of rules is given for the discrete modeling of derivatives and nonlinear expressions that occur in differential equations. These rules often lead to a unique nonstandard finite difference model for a given differential equation.
Download or read book Finite Difference Computing with PDEs written by Hans Petter Langtangen and published by Springer. This book was released on 2017-06-21 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Well Posedness of Parabolic Difference Equations written by A. Ashyralyev and published by Birkhäuser. This book was released on 2012-12-06 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: A well-known and widely applied method of approximating the solutions of problems in mathematical physics is the method of difference schemes. Modern computers allow the implementation of highly accurate ones; hence, their construction and investigation for various boundary value problems in mathematical physics is generating much current interest. The present monograph is devoted to the construction of highly accurate difference schemes for parabolic boundary value problems, based on Padé approximations. The investigation is based on a new notion of positivity of difference operators in Banach spaces, which allows one to deal with difference schemes of arbitrary order of accuracy. Establishing coercivity inequalities allows one to obtain sharp, that is, two-sided estimates of convergence rates. The proofs are based on results in interpolation theory of linear operators. This monograph will be of value to professional mathematicians as well as advanced students interested in the fields of functional analysis and partial differential equations.
Download or read book The Geometry of Schemes written by David Eisenbud and published by Springer Science & Business Media. This book was released on 2006-04-06 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: Grothendieck’s beautiful theory of schemes permeates modern algebraic geometry and underlies its applications to number theory, physics, and applied mathematics. This simple account of that theory emphasizes and explains the universal geometric concepts behind the definitions. In the book, concepts are illustrated with fundamental examples, and explicit calculations show how the constructions of scheme theory are carried out in practice.
