Download or read book Finite Element Approximation to Mixed Initial Boundary Value Problems for First Order Hyperbolic Systems written by Suwon Tangmanee and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Initial and Mixed Initial and Boundary Value Problem for Hyperbolic Systems written by Peter D. Lax and published by . This book was released on 1951 with total page 48 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Finite Elements for Mixed Initial Boundary Value Problems for Hyperbolic Systems of Dissipative Type written by Daniel J. Duffy and published by . This book was released on 1977 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Finite Element Method for First Order Hyperbolic Systems written by Mitchell Luskin and published by . This book was released on 1980 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new finite element method is proposed for the numerical solution of a class of initial-boundary value problems for first order hyperbolic systems in one space dimension. An application of our procedure to a system modeling gas flow in a pipe is discussed. Asymptotic error estimates are derived in the L sq norm in space. (Author).

Download or read book Numerical Approximation of Hyperbolic Systems of Conservation Laws written by Edwige Godlewski and published by Springer Nature. This book was released on 2021-08-28 with total page 846 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is devoted to the theory and approximation by finite volume methods of nonlinear hyperbolic systems of conservation laws in one or two space variables. It follows directly a previous publication on hyperbolic systems of conservation laws by the same authors. Since the earlier work concentrated on the mathematical theory of multidimensional scalar conservation laws, this book will focus on systems and the theoretical aspects which are needed in the applications, such as the solution of the Riemann problem and further insights into more sophisticated problems, with special attention to the system of gas dynamics. This new edition includes more examples such as MHD and shallow water, with an insight on multiphase flows. Additionally, the text includes source terms and well-balanced/asymptotic preserving schemes, introducing relaxation schemes and addressing problems related to resonance and discontinuous fluxes while adding details on the low Mach number situation.

Download or read book Well posedness of Linear Hyperbolic Problems written by Aleksandr Mikhaĭlovich Blokhin and published by Nova Publishers. This book was released on 2006 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book will be useful for students and specialists of partial differential equations and the mathematical sciences because it clarifies crucial points of Kreiss' symmetrizer technique. The Kreiss technique was developed by H.O. Kreiss for initial boundary value problems for linear hyperbolic systems. This technique is important because it involves equations that are used in many of the applied sciences. The research presented in this book takes unique approaches to exploring the Kreiss technique that will add insight and new perspectives to linear hyperbolic problems"--Publ. web site.

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 Initial Boundary Value Problems for Linear Hyperbolic Systems written by Robert L. Higdon and published by . This book was released on 1983 with total page 75 pages. Available in PDF, EPUB and Kindle. Book excerpt: We discuss and interpret a theory developed by Kreiss and others for studying the suitability of boundary conditions for linear hyperbolic systems of partial differential equations. The existing theory is extremely technical. The present discussion is based on the characteristic variety of the system. The concept of characteristic variety leads to: (1) a physical interpretation of the theory in terms of wave propagation; (2) a physical and geometrical method for visualizing the algebraic structure of the system. The great complexity of the theory is caused by certain aspects of this structure. We also point out connections between the above work and a corresponding theory regarding the stability of finite difference approximations. (Author).

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 Solution of Partial Differential Equations by the Finite Element Method written by Claes Johnson and published by Courier Corporation. This book was released on 2012-05-23 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible introduction to the finite element method for solving numeric problems, this volume offers the keys to an important technique in computational mathematics. Suitable for advanced undergraduate and graduate courses, it outlines clear connections with applications and considers numerous examples from a variety of science- and engineering-related specialties.This text encompasses all varieties of the basic linear partial differential equations, including elliptic, parabolic and hyperbolic problems, as well as stationary and time-dependent problems. Additional topics include finite element methods for integral equations, an introduction to nonlinear problems, and considerations of unique developments of finite element techniques related to parabolic problems, including methods for automatic time step control. The relevant mathematics are expressed in non-technical terms whenever possible, in the interests of keeping the treatment accessible to a majority of students.

Download or read book Differential Equations and Applications written by Valarmathi Sigamani and published by Springer Nature. This book was released on 2022-01-24 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects select papers presented at the International Conference on Applications of Basic Sciences, held at Tiruchirappalli, Tamil Nadu, India, from 19-21 November 2019. The book discusses topics on singular perturbation problems, differential equations, numerical analysis, fuzzy logics, fuzzy differential equations, and mathematical physics, and their interdisciplinary applications in all areas of basic sciences: mathematics, physics, chemistry, and biology. It will be useful to researchers and scientists in all disciplines of basic sciences. This book will be very useful to know the different scientific approaches for a single physical system.

Download or read book Annual Research Briefs written by Center for Turbulence Research (U.S.) and published by . This book was released on 2007 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Accurate Finite difference Scheme and Finite element Method for some Partial Differential Equations written by Ulziibayar Vandondoo and published by Springer. This book was released on 2023-11-20 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is intended for graduate students, researchers and teachers. It is devoted to the construction of high-order schemes of the finite difference method and the finite element method for the solution of multidimensional boundary value problems for various partial differential equations, in particular, linear Helmholtz and wave equations, and nonlinear Burgers' equation. The finite difference method is a standard numerical method for solving boundary value problems. Recently, considerable attention has been paid to constructing an accurate (or exact) difference approximation for some ordinary and partial differential equations. An exact finite difference method is developed for Helmholtz and wave equations with general boundary conditions (including initial condition for wave equation) on the rectangular domain in R2. The method proposed here comes from [4] and is based on separation of variables method and expansion of one-dimensional three-point difference operators for sufficiently smooth solution. The efficiency and accuracy of the method have been tested on several examples.

Download or read book Finite Element Solution of Boundary Value Problems written by O. Axelsson and published by Academic Press. This book was released on 2014-05-10 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finite Element Solution of Boundary Value Problems: Theory and Computation provides an introduction to both the theoretical and computational aspects of the finite element method for solving boundary value problems for partial differential equations. This book is composed of seven chapters and begins with surveys of the two kinds of preconditioning techniques, one based on the symmetric successive overrelaxation iterative method for solving a system of equations and a form of incomplete factorization. The subsequent chapters deal with the concepts from functional analysis of boundary value problems. These topics are followed by discussions of the Ritz method, which minimizes the quadratic functional associated with a given boundary value problem over some finite-dimensional subspace of the original space of functions. Other chapters are devoted to direct methods, including Gaussian elimination and related methods, for solving a system of linear algebraic equations. The final chapter continues the analysis of preconditioned conjugate gradient methods, concentrating on applications to finite element problems. This chapter also looks into the techniques for reducing rounding errors in the iterative solution of finite element equations. This book will be of value to advanced undergraduates and graduates in the areas of numerical analysis, mathematics, and computer science, as well as for theoretically inclined workers in engineering and the physical sciences.

Download or read book Advanced Numerical Approximation of Nonlinear Hyperbolic Equations written by B. Cockburn and published by C.I.M.E. Foundation Subseries. This book was released on 1998-11-18 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the texts of the four series of lectures presented by B.Cockburn, C.Johnson, C.W. Shu and E.Tadmor at a C.I.M.E. Summer School. It is aimed at providing a comprehensive and up-to-date presentation of numerical methods which are nowadays used to solve nonlinear partial differential equations of hyperbolic type, developing shock discontinuities. The most effective methodologies in the framework of finite elements, finite differences, finite volumes spectral methods and kinetic methods, are addressed, in particular high-order shock capturing techniques, discontinuous Galerkin methods, adaptive techniques based upon a-posteriori error analysis.

Download or read book Mathematical Aspects of Finite Elements in Partial Differential Equations written by Carl de Boor and published by Academic Press. This book was released on 2014-05-10 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical Aspects of Finite Elements in Partial Differential Equations addresses the mathematical questions raised by the use of finite elements in the numerical solution of partial differential equations. This book covers a variety of topics, including finite element method, hyperbolic partial differential equation, and problems with interfaces. Organized into 13 chapters, this book begins with an overview of the class of finite element subspaces with numerical examples. This text then presents as models the Dirichlet problem for the potential and bipotential operator and discusses the question of non-conforming elements using the classical Ritz- and least-squares-method. Other chapters consider some error estimates for the Galerkin problem by such energy considerations. This book discusses as well the spatial discretization of problem and presents the Galerkin method for ordinary differential equations using polynomials of degree k. The final chapter deals with the continuous-time Galerkin method for the heat equation. This book is a valuable resource for mathematicians.

Download or read book Finite Element Methods written by Michel Krizek and published by Routledge. This book was released on 2017-11-22 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: ""Based on the proceedings of the first conference on superconvergence held recently at the University of Jyvaskyla, Finland. Presents reviewed papers focusing on superconvergence phenomena in the finite element method. Surveys for the first time all known superconvergence techniques, including their proofs.