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Author: M. Necati Özişik
Publisher: CRC Press
ISBN: 1482243466
Category : Science
Languages : en
Pages : 580
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Book Description
Finite Difference Methods in Heat Transfer, Second Edition focuses on finite difference methods and their application to the solution of heat transfer problems. Such methods are based on the discretization of governing equations, initial and boundary conditions, which then replace a continuous partial differential problem by a system of algebraic equations. Finite difference methods are a versatile tool for scientists and for engineers. This updated book serves university students taking graduate-level coursework in heat transfer, as well as being an important reference for researchers and engineering. Features Provides a self-contained approach in finite difference methods for students and professionals Covers the use of finite difference methods in convective, conductive, and radiative heat transfer Presents numerical solution techniques to elliptic, parabolic, and hyperbolic problems Includes hybrid analytical–numerical approaches
Author: M. Necati Özişik
Publisher: CRC Press
ISBN: 1482243466
Category : Science
Languages : en
Pages : 580
Get Book Here
Book Description
Finite Difference Methods in Heat Transfer, Second Edition focuses on finite difference methods and their application to the solution of heat transfer problems. Such methods are based on the discretization of governing equations, initial and boundary conditions, which then replace a continuous partial differential problem by a system of algebraic equations. Finite difference methods are a versatile tool for scientists and for engineers. This updated book serves university students taking graduate-level coursework in heat transfer, as well as being an important reference for researchers and engineering. Features Provides a self-contained approach in finite difference methods for students and professionals Covers the use of finite difference methods in convective, conductive, and radiative heat transfer Presents numerical solution techniques to elliptic, parabolic, and hyperbolic problems Includes hybrid analytical–numerical approaches
Author: M. Necati Özişik
Publisher: CRC Press
ISBN: 1351686992
Category : Science
Languages : en
Pages : 432
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Book Description
Finite Difference Methods in Heat Transfer presents a clear, step-by-step delineation of finite difference methods for solving engineering problems governed by ordinary and partial differential equations, with emphasis on heat transfer applications. The finite difference techniques presented apply to the numerical solution of problems governed by similar differential equations encountered in many other fields. Fundamental concepts are introduced in an easy-to-follow manner. Representative examples illustrate the application of a variety of powerful and widely used finite difference techniques. The physical situations considered include the steady state and transient heat conduction, phase-change involving melting and solidification, steady and transient forced convection inside ducts, free convection over a flat plate, hyperbolic heat conduction, nonlinear diffusion, numerical grid generation techniques, and hybrid numerical-analytic solutions.
Author: Necati Ozisik
Publisher: CRC Press
ISBN: 9780849324918
Category : Science
Languages : en
Pages : 432
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Book Description
Finite Difference Methods in Heat Transfer presents a clear, step-by-step delineation of finite difference methods for solving engineering problems governed by ordinary and partial differential equations, with emphasis on heat transfer applications. The finite difference techniques presented apply to the numerical solution of problems governed by similar differential equations encountered in many other fields. Fundamental concepts are introduced in an easy-to-follow manner. Representative examples illustrate the application of a variety of powerful and widely used finite difference techniques. The physical situations considered include the steady state and transient heat conduction, phase-change involving melting and solidification, steady and transient forced convection inside ducts, free convection over a flat plate, hyperbolic heat conduction, nonlinear diffusion, numerical grid generation techniques, and hybrid numerical-analytic solutions.
Author: David R. Croft
Publisher: Elsevier Science & Technology
ISBN:
Category : Science
Languages : en
Pages : 302
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Book Description
Author: Daniel J. Duffy
Publisher: John Wiley & Sons
ISBN: 1118856481
Category : Business & Economics
Languages : en
Pages : 452
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Book Description
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.
Author: M. N. Ozisik
Publisher: CRC-Press
ISBN: 9780849324918
Category : Technology & Engineering
Languages : en
Pages : 0
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Book Description
Finite Difference Methods in Heat Transfer presents a clear, step-by-step delineation of finite difference methods for solving engineering problems governed by ordinary and partial differential equations, with emphasis on heat transfer applications. The finite difference techniques presented apply to the numerical solution of problems governed by similar differential equations encountered in many other fields. Fundamental concepts are introduced in an easy-to-follow manner. Representative examples illustrate the application of a variety of powerful and widely used finite difference techniques. The physical situations considered include the steady state and transient heat conduction, phase-change involving melting and solidification, steady and transient forced convection inside ducts, free convection over a flat plate, hyperbolic heat conduction, nonlinear diffusion, numerical grid generation techniques, and hybrid numerical-analytic solutions.
Author: Roland W. Lewis
Publisher: John Wiley & Sons
ISBN: 9780471943624
Category : Science
Languages : en
Pages : 296
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Book Description
Heat transfer analysis is a problem of major significance in a vast range of industrial applications. These extend over the fields of mechanical engineering, aeronautical engineering, chemical engineering and numerous applications in civil and electrical engineering. If one considers the heat conduction equation alone the number of practical problems amenable to solution is extensive. Expansion of the work to include features such as phase change, coupled heat and mass transfer, and thermal stress analysis provides the engineer with the capability to address a further series of key engineering problems. The complexity of practical problems is such that closed form solutions are not generally possible. The use of numerical techniques to solve such problems is therefore considered essential, and this book presents the use of the powerful finite element method in heat transfer analysis. Starting with the fundamental general heat conduction equation, the book moves on to consider the solution of linear steady state heat conduction problems, transient analyses and non-linear examples. Problems of melting and solidification are then considered at length followed by a chapter on convection. The application of heat and mass transfer to drying problems and the calculation of both thermal and shrinkage stresses conclude the book. Numerical examples are used to illustrate the basic concepts introduced. This book is the outcome of the teaching and research experience of the authors over a period of more than 20 years.
Author: Robert W. Hornbeck
Publisher:
ISBN:
Category : Differential equations, Hyperbolic
Languages : en
Pages : 354
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Book Description
"It is the purpose of this book to present the finite difference formulation and method of solution for a wide variety of fluid flow problems with associated heat transfer. Only a few direct results from these formulations will be given as examples, since the book is intended primarily to serve as a discussion of the techniques and as a starting point for further investigations; however, the formulations are sufficiently complete that a workable computer program may be written from them."--p. iii.
Author: M. Necati Özişik
Publisher:
ISBN: 9780070664609
Category : Heat
Languages : en
Pages : 780
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Book Description
Author: Suhas Patankar
Publisher: CRC Press
ISBN: 1351991515
Category : Science
Languages : en
Pages : 218
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Book Description
This book focuses on heat and mass transfer, fluid flow, chemical reaction, and other related processes that occur in engineering equipment, the natural environment, and living organisms. Using simple algebra and elementary calculus, the author develops numerical methods for predicting these processes mainly based on physical considerations. Through this approach, readers will develop a deeper understanding of the underlying physical aspects of heat transfer and fluid flow as well as improve their ability to analyze and interpret computed results.
