Adaptive Method of Lines

Adaptive Method of Lines PDF Author: A, Vande Wouwer
Publisher: CRC Press
ISBN: 1420035614
Category : Mathematics
Languages : en
Pages : 435

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Book Description
The general Method of Lines (MOL) procedure provides a flexible format for the solution of all the major classes of partial differential equations (PDEs) and is particularly well suited to evolutionary, nonlinear wave PDEs. Despite its utility, however, there are relatively few texts that explore it at a more advanced level and reflect the method's

Adaptive Method of Lines

Adaptive Method of Lines PDF Author: A, Vande Wouwer
Publisher: CRC Press
ISBN: 1420035614
Category : Mathematics
Languages : en
Pages : 435

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Book Description
The general Method of Lines (MOL) procedure provides a flexible format for the solution of all the major classes of partial differential equations (PDEs) and is particularly well suited to evolutionary, nonlinear wave PDEs. Despite its utility, however, there are relatively few texts that explore it at a more advanced level and reflect the method's

The Numerical Method of Lines

The Numerical Method of Lines PDF Author: William E. Schiesser
Publisher: Elsevier
ISBN: 0128015519
Category : Mathematics
Languages : en
Pages : 341

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Book Description
This is the first book on the numerical method of lines, a relatively new method for solving partial differential equations. The Numerical Method of Lines is also the first book to accommodate all major classes of partial differential equations. This is essentially an applications book for computer scientists. The author will separately offer a disk of FORTRAN 77 programs with 250 specific applications, ranging from "Shuttle Launch Simulation" to "Temperature Control of a Nuclear Fuel Rod."

Rosenbrock—Wanner–Type Methods

Rosenbrock—Wanner–Type Methods PDF Author: Tim Jax
Publisher: Springer Nature
ISBN: 3030768104
Category : Mathematics
Languages : en
Pages : 125

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Book Description
This book discusses the development of the Rosenbrock—Wanner methods from the origins of the idea to current research with the stable and efficient numerical solution and differential-algebraic systems of equations, still in focus. The reader gets a comprehensive insight into the classical methods as well as into the development and properties of novel W-methods, two-step and exponential Rosenbrock methods. In addition, descriptive applications from the fields of water and hydrogen network simulation and visual computing are presented.

Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB

Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB PDF Author: Alain Vande Wouwer
Publisher: Springer
ISBN: 3319067907
Category : Technology & Engineering
Languages : en
Pages : 416

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Book Description
Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB shows the reader how to exploit a fuller array of numerical methods for the analysis of complex scientific and engineering systems than is conventionally employed. The book is dedicated to numerical simulation of distributed parameter systems described by mixed systems of algebraic equations, ordinary differential equations (ODEs) and partial differential equations (PDEs). Special attention is paid to the numerical method of lines (MOL), a popular approach to the solution of time-dependent PDEs, which proceeds in two basic steps: spatial discretization and time integration. Besides conventional finite-difference and element techniques, more advanced spatial-approximation methods are examined in some detail, including nonoscillatory schemes and adaptive-grid approaches. A MOL toolbox has been developed within MATLAB®/OCTAVE/SCILAB. In addition to a set of spatial approximations and time integrators, this toolbox includes a collection of application examples, in specific areas, which can serve as templates for developing new programs. Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB provides a practical introduction to some advanced computational techniques for dynamic system simulation, supported by many worked examples in the text, and a collection of codes available for download from the book’s page at www.springer.com. This text is suitable for self-study by practicing scientists and engineers and as a final-year undergraduate course or at the graduate level.

Time-discrete Method Of Lines For Options And Bonds, The: A Pde Approach

Time-discrete Method Of Lines For Options And Bonds, The: A Pde Approach PDF Author: Gunter H Meyer
Publisher: World Scientific
ISBN: 9814619698
Category : Business & Economics
Languages : en
Pages : 286

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Book Description
Few financial mathematical books have discussed mathematically acceptable boundary conditions for the degenerate diffusion equations in finance. In The Time-Discrete Method of Lines for Options and Bonds, Gunter H Meyer examines PDE models for financial derivatives and shows where the Fichera theory requires the pricing equation at degenerate boundary points, and what modifications of it lead to acceptable tangential boundary conditions at non-degenerate points on computational boundaries when no financial data are available.Extensive numerical simulations are carried out with the method of lines to examine the influence of the finite computational domain and of the chosen boundary conditions on option and bond prices in one and two dimensions, reflecting multiple assets, stochastic volatility, jump diffusion and uncertain parameters. Special emphasis is given to early exercise boundaries, prices and their derivatives near expiration. Detailed graphs and tables are included which may serve as benchmark data for solutions found with competing numerical methods.

Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations

Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations PDF Author: Willem Hundsdorfer
Publisher: Springer Science & Business Media
ISBN: 3662090171
Category : Technology & Engineering
Languages : en
Pages : 479

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Book Description
Unique book on Reaction-Advection-Diffusion problems

Time-Dependent Problems and Difference Methods

Time-Dependent Problems and Difference Methods PDF Author: Bertil Gustafsson
Publisher: John Wiley & Sons
ISBN: 1118548523
Category : Mathematics
Languages : en
Pages : 464

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Book Description
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.

Adaptive Moving Mesh Methods

Adaptive Moving Mesh Methods PDF Author: Weizhang Huang
Publisher: Springer Science & Business Media
ISBN: 1441979166
Category : Mathematics
Languages : en
Pages : 446

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Book Description
This book is about adaptive mesh generation and moving mesh methods for the numerical solution of time-dependent partial differential equations. It presents a general framework and theory for adaptive mesh generation and gives a comprehensive treatment of moving mesh methods and their basic components, along with their application for a number of nontrivial physical problems. Many explicit examples with computed figures illustrate the various methods and the effects of parameter choices for those methods. Graduate students, researchers and practitioners working in this area will benefit from this book.

Solving PDEs in Python

Solving PDEs in Python PDF Author: Hans Petter Langtangen
Publisher: Springer
ISBN: 3319524623
Category : Computers
Languages : en
Pages : 152

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Book Description
This book offers a concise and gentle introduction to finite element programming in Python based on the popular FEniCS software library. Using a series of examples, including the Poisson equation, the equations of linear elasticity, the incompressible Navier–Stokes equations, and systems of nonlinear advection–diffusion–reaction equations, it guides readers through the essential steps to quickly solving a PDE in FEniCS, such as how to define a finite variational problem, how to set boundary conditions, how to solve linear and nonlinear systems, and how to visualize solutions and structure finite element Python programs. This book is open access under a CC BY license.

Fields, Networks, Computational Methods, and Systems in Modern Electrodynamics

Fields, Networks, Computational Methods, and Systems in Modern Electrodynamics PDF Author: Peter Russer
Publisher: Springer Science & Business Media
ISBN: 3662072211
Category : Science
Languages : en
Pages : 296

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Book Description
On June 1St 2004 the Faculty of Electrical Engineering and Information Technology of the Technische Universitat Miinchen bestowed the degree of the doctor honoris causa to Leopold B. Felsen, for extraordinary achievements in the theory of electromag netic fields. On this occasion on June 1St and 2nd 2004 at the Technische Universitat Miinchen a symposium on "Fields, Networks, Computational Methods, and Systems: A Modern View of Engineering Electrodynamics" in honor of Leopold B. Felsen was organized. The symposium topic focused on an important area of Leopold Felsen research interests and, as the title emphasizes, on a modern view of applied Electro dynamics. While the fundamental physical laws of electrodynamics are well known, research in this field is experiencing a steady continuous growth. The problem -solving approaches of, say, twenty years ago may seem now fairly obsolete since considerable progress has been made in the meantime. In this monograph we collect samples of present day state of the art in dealing with electromagnetic fields, their network theory representation, their computation and, finally, on system applications. The network formulation of field problems can improve the problem formulation and also contribute to the solution methodology. Network theory systematic approaches for circuit analysis are based on the separation of the circuit into the connection circuit and the circuit elements. Many applications in science and technology rely on computations of the electromagnetic field in either man-made or natural complex structures.