Colloquium Numerical Solution of Partial Differential Equations

Colloquium Numerical Solution of Partial Differential Equations PDF Author: J. G. Verwer
Publisher:
ISBN:
Category : Differential equations, Partial
Languages : en
Pages : 216

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Book Description

Colloquium Numerical Solution of Partial Differential Equations

Colloquium Numerical Solution of Partial Differential Equations PDF Author: J. G. Verwer
Publisher:
ISBN:
Category : Differential equations, Partial
Languages : en
Pages : 216

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Book Description


PETSc for Partial Differential Equations: Numerical Solutions in C and Python

PETSc for Partial Differential Equations: Numerical Solutions in C and Python PDF Author: Ed Bueler
Publisher: SIAM
ISBN: 1611976316
Category : Mathematics
Languages : en
Pages : 407

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Book Description
The Portable, Extensible Toolkit for Scientific Computation (PETSc) is an open-source library of advanced data structures and methods for solving linear and nonlinear equations and for managing discretizations. This book uses these modern numerical tools to demonstrate how to solve nonlinear partial differential equations (PDEs) in parallel. It starts from key mathematical concepts, such as Krylov space methods, preconditioning, multigrid, and Newton’s method. In PETSc these components are composed at run time into fast solvers. Discretizations are introduced from the beginning, with an emphasis on finite difference and finite element methodologies. The example C programs of the first 12 chapters, listed on the inside front cover, solve (mostly) elliptic and parabolic PDE problems. Discretization leads to large, sparse, and generally nonlinear systems of algebraic equations. For such problems, mathematical solver concepts are explained and illustrated through the examples, with sufficient context to speed further development. PETSc for Partial Differential Equations addresses both discretizations and fast solvers for PDEs, emphasizing practice more than theory. Well-structured examples lead to run-time choices that result in high solver performance and parallel scalability. The last two chapters build on the reader’s understanding of fast solver concepts when applying the Firedrake Python finite element solver library. This textbook, the first to cover PETSc programming for nonlinear PDEs, provides an on-ramp for graduate students and researchers to a major area of high-performance computing for science and engineering. It is suitable as a supplement for courses in scientific computing or numerical methods for differential equations.

Numerical Methods For Partial Differential Equations - Proceedings Of 2nd Conference

Numerical Methods For Partial Differential Equations - Proceedings Of 2nd Conference PDF Author: Lung-an Ying
Publisher: World Scientific
ISBN: 9814555037
Category :
Languages : en
Pages : 202

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Book Description
This book is devoted to the numerical computation of linear and nonlinear differential equations, and their mathematical theory and applications. The contributed papers reflect the interest and high research level of the Chinese mathematicians working in these fields.

Partial Differential Equations

Partial Differential Equations PDF Author: J. Necas
Publisher: Routledge
ISBN: 1351425862
Category : Mathematics
Languages : en
Pages : 364

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Book Description
As a satellite conference of the 1998 International Mathematical Congress and part of the celebration of the 650th anniversary of Charles University, the Partial Differential Equations Theory and Numerical Solution conference was held in Prague in August, 1998. With its rich scientific program, the conference provided an opportunity for almost 200 participants to gather and discuss emerging directions and recent developments in partial differential equations (PDEs). This volume comprises the Proceedings of that conference. In it, leading specialists in partial differential equations, calculus of variations, and numerical analysis present up-to-date results, applications, and advances in numerical methods in their fields. Conference organizers chose the contributors to bring together the scientists best able to present a complex view of problems, starting from the modeling, passing through the mathematical treatment, and ending with numerical realization. The applications discussed include fluid dynamics, semiconductor technology, image analysis, motion analysis, and optimal control. The importance and quantity of research carried out around the world in this field makes it imperative for researchers, applied mathematicians, physicists and engineers to keep up with the latest developments. With its panel of international contributors and survey of the recent ramifications of theory, applications, and numerical methods, Partial Differential Equations: Theory and Numerical Solution provides a convenient means to that end.

Finite Difference Methods for Ordinary and Partial Differential Equations

Finite Difference Methods for Ordinary and Partial Differential Equations PDF Author: Randall J. LeVeque
Publisher: SIAM
ISBN: 9780898717839
Category : Mathematics
Languages : en
Pages : 356

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Book Description
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.

Taylor Approximations for Stochastic Partial Differential Equations

Taylor Approximations for Stochastic Partial Differential Equations PDF Author: Arnulf Jentzen
Publisher: SIAM
ISBN: 1611972000
Category : Mathematics
Languages : en
Pages : 224

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Book Description
This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be driven by an arbitrary stochastic process with H?lder continuous sample paths. Recent developments on numerical methods for random and stochastic ordinary differential equations are also included since these are relevant for solving spatially discretised SPDEs as well as of interest in their own right. The authors include the proof of an existence and uniqueness theorem under general assumptions on the coefficients as well as regularity estimates in an appendix.

Applied Partial Differential Equations

Applied Partial Differential Equations PDF Author: J. R. Ockendon
Publisher:
ISBN: 9780198527718
Category : Business & Economics
Languages : en
Pages : 466

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Book Description
Partial differential equations are used in mathematical models of a huge range of real-world phenomena, from electromagnetism to financial markets. This new edition of Applied PDEs contains many new sections and exercises Including, American options, transform methods, free surface flows, linear elasticity and complex characteristics.

Numerical Solution of Boundary Value Problems for Ordinary Differential Equations

Numerical Solution of Boundary Value Problems for Ordinary Differential Equations PDF Author: Uri M. Ascher
Publisher: SIAM
ISBN: 9781611971231
Category : Mathematics
Languages : en
Pages : 620

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Book Description
This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.

Conference on the Numerical Solution of Differential Equations

Conference on the Numerical Solution of Differential Equations PDF Author: G.A. Watson
Publisher: Springer
ISBN: 3540379142
Category : Mathematics
Languages : en
Pages : 235

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Book Description


Partial Differential Equations

Partial Differential Equations PDF Author: Mark S. Gockenbach
Publisher: SIAM
ISBN: 0898719356
Category : Mathematics
Languages : en
Pages : 665

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Book Description
A fresh, forward-looking undergraduate textbook that treats the finite element method and classical Fourier series method with equal emphasis.