Finite Difference Schemes and Partial Differential Equations PDF Download
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Author: John C. Strikwerda
Publisher: Springer
ISBN:
Category : Juvenile Nonfiction
Languages : en
Pages : 410
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Book Description
Author: John C. Strikwerda
Publisher: Springer
ISBN:
Category : Juvenile Nonfiction
Languages : en
Pages : 410
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Book Description
Author: Boško S. Jovanović
Publisher: Springer Science & Business Media
ISBN: 1447154606
Category : Mathematics
Languages : en
Pages : 416
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Book Description
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.
Author: Alexander A. Samarskii
Publisher: CRC Press
ISBN: 9780203908518
Category : Mathematics
Languages : en
Pages : 796
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Book Description
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."
Author: Allaberen Ashyralyev
Publisher: Birkhäuser
ISBN: 3034879229
Category : Mathematics
Languages : en
Pages : 453
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Book Description
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.
Author: S.K. Godunov
Publisher: Elsevier
ISBN: 0080875408
Category : Mathematics
Languages : en
Pages : 509
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Book Description
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.
Author: Ronald E. Mickens
Publisher: World Scientific
ISBN: 9789810241339
Category : Mathematics
Languages : en
Pages : 268
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Book Description
The main purpose of this book is to provide a concise introduction to the methods and philosophy of constructing nonstandard finite difference schemes and illustrate how such techniques can be applied to several important problems. Chapter I gives an overview of the subject and summarizes previous work. Chapters 2 and 3 consider in detail the construction and numerical implementation of schemes for physical problems involving convection-diffusion-reaction equations, that arise in groundwater pollution and scattering of electromagnetic waves using Maxwell's equations. Chapter 4 examines certain mathematical issues related to the nonstandard discretization of competitive and cooperative models for ecology. The application chapters illustrate well the power of nonstandard methods. In particular, for the same accuracy as obtained by standard techniques, larger step sizes can be used. This volume will satisfy the needs of scientists, engineers, and mathematicians who wish to know how to construct nonstandard schemes and see how these are applied to obtain numerical solutions of the differential equations which arise in the study of nonlinear dynamical systems modeling important physical phenomena.
Author: John C. Strikwerda
Publisher: SIAM
ISBN: 089871639X
Category : Mathematics
Languages : en
Pages : 439
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Book Description
A unified and accessible introduction to the basic theory of finite difference schemes.
Author: Ronald E Mickens
Publisher: World Scientific
ISBN: 981122255X
Category : Mathematics
Languages : en
Pages : 332
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Book Description
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.
Author: A.A. Samarskii
Publisher: Springer Science & Business Media
ISBN: 9401598746
Category : Mathematics
Languages : en
Pages : 390
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Book Description
Two-and three-level difference schemes for discretisation in time, in conjunction with finite difference or finite element approximations with respect to the space variables, are often used to solve numerically non stationary problems of mathematical physics. In the theoretical analysis of difference schemes our basic attention is paid to the problem of sta bility of a difference solution (or well posedness of a difference scheme) with respect to small perturbations of the initial conditions and the right hand side. The theory of stability of difference schemes develops in various di rections. The most important results on this subject can be found in the book by A.A. Samarskii and A.V. Goolin [Samarskii and Goolin, 1973]. The survey papers of V. Thomee [Thomee, 1969, Thomee, 1990], A.V. Goolin and A.A. Samarskii [Goolin and Samarskii, 1976], E. Tad more [Tadmor, 1987] should also be mentioned here. The stability theory is a basis for the analysis of the convergence of an approximative solu tion to the exact solution, provided that the mesh width tends to zero. In this case the required estimate for the truncation error follows from consideration of the corresponding problem for it and from a priori es timates of stability with respect to the initial data and the right hand side. Putting it briefly, this means the known result that consistency and stability imply convergence.
Author: Petr N. Vabishchevich
Publisher: Walter de Gruyter
ISBN: 3110321467
Category : Mathematics
Languages : en
Pages : 370
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Book Description
Applied mathematical modeling is concerned with solving unsteady problems. Splitting schemes are attributed to the transition from a complex problem to a chain of simpler problems. This book shows how to construct additive difference schemes (splitting schemes) to solve approximately unsteady multi-dimensional problems for PDEs. Two classes of schemes are highlighted: methods of splitting with respect to spatial variables (alternating direction methods) and schemes of splitting into physical processes. Also regionally additive schemes (domain decomposition methods) and unconditionally stable additive schemes of multi-component splitting are considered for evolutionary equations of first and second order as well as for systems of equations. The book is written for specialists in computational mathematics and mathematical modeling. All topics are presented in a clear and accessible manner.
