Methods for the numerical simulation of dynamic mathematical models have been the focus of intensive research for well over 60 years, and the demand for better and more efficient methods has grown as the range of applications has increased. Mathematical models involving evolutionary partial differential equations (PDEs) as well as ordinary differential equations (ODEs) arise in diverse applications such as fluid flow, image processing and computer vision, physics-based animation, mechanical systems, relativity, earth sciences, and mathematical finance. This textbook develops, analyzes, and applies numerical methods for evolutionary, or time-dependent, differential problems. Both PDEs and ODEs are discussed from a unified viewpoint. The author emphasizes finite difference and finite volume methods, specifically their principled derivation, stability, accuracy, efficient implementation, and practical performance in various fields of science and engineering. Smooth and nonsmooth solutions for hyperbolic PDEs, parabolic-type PDEs, and initial value ODEs are treated, and a practical introduction to geometric integration methods is included as well. Audience: suitable for researchers and graduate students from a variety of fields including computer science, applied mathematics, physics, earth and ocean sciences, and various engineering disciplines. Researchers who simulate processes that are modeled by evolutionary differential equations will find material on the principles underlying the appropriate method to use and the pitfalls that accompany each method.
Author: Uri M. Ascher
Category: Evolution equations
Offers students a practical knowledge of modern techniques in scientific computing.
Author: Uri M. Ascher,Chen Greif
Partial differential equations (PDEs) play an important role in the natural sciences and technology, because they describe the way systems (natural and other) behave. The inherent suitability of PDEs to characterizing the nature, motion, and evolution of systems, has led to their wide-ranging use in numerical models that are developed in order to analyze systems that are not otherwise easily studied. Numerical Solutions for Partial Differential Equations contains all the details necessary for the reader to understand the principles and applications of advanced numerical methods for solving PDEs. In addition, it shows how the modern computer system algebra Mathematica® can be used for the analytic investigation of such numerical properties as stability, approximation, and dispersion.
Problem Solving Using Mathematica
Author: Victor Grigor'e Ganzha,Evgenii Vasilev Vorozhtsov
Publisher: CRC Press
Operator splitting (or the fractional steps method) is a very common tool to analyze nonlinear partial differential equations both numerically and analytically. By applying operator splitting to a complicated model one can often split it into simpler problems that can be analyzed separately. In this book one studies operator splitting for a family of nonlinear evolution equations, including hyperbolic conservation laws and degenerate convection-diffusion equations. Common for these equations is the prevalence of rough, or non-smooth, solutions, e.g., shocks. Rigorous analysis is presented, showing that both semi-discrete and fully discrete splitting methods converge. For conservation laws, sharp error estimates are provided and for convection-diffusion equations one discusses a priori and a posteriori correction of entropy errors introduced by the splitting. Numerical methods include finite difference and finite volume methods as well as front tacking. The theory is illustrated by numerous examples. There is a dedicated web page that provides MATLAB codes for many of the examples. The book is suitable for graduate students and researchers in pure and applied mathematics, physics, and engineering.
Analysis and MATLAB Programs
Author: Helge Holden
Publisher: European Mathematical Society
This book contains all the material necessary for a course on the numerical solution of differential equations.
Author: Uri M. Ascher,Linda R. Petzold
This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and also aids the reader in writing his or her own.
Author: Alfredo Bellen,Marino Zennaro
Publisher: Oxford University Press
Category: Business & Economics
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.
Steady-State and Time-Dependent Problems
Author: Randall J. LeVeque
Category: Differential equations
This book unites the study of dynamical systems and numerical solution of differential equations. The first three chapters contain the elements of the theory of dynamical systems and the numerical solution of initial-value problems. In the remaining chapters, numerical methods are formulted as dynamical systems and the convergence and stability properties of the methods are examined. Topics studied include the stability of numerical methods for contractive, dissipative, gradient and Hamiltonian systems together with the convergence properties of equilibria, periodic solutions and strage attractors under numerical approximation. This book will be an invaluable tool for graduate students and researchers in the fields of numerical analysis and dynamical systems.
Author: Andrew Stuart,A. R. Humphries
Publisher: Cambridge University Press
Numerical Methods for Ordinary Differential Systems The Initial Value Problem J. D. Lambert Professor of Numerical Analysis University of Dundee Scotland In 1973 the author published a book entitled Computational Methods in Ordinary Differential Equations. Since then, there have been many new developments in this subject and the emphasis has changed substantially. This book reflects these changes; it is intended not as a revision of the earlier work but as a complete replacement for it. Although some basic material appears in both books, the treatment given here is generally different and there is very little overlap. In 1973 there were many methods competing for attention but more recently there has been increasing emphasis on just a few classes of methods for which sophisticated implementations now exist. This book places much more emphasis on such implementations—and on the important topic of stiffness—than did its predecessor. Also included are accounts of the structure of variable-step, variable-order methods, the Butcher and the Albrecht theories for Runge—Kutta methods, order stars and nonlinear stability theory. The author has taken a middle road between analytical rigour and a purely computational approach, key results being stated as theorems but proofs being provided only where they aid the reader’s understanding of the result. Numerous exercises, from the straightforward to the demanding, are included in the text. This book will appeal to advanced students and teachers of numerical analysis and to users of numerical methods who wish to understand how algorithms for ordinary differential systems work and, on occasion, fail to work.
The Initial Value Problem
Author: J. D. Lambert
Here is an elementary development of the Sinc-Galerkin method with the focal point being ordinary and partial differential equations. This is the first book to explain this powerful computational method for treating differential equations. These methods are an alternative to finite difference and finite element schemes, and are especially adaptable to problems with singular solutions. The text is written to facilitate easy implementation of the theory into operating numerical code. The authors' use of differential equations as a backdrop for the presentation of the material allows them to present a number of the applications of the sinc method. Many of these applications are useful in numerical processes of interest quite independent of differential equations. Specifically, numerical interpolation and quadrature, while fundamental to the Galerkin development, are useful in their own right.
Author: John Lund,Kenneth L. Bowers
This book provides an elementary yet comprehensive introduction to the numerical solution of partial differential equations (PDEs). Used to model important phenomena, such as the heating of apartments and the behavior of electromagnetic waves, these equations have applications in engineering and the life sciences, and most can only be solved approximately using computers. Numerical Analysis of Partial Differential Equations Using Maple and MATLAB provides detailed descriptions of the four major classes of discretization methods for PDEs (finite difference method, finite volume method, spectral method, and finite element method) and runnable MATLAB® code for each of the discretization methods and exercises. It also gives self-contained convergence proofs for each method using the tools and techniques required for the general convergence analysis but adapted to the simplest setting to keep the presentation clear and complete. This book is intended for advanced undergraduate and early graduate students in numerical analysis and scientific computing and researchers in related fields. It is appropriate for a course on numerical methods for partial differential equations.
Author: Martin J. Gander,Felix Kwok
This book consists of 20 review articles dedicated to Prof. Philip Roe on the occasion of his 60th birthday and in appreciation of his original contributions to computational fluid dynamics. The articles, written by leading researchers in the field, cover many topics, including theory and applications, algorithm developments and modern computational techniques for industry.
Author: P. L. Roe,J. J. Chattot
Publisher: World Scientific
The aim of this volume is to present research workers and graduate students in numerical analysis with a state-of-the-art survey of some of the most active areas of numerical analysis. This, and a companion volume, arise from a Summer School intended to cover recent trends in the subject. The chapters are written by the main lecturers at the School. Each is an internationally renowned expert in his respective field. This volume covers research in the numerical analysis of nonlinear phenomena: evolution equations, free boundary problems, spectral methods, and numerical methods for dynamical systems, nonlinear stability, and differential equations on manifolds.
Author: William Allan Light,Science and Engineering Research Council (Great Britain)
Publisher: Oxford University Press, USA
The volume contains twelve papers dealing with the approximation of first and second order problems which arise in many fields of application including optimal control, image processing, geometrical optics and front propagation. Some contributions deal with new algorithms and technical issues related to their implementation. Other contributions are more theoretical, dealing with the convergence of approximation schemes. Many test problems have been examined to evaluate the performances of the algorithms. The volume can attract readers involved in the numerical approximation of differential models in the above-mentioned fields of applications, engineers, graduate students as well as researchers in numerical analysis. Contents: Geometrical Optics and Viscosity Solutions (A-P Blanc et al.); Computation of Vorticity Evolution for a Cylindrical Type-II Superconductor Subject to Parallel and Transverse Applied Magnetic Fields (A Briggs et al.); A Characterization of the Value Function for a Class of Degenerate Control Problems (F Camilli); Some Microstructures in Three Dimensions (M Chipot & V L(r)cuyer); Convergence of Numerical Schemes for the Approximation of Level Set Solutions to Mean Curvature Flow (K Deckelnick & G Dziuk); Optimal Discretization Steps in Semi-Lagrangian Approximation of First Order PDEs (M Falcone et al.); Convergence Past Singularities to the Forced Mean Curvature Flow for a Modified Reaction-Diffusion Approach (F Fierro); The Viscosity/Duality Solutions Approach to Geometric Optics for the Helmholtz Equation (L Gosse & F James); Adaptive Grid Generation for Evolutive Hamilton-Jacobi-Bellman Equations (L Grne); Solution and Application of Anisotropic Curvature Driven Evolution of Curves (and Surfaces) (K Mikula); An Adaptive Scheme on Unstructured Grids for the Shape-From-Shading Problem (M Sagona & A Seghini); On a Posteriori Error Estimation for Constant Obstacle Problems (A Veeser). Readership: Graduate students, researchers, academics and lecturers in numerical & computational mathematics, analysis & differential equations and mathematical modeling.
Author: Maurizio Falcone,Charalampos Makridakis
Publisher: World Scientific