Numerical Methods for Evolutionary Differential Equations

Author: Uri M. Ascher

Publisher: SIAM

ISBN: 0898718910

Category: Evolution equations

Page: 395

View: 861

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.

Numerical Methods for Nonlinear Partial Differential Equations

Author: Sören Bartels

Publisher: Springer

ISBN: 3319137972

Category: Mathematics

Page: 393

View: 7003

The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations. While the development and analysis of numerical methods for linear partial differential equations is nearly complete, only few results are available in the case of nonlinear equations. This monograph devises numerical methods for nonlinear model problems arising in the mathematical description of phase transitions, large bending problems, image processing, and inelastic material behavior. For each of these problems the underlying mathematical model is discussed, the essential analytical properties are explained, and the proposed numerical method is rigorously analyzed. The practicality of the algorithms is illustrated by means of short implementations.

Decomposition Methods for Differential Equations

Theory and Applications

Author: Juergen Geiser

Publisher: CRC Press

ISBN: 9781439810972

Category: Mathematics

Page: 304

View: 3354

Decomposition Methods for Differential Equations: Theory and Applications describes the analysis of numerical methods for evolution equations based on temporal and spatial decomposition methods. It covers real-life problems, the underlying decomposition and discretization, the stability and consistency analysis of the decomposition methods, and numerical results. The book focuses on the modeling of selected multi-physics problems, before introducing decomposition analysis. It presents time and space discretization, temporal decomposition, and the combination of time and spatial decomposition methods for parabolic and hyperbolic equations. The author then applies these methods to numerical problems, including test examples and real-world problems in physical and engineering applications. For the computational results, he uses various software tools, such as MATLAB®, R3T, WIAS-HiTNIHS, and OPERA-SPLITT. Exploring iterative operator-splitting methods, this book shows how to use higher-order discretization methods to solve differential equations. It discusses decomposition methods and their effectiveness, combination possibility with discretization methods, multi-scaling possibilities, and stability to initial and boundary values problems.

Numerical Solutions for Partial Differential Equations

Problem Solving Using Mathematica

Author: Victor Grigor'e Ganzha,Evgenii Vasilev Vorozhtsov

Publisher: CRC Press

ISBN: 9780849373794

Category: Mathematics

Page: 347

View: 607

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.

Splitting Methods for Partial Differential Equations with Rough Solutions

Analysis and MATLAB Programs

Author: Helge Holden

Publisher: European Mathematical Society

ISBN: 9783037190784

Category: Mathematics

Page: 226

View: 3162

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.

Finite Difference Methods for Ordinary and Partial Differential Equations

Steady-State and Time-Dependent Problems

Author: Randall J. LeVeque

Publisher: SIAM

ISBN: 9780898717839

Category: Differential equations

Page: 339

View: 800

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.

Dynamical Systems and Numerical Analysis

Author: Andrew Stuart,A. R. Humphries

Publisher: Cambridge University Press

ISBN: 9780521645638

Category: Mathematics

Page: 685

View: 8862

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.

Numerical Methods for Ordinary Differential Systems

The Initial Value Problem

Author: J. D. Lambert

Publisher: Wiley-Blackwell

ISBN: 9780471929901

Category: Mathematics

Page: 293

View: 6359

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.

Iterative Splitting Methods for Differential Equations

Author: Juergen Geiser

Publisher: CRC Press

ISBN: 1439869839

Category: Mathematics

Page: 320

View: 9234

Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations. In the theoretical part of the book, the author discusses the main theorems and results of the stability and consistency analysis for ordinary differential equations. He then presents extensions of the iterative splitting methods to partial differential equations and spatial- and time-dependent differential equations. The practical part of the text applies the methods to benchmark and real-life problems, such as waste disposal, elastics wave propagation, and complex flow phenomena. The book also examines the benefits of equation decomposition. It concludes with a discussion on several useful software packages, including r3t and FIDOS. Covering a wide range of theoretical and practical issues in multiphysics and multiscale problems, this book explores the benefits of using iterative splitting schemes to solve physical problems. It illustrates how iterative operator splitting methods are excellent decomposition methods for obtaining higher-order accuracy.

Sinc Methods for Quadrature and Differential Equations

Author: John Lund,Kenneth L. Bowers

Publisher: SIAM

ISBN: 089871298X

Category: Mathematics

Page: 304

View: 7988

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.

Numerical Analysis of Partial Differential Equations Using Maple and MATLAB

Author: Martin J. Gander,Felix Kwok

Publisher: SIAM

ISBN: 161197531X

Category: Science

Page: 153

View: 6168

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.

Innovative Methods for Numerical Solutions of Partial Differential Equations

Author: P. L. Roe,J. J. Chattot

Publisher: World Scientific

ISBN: 9810248105

Category: Mathematics

Page: 382

View: 7542

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.

Advances in Numerical Analysis: Nonlinear partial differential equations and dynamical systems

Author: William Allan Light,Science and Engineering Research Council (Great Britain)

Publisher: Oxford University Press, USA

ISBN: 9780198534389

Category: Mathematics

Page: 288

View: 9536

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.

Numerical Methods for Viscosity Solutions and Applications

Author: Maurizio Falcone,Charalampos Makridakis

Publisher: World Scientific

ISBN: 9789812799807

Category: Mathematics

Page: 248

View: 4258

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.

Topics in Numerical Analysis II

Author: John J.H. Miller

Publisher: Elsevier

ISBN: 032314134X

Category: Mathematics

Page: 280

View: 743

Topics in Numerical Analysis II contains in complete form, the papers given by the invited speakers to the Conference on Numerical Analysis held under the auspices of the National Committee for Mathematics of the Royal Irish Academy at University College, Dublin from 29th July to 2nd August, 1974. In addition, the titles of the contributed papers are listed together with the names and addresses of the authors who presented them at the conference. This book is divided into 20 chapters that present the papers in their entirety. They discuss such topics as applications of approximation theory to numerical analysis; interior regularity and local convergence of Galerkin finite element approximations for elliptic equations; and numerical estimates for the error of Gauss-Jacobi quadrature formulae. Some remarks on the unified treatment of elementary functions by microprogramming; application of finite difference methods to exploration seismology; and variable coefficient multistep methods for ordinary differential equations applied to parabolic partial differential equations are also presented. Other chapters cover realistic estimates for generic constants in multivariate pointwise approximation; matching of essential boundary conditions in the finite element method; and collocation, difference equations, and stitched function representations. This book will be of interest to practitioners in the fields of mathematics and computer science.