Numerical Solution of Partial Differential Equations

Finite Difference Methods

Author: Gordon D. Smith

Publisher: Oxford University Press

ISBN: 9780198596509

Category: Mathematics

Page: 337

View: 1803

Substantially revised, this authoritative study covers the standard finite difference methods of parabolic, hyperbolic, and elliptic equations, and includes the concomitant theoretical work on consistency, stability, and convergence. The new edition includes revised and greatly expanded sections on stability based on the Lax-Richtmeyer definition, the application of Pade approximants to systems of ordinary differential equations for parabolic and hyperbolic equations, and a considerably improved presentation of iterative methods. A fast-paced introduction to numerical methods, this will be a useful volume for students of mathematics and engineering, and for postgraduates and professionals who need a clear, concise grounding in this discipline.

Fractional Calculus with Applications for Nuclear Reactor Dynamics

Author: Santanu Saha Ray

Publisher: CRC Press

ISBN: 149872728X

Category: Mathematics

Page: 235

View: 8819

Introduces Novel Applications for Solving Neutron Transport Equations While deemed nonessential in the past, fractional calculus is now gaining momentum in the science and engineering community. Various disciplines have discovered that realistic models of physical phenomenon can be achieved with fractional calculus and are using them in numerous ways. Since fractional calculus represents a reactor more closely than classical integer order calculus, Fractional Calculus with Applications for Nuclear Reactor Dynamics focuses on the application of fractional calculus to describe the physical behavior of nuclear reactors. It applies fractional calculus to incorporate the mathematical methods used to analyze the diffusion theory model of neutron transport and explains the role of neutron transport in reactor theory. The author discusses fractional calculus and the numerical solution for fractional neutron point kinetic equation (FNPKE), introduces the technique for efficient and accurate numerical computation for FNPKE with different values of reactivity, and analyzes the fractional neutron point kinetic (FNPK) model for the dynamic behavior of neutron motion. The book begins with an overview of nuclear reactors, explains how nuclear energy is extracted from reactors, and explores the behavior of neutron density using reactivity functions. It also demonstrates the applicability of the Haar wavelet method and introduces the neutron diffusion concept to aid readers in understanding the complex behavior of average neutron motion. This text: Applies the effective analytical and numerical methods to obtain the solution for the NDE Determines the numerical solution for one-group delayed neutron FNPKE by the explicit finite difference method Provides the numerical solution for classical as well as fractional neutron point kinetic equations Proposes the Haar wavelet operational method (HWOM) to obtain the numerical approximate solution of the neutron point kinetic equation, and more Fractional Calculus with Applications for Nuclear Reactor Dynamics thoroughly and systematically presents the concepts of fractional calculus and emphasizes the relevance of its application to the nuclear reactor.

Numerical Data Fitting in Dynamical Systems

A Practical Introduction with Applications and Software

Author: Klaus Schittkowski

Publisher: Springer Science & Business Media

ISBN: 1441957626

Category: Computers

Page: 396

View: 1235

Real life phenomena in engineering, natural, or medical sciences are often described by a mathematical model with the goal to analyze numerically the behaviour of the system. Advantages of mathematical models are their cheap availability, the possibility of studying extreme situations that cannot be handled by experiments, or of simulating real systems during the design phase before constructing a first prototype. Moreover, they serve to verify decisions, to avoid expensive and time consuming experimental tests, to analyze, understand, and explain the behaviour of systems, or to optimize design and production. As soon as a mathematical model contains differential dependencies from an additional parameter, typically the time, we call it a dynamical model. There are two key questions always arising in a practical environment: 1 Is the mathematical model correct? 2 How can I quantify model parameters that cannot be measured directly? In principle, both questions are easily answered as soon as some experimental data are available. The idea is to compare measured data with predicted model function values and to minimize the differences over the whole parameter space. We have to reject a model if we are unable to find a reasonably accurate fit. To summarize, parameter estimation or data fitting, respectively, is extremely important in all practical situations, where a mathematical model and corresponding experimental data are available to describe the behaviour of a dynamical system.

Richardson Extrapolation

Practical Aspects and Applications

Author: Zahari Zlatev,Ivan Dimov,István Faragó,Ágnes Havasi

Publisher: Walter de Gruyter GmbH & Co KG

ISBN: 3110533006

Category: Mathematics

Page: 309

View: 772

Scientists and engineers are mainly using Richardson extrapolation as a computational tool for increasing the accuracy of various numerical algorithms for the treatment of systems of ordinary and partial differential equations and for improving the computational efficiency of the solution process by the automatic variation of the time-stepsizes. A third issue, the stability of the computations, is very often the most important one and, therefore, it is the major topic studied in all chapters of this book. Clear explanations and many examples make this text an easy-to-follow handbook for applied mathematicians, physicists and engineers working with scientific models based on differential equations. Contents The basic properties of Richardson extrapolation Richardson extrapolation for explicit Runge-Kutta methods Linear multistep and predictor-corrector methods Richardson extrapolation for some implicit methods Richardson extrapolation for splitting techniques Richardson extrapolation for advection problems Richardson extrapolation for some other problems General conclusions

Mathematical Handbook for Scientists and Engineers

Definitions, Theorems, and Formulas for Reference and Review

Author: Granino A. Korn,Theresa M. Korn

Publisher: Courier Corporation

ISBN: 0486320235

Category: Technology & Engineering

Page: 1152

View: 2060

Convenient access to information from every area of mathematics: Fourier transforms, Z transforms, linear and nonlinear programming, calculus of variations, random-process theory, special functions, combinatorial analysis, game theory, much more.

Numerical methods for fluid dynamics III

based on the proceedings of a conference organized by the Institute for Computational Fluid Dynamics of the Universities of Oxford and Reading in association with the Institute of Mathematics and Its Applications on numerical methods for fluid dynamics, held in Oxford in March 1988

Author: K. W. Morton,Michael John Baines,Institute for Computational Fluid Dynamics,Institute of Mathematics and Its Applications

Publisher: Oxford University Press, USA


Category: Science

Page: 529

View: 3215

This book is based on the proceedings of the third conference in a series on techniques of numerical analysis in fluid dynamics. It brings together mathematicians, engineers, and other scientists in the field of computational aerodynamics and fluid dynamics to review recent advances in mathematical and computational techniques for modelling fluid flows. The three main themes treated in this volume are numerical algorithms, grid generation techniques, and unsteady flows.

Numerik für Ingenieure und Naturwissenschaftler

Author: Wolfgang Dahmen,Arnold Reusken

Publisher: Springer-Verlag

ISBN: 3540764933

Category: Mathematics

Page: 633

View: 5946

Neben einer Einführung in alle grundlegenden numerischen Methodenbausteine illustriert das Lehrbuch anhand komplexer Anwendungen, wie diese Bausteine zu kombinieren sind. Die Themen sind so aufbereitet, dass auf Basisdarstellungen vertiefende Abschnitte folgen. Dem vorangestellt ist jeweils eine mit Beispielen untermauerte Diskussion der Begriffe Kondition und Stabilität. Das Buch ist sowohl für die Numerikausbildung im Mathematikstudium geeignet als auch für eine einsemestrige oder weiterführende Numerik-Vorlesung im Ingenieurstudium.

Wissenschaftliches Rechnen mit MATLAB

Author: Alfio Quarteroni,Fausto Saleri

Publisher: Springer-Verlag

ISBN: 3540293078

Category: Mathematics

Page: 269

View: 9543

Aus den Rezensionen der englischen Auflage: Dieses Lehrbuch ist eine Einführung in das Wissenschaftliche Rechnen und diskutiert Algorithmen und deren mathematischen Hintergrund. Angesprochen werden im Detail nichtlineare Gleichungen, Approximationsverfahren, numerische Integration und Differentiation, numerische Lineare Algebra, gewöhnliche Differentialgleichungen und Randwertprobleme. Zu den einzelnen Themen werden viele Beispiele und Übungsaufgaben sowie deren Lösung präsentiert, die durchweg in MATLAB formuliert sind. Der Leser findet daher nicht nur die graue Theorie sondern auch deren Umsetzung in numerischen, in MATLAB formulierten Code. MATLAB select 2003, Issue 2, p. 50. [Die Autoren] haben ein ausgezeichnetes Werk vorgelegt, das MATLAB vorstellt und eine sehr nützliche Sammlung von MATLAB Funktionen für die Lösung fortgeschrittener mathematischer und naturwissenschaftlicher Probleme bietet. [...] Die Präsentation des Stoffs ist durchgängig gut und leicht verständlich und beinhaltet Lösungen für die Übungen am Ende jedes Kapitels. Als exzellenter Neuzugang für Universitätsbibliotheken- und Buchhandlungen wird dieses Buch sowohl beim Selbststudium als auch als Ergänzung zu anderen MATLAB-basierten Büchern von großem Nutzen sein. Alles in allem: Sehr empfehlenswert. Für Studenten im Erstsemester wie für Experten gleichermassen. S.T. Karris, University of California, Berkeley, Choice 2003.

Numerische Behandlung partieller Differentialgleichungen

Author: Christian Großmann,Hans-Görg Roos

Publisher: Springer-Verlag

ISBN: 9783519220893

Category: Mathematics

Page: 572

View: 6432

Mathematiker, Naturwissenschaftler und Ingenieure erhalten mit diesem Lehrbuch eine Einführung in die numerische Behandlung partieller Differentialgleichungen. Diskutiert werden die grundlegenden Verfahren - Finite Differenzen, Finite Volumen und Finite Elemente - für die wesentlichen Typen partieller Differentialgleichungen: elliptische, parabolische und hyperbolische Gleichungen. Einbezogen werden auch moderne Methoden zur Lösung der diskreten Probleme. Hinweise auf aktuelle Software sowie zahlreiche Beispiele und Übungsaufgaben runden diese Einführung ab.

Finite Elemente

Theorie, schnelle Löser und Anwendungen in der Elastizitätstheorie

Author: Dietrich Braess

Publisher: Springer-Verlag

ISBN: 3662072343

Category: Mathematics

Page: 305

View: 4037

Tools for Computational Finance

Author: Rüdiger Seydel

Publisher: Springer Science & Business Media

ISBN: 9783540406044

Category: Business & Economics

Page: 240

View: 6539

This edition contains more material. The largest addition is a new section on jump processes (Section 1.9). The derivation of a related partial integro differential equation is included in Appendix A3. More material is devoted to Monte Carlo simulation. An algorithm for the standard workhorse of in verting the normal distribution is added to Appendix A7. New figures and more exercises are intended to improve the clarity at some places. Several further references give hints on more advanced material and on important developments. Many small changes are hoped to improve the readability of this book. Further I have made an effort to correct misprints and errors that I knew about. A new domain is being prepared to serve the needs of the computational finance community, and to provide complementary material to this book. The address of the domain is The domain is under construction; it replaces the website address www . mi. uni Suggestions and remarks both on this book and on the domain are most welcome.