This self-tutorial offers a concise yet thorough introduction into the mathematical analysis of approximation methods for partial differential equation. A particular emphasis is put on finite element methods. The unique approach first summarizes and outlines the finite-element mathematics in general and then in the second and major part, formulates problem examples that clearly demonstrate the techniques of functional analysis via numerous and diverse exercises. The solutions of the problems are given directly afterwards. Using this approach, the author motivates and encourages the reader to actively acquire the knowledge of finite- element methods instead of passively absorbing the material as in most standard textbooks. This English edition is based on the Finite Element Methods for Engineering Sciences by Joel Chaskalovic.
The subject of partial differential equations holds an exciting place in mathematics. Inevitably, the subject falls into several areas of mathematics. At one extreme the interest lies in the existence and uniqueness of solutions, and the functional analysis of the proofs of these properties. At the other extreme lies the applied mathematical and engineering quest to find useful solutions, either analytically or numerically, to these important equations which can be used in design and construction. The book presents a clear introduction of the methods and underlying theory used in the numerical solution of partial differential equations. After revising the mathematical preliminaries, the book covers the finite difference method of parabolic or heat equations, hyperbolic or wave equations and elliptic or Laplace equations. Throughout, the emphasis is on the practical solution rather than the theoretical background, without sacrificing rigour.
This is the practical introduction to the analytical approach taken in Volume 2. Based upon courses in partial differential equations over the last two decades, the text covers the classic canonical equations, with the method of separation of variables introduced at an early stage. The characteristic method for first order equations acts as an introduction to the classification of second order quasi-linear problems by characteristics. Attention then moves to different co-ordinate systems, primarily those with cylindrical or spherical symmetry. Hence a discussion of special functions arises quite naturally, and in each case the major properties are derived. The next section deals with the use of integral transforms and extensive methods for inverting them, and concludes with links to the use of Fourier series.
Das Buch ist für Studenten der angewandten Mathematik und der Ingenieurwissenschaften auf Vordiplomniveau geeignet. Der Schwerpunkt liegt auf der Verbindung der Theorie linearer partieller Differentialgleichungen mit der Theorie finiter Differenzenverfahren und der Theorie der Methoden finiter Elemente. Für jede Klasse partieller Differentialgleichungen, d.h. elliptische, parabolische und hyperbolische, enthält der Text jeweils ein Kapitel zur mathematischen Theorie der Differentialgleichung gefolgt von einem Kapitel zu finiten Differenzenverfahren sowie einem zu Methoden der finiten Elemente. Den Kapiteln zu elliptischen Gleichungen geht ein Kapitel zum Zweipunkt-Randwertproblem für gewöhnliche Differentialgleichungen voran. Ebenso ist den Kapiteln zu zeitabhängigen Problemen ein Kapitel zum Anfangswertproblem für gewöhnliche Differentialgleichungen vorangestellt. Zudem gibt es ein Kapitel zum elliptischen Eigenwertproblem und zur Entwicklung nach Eigenfunktionen. Die Darstellung setzt keine tiefer gehenden Kenntnisse in Analysis und Funktionalanalysis voraus. Das erforderliche Grundwissen über lineare Funktionalanalysis und Sobolev-Räume wird im Anhang im Überblick besprochen.
Pedagogical insights gained through 30 years of teaching applied mathematics led the author to write this set of student oriented books. Topics such as complex analysis, matrix theory, vector and tensor analysis, Fourier analysis, integral transforms, ordinary and partial differential equations are presented in a discursive style that is readable and easy to follow. Numerous examples, completely worked out, together with carefully selected problem sets with answers are used to enhance students' understanding and manipulative skill. The goal is to make students comfortable in using advanced mathematical tools in junior, senior, and beginning graduate courses.
A self study textbook about mathematical methods suitable for engineers, physicists, and scientists desiring an introduction to concepts associated with linear partial differential equations. Includes numerous worked examples, and applications.
This volume is designed as an introduction to the concepts of modern numerical analysis as they apply to partial differential equations. The book contains many practical problems and their solutions, but at the same time, strives to expose the pitfalls--such as overstability, consistency requirements, and the danger of extrapolation to nonlinear problems methods used on linear problems. Numerical Methods for Partial Differential Equations, Third Edition reflects the great accomplishments that have taken place in scientific computation in the fifteen years since the Second Edition was published. This new edition is a drastic revision of the previous one, with new material on boundary elements, spectral methods, the methods of lines, and invariant methods. At the same time, the new edition retains the self-contained nature of the older version, and shares the clarity of its exposition and the integrity of its presentation. Material on finite elements and finite differences have been merged, and now constitute equal partners Additional material has been added on boundary elements, spectral methods, the method of lines, and invariant methods References have been updated, and reflect the additional material Self-contained nature of the Second Edition has been maintained Very suitable for PDE courses
Of the many available texts on partial differential equations (PDEs), most are too detailed and voluminous, making them daunting to many students. In sharp contrast, Solution Techniques for Elementary Partial Differential Equations is a no-frills treatment that explains completely but succinctly some of the most fundamental solution methods for PDEs. After a brief review of elementary ODE techniques and discussions on Fourier series and Sturm-Liouville problems, the author introduces the heat, Laplace, and wave equations as mathematical models of physical phenomena. He then presents a number of solution techniques and applies them to specific initial/boundary value problems for these models. Discussion of the general second order linear equation in two independent variables follows, and finally, the method of characteristics and perturbation methods are presented. Most students seem to like concise, easily digestible explanations and worked examples that let them see the techniques in action. This text offers them both. Ideally suited for independent study and classroom tested with great success, it offers a direct, streamlined route to competence in PDE solution techniques.
Differential equations, especially nonlinear, present the most effective way for describing complex physical processes. Methods for constructing exact solutions of differential equations play an important role in applied mathematics and mechanics. This book aims to provide scientists, engineers and students with an easy-to-follow, but comprehensive, description of the methods for constructing exact solutions of differential equations.
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.
Dieses Buch gibt eine Einführung in die mathematische und informatische Modellierung sowie in die Simulation als universelle Methodik. Und so geht es um Klassen von Modellen, um deren Herleitung und um die Vielfalt an Beschreibungsarten, die eingesetzt werden können – diskret oder kontinuierlich, deterministisch oder stochastisch. Aber immer geht es auch darum, wie aus unterschiedlichen abstrakten Modellen ganz konkrete Simulationsergebnisse gewonnen werden können. Nach einem kompakten Repetitorium zum benötigten mathematischen Apparat wird das Konzept „Über das Modell zur Simulation" anhand von 14 Szenarien aus den Bereichen „Spielen – entscheiden – planen", „Verkehr auf Highways und Datenhighways", „Dynamische Systeme" sowie „Physik im Rechner" umgesetzt. Ob Spieltheorie oder Finanzmathematik, Verkehr oder Regelung, ob Populationsdynamik oder Chaos, Molekulardynamik, Kontinuumsmechanik oder Computergraphik – der Leser erhält auf anschauliche und doch systematische Weise Einblicke in die Welt der Modelle und Simulationen.
The importance of partial differential equations (PDEs) in modeling phenomena in engineering as well as in the physical, natural, and social sciences is well known by students and practitioners in these fields. Striking a balance between theory and applications, Fourier Series and Numerical Methods for Partial Differential Equations presents an introduction to the analytical and numerical methods that are essential for working with partial differential equations. Combining methodologies from calculus, introductory linear algebra, and ordinary differential equations (ODEs), the book strengthens and extends readers' knowledge of the power of linear spaces and linear transformations for purposes of understanding and solving a wide range of PDEs. The book begins with an introduction to the general terminology and topics related to PDEs, including the notion of initial and boundary value problems and also various solution techniques. Subsequent chapters explore: The solution process for Sturm-Liouville boundary value ODE problems and a Fourier series representation of the solution of initial boundary value problems in PDEs The concept of completeness, which introduces readers to Hilbert spaces The application of Laplace transforms and Duhamel's theorem to solve time-dependent boundary conditions The finite element method, using finite dimensional subspaces The finite analytic method with applications of the Fourier series methodology to linear version of non-linear PDEs Throughout the book, the author incorporates his own class-tested material, ensuring an accessible and easy-to-follow presentation that helps readers connect presented objectives with relevant applications to their own work. Maple is used throughout to solve many exercises, and a related Web site features Maple worksheets for readers to use when working with the book's one- and multi-dimensional problems. Fourier Series and Numerical Methods for Partial Differential Equations is an ideal book for courses on applied mathematics and partial differential equations at the upper-undergraduate and graduate levels. It is also a reliable resource for researchers and practitioners in the fields of mathematics, science, and engineering who work with mathematical modeling of physical phenomena, including diffusion and wave aspects.
List of participants; Elliptic equations; Parabolic equations; Hyperbolic equations.
- An application-oriented introduction to computational numerical methods for PDE - Complete with numerous exercise sets and solutions - Includes Windows programs in C++ language
This volume is a collection of manscripts mainly originating from talks and lectures given at the Workshop on Recent Trends in Complex Methods for Par tial Differential Equations held from July 6 to 10, 1998 at the Middle East Technical University in Ankara, Turkey, sponsored by The Scientific and Tech nical Research Council of Turkey and the Middle East Technical University. This workshop is a continuation oftwo workshops from 1988 and 1993 at the In ternational Centre for Theoretical Physics in Trieste, Italy entitled Functional analytic Methods in Complex Analysis and Applications to Partial Differential Equations. Since classical complex analysis of one and several variables has a long tra dition it is of high level. But most of its basic problems are solved nowadays so that within the last few decades it has lost more and more attention. The area of complex and functional analytic methods in partial differential equations, however, is still a growing and flourishing field, in particular as these methods are not only applied. Whithin the framework of holomorphic functions but are also combined with properties of generalized analytic functions. This can be seen by the many books which recently were published in this field and also by the proceedings in this ISAAC series and the ISAAC congresses and workshops.
One-dimensional PDEs -- Multidimensional PDEs -- Navier-Stokes, Burgers equations -- Korteweg-deVries equation -- Maxwell equations -- Poisson-Nernst-Planck equations -- Fokker-Planck equation -- Fisher-Kolmogorov equation -- Klein-Gordon equation -- Boussinesq equation -- Cahn-Hilliard equation -- Camassa-Holm equation -- Burgers-Huxley equation -- Gierer-Meinhardt equations -- Keller-Segel equations -- Fitzhugh-Nagumo equations -- Euler-Poisson-Darboux equation -- Kuramoto-Sivashinsky equation -- Einstein-Maxwell equations
This graduate-level text opens with an elementary presentation of Hilbert space theory sufficient for understanding the rest of the book. Additional topics include boundary value problems, evolution equations, optimization, and approximation.1979 edition.
Numerical Methods for Partial Differential Equations focuses on two popular deterministic methods for solving partial differential equations (PDEs), namely finite difference and finite volume methods. The solution of PDEs can be very challenging, depending on the type of equation, the number of independent variables, the boundary and initial conditions, and other factors. These two methods have been traditionally used to solve problems involving fluid flow. For practical reasons, the finite element method, used more often for solving problems in solid mechanics and which has been covered extensively in various other texts, has been excluded. The book is intended for beginning graduate students and early career professionals, although advanced undergraduate students may find it equally useful. The material is meant to serve as a prerequisite for students who might go on to take additional courses in computational mechanics, computational fluid dynamics or computational electromagnetics. The notations, language, and technical jargon used in the book can be easily understood by scientists and engineers who may not have had graduate-level applied mathematics or computer science courses. Provides a thorough understanding of how to develop computer programs for solving partial differential equations typically encountered in science and engineering from the ground up. One of the few available resources that demonstrates the finite volume method for unstructured mesh, a method used frequently by practicing code developers in industry Includes extensive instruction on how to solve a system of linear algebraic equations by iterative methods
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.