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A Substitute For The Maximum Principle For Singularly Perturbed Time Dependent Semilinear Reaction Diffusion Problems
Download A Substitute For The Maximum Principle For Singularly Perturbed Time Dependent Semilinear Reaction Diffusion Problems full books in PDF, epub, and Kindle. Read online A Substitute For The Maximum Principle For Singularly Perturbed Time Dependent Semilinear Reaction Diffusion Problems ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Robust Numerical Methods for Singularly Perturbed Differential Equations by : Hans-Görg Roos
Download or read book Robust Numerical Methods for Singularly Perturbed Differential Equations written by Hans-Görg Roos and published by Springer Science & Business Media. This book was released on 2008-09-17 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new edition incorporates new developments in numerical methods for singularly perturbed differential equations, focusing on linear convection-diffusion equations and on nonlinear flow problems that appear in computational fluid dynamics.
Book Synopsis Partial Differential Equations in Action by : Sandro Salsa
Download or read book Partial Differential Equations in Action written by Sandro Salsa and published by Springer. This book was released on 2015-04-24 with total page 714 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear boundary and initial-boundary value problems.
Book Synopsis Convection-diffusion Problems by : Martin Stynes
Download or read book Convection-diffusion Problems written by Martin Stynes and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Many physical problems involve diffusive and convective (transport) processes. When diffusion dominates convection, standard numerical methods work satisfactorily. But when convection dominates diffusion, the standard methods become unstable, and special techniques are needed to compute accurate numerical approximations of the unknown solution. This convection-dominated regime is the focus of the book. After discussing at length the nature of solutions to convection-dominated convection-diffusion problems, the authors motivate and design numerical methods that are particularly suited to this c.
Book Synopsis The Porous Medium Equation by : Juan Luis Vazquez
Download or read book The Porous Medium Equation written by Juan Luis Vazquez and published by Clarendon Press. This book was released on 2006-10-26 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Heat Equation is one of the three classical linear partial differential equations of second order that form the basis of any elementary introduction to the area of PDEs, and only recently has it come to be fairly well understood. In this monograph, aimed at research students and academics in mathematics and engineering, as well as engineering specialists, Professor Vazquez provides a systematic and comprehensive presentation of the mathematical theory of the nonlinear heat equation usually called the Porous Medium Equation (PME). This equation appears in a number of physical applications, such as to describe processes involving fluid flow, heat transfer or diffusion. Other applications have been proposed in mathematical biology, lubrication, boundary layer theory, and other fields. Each chapter contains a detailed introduction and is supplied with a section of notes, providing comments, historical notes or recommended reading, and exercises for the reader.
Book Synopsis Exploring ODEs by : Lloyd N. Trefethen
Download or read book Exploring ODEs written by Lloyd N. Trefethen and published by SIAM. This book was released on 2017-12-21 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring ODEs is a textbook of ordinary differential equations for advanced undergraduates, graduate students, scientists, and engineers. It is unlike other books in this field in that each concept is illustrated numerically via a few lines of Chebfun code. There are about 400 computer-generated figures in all, and Appendix B presents 100 more examples as templates for further exploration.?
Book Synopsis Numerical Methods for Delay Differential Equations by : Alfredo Bellen
Download or read book Numerical Methods for Delay Differential Equations written by Alfredo Bellen and published by OUP Oxford. This book was released on 2003-03-20 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous examples illustrating some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solution is described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes a brief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods. The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence of continuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuous local error estimates. Classical results and a unconventional analysis of "stability with respect to forcing term" is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated. Alternative approaches, based on suitable formulation of DDEs as partial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples, pseudo-codes and numerical experiments are included throughout the book.
Book Synopsis Partial Differential Equations by : Lawrence C. Evans
Download or read book Partial Differential Equations written by Lawrence C. Evans and published by American Mathematical Soc.. This book was released on 2010 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second edition of the now definitive text on partial differential equations (PDE). It offers a comprehensive survey of modern techniques in the theoretical study of PDE with particular emphasis on nonlinear equations. Its wide scope and clear exposition make it a great text for a graduate course in PDE. For this edition, the author has made numerous changes, including a new chapter on nonlinear wave equations, more than 80 new exercises, several new sections, a significantly expanded bibliography. About the First Edition: I have used this book for both regular PDE and topics courses. It has a wonderful combination of insight and technical detail...Evans' book is evidence of his mastering of the field and the clarity of presentation (Luis Caffarelli, University of Texas) It is fun to teach from Evans' book. It explains many of the essential ideas and techniques of partial differential equations ...Every graduate student in analysis should read it. (David Jerison, MIT) I use Partial Differential Equations to prepare my students for their Topic exam, which is a requirement before starting working on their dissertation. The book provides an excellent account of PDE's ...I am very happy with the preparation it provides my students. (Carlos Kenig, University of Chicago) Evans' book has already attained the status of a classic. It is a clear choice for students just learning the subject, as well as for experts who wish to broaden their knowledge ...An outstanding reference for many aspects of the field. (Rafe Mazzeo, Stanford University.
Book Synopsis Finite Difference Methods in Financial Engineering by : Daniel J. Duffy
Download or read book Finite Difference Methods in Financial Engineering written by Daniel J. Duffy and published by John Wiley & Sons. This book was released on 2013-10-28 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.
Book Synopsis A Course on Rough Paths by : Peter K. Friz
Download or read book A Course on Rough Paths written by Peter K. Friz and published by Springer Nature. This book was released on 2020-05-27 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH
Book Synopsis Essential Partial Differential Equations by : David F. Griffiths
Download or read book Essential Partial Differential Equations written by David F. Griffiths and published by Springer. This book was released on 2015-09-24 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an introduction to the analytical and numerical aspects of partial differential equations (PDEs). It unifies an analytical and computational approach for these; the qualitative behaviour of solutions being established using classical concepts: maximum principles and energy methods. Notable inclusions are the treatment of irregularly shaped boundaries, polar coordinates and the use of flux-limiters when approximating hyperbolic conservation laws. The numerical analysis of difference schemes is rigorously developed using discrete maximum principles and discrete Fourier analysis. A novel feature is the inclusion of a chapter containing projects, intended for either individual or group study, that cover a range of topics such as parabolic smoothing, travelling waves, isospectral matrices, and the approximation of multidimensional advection–diffusion problems. The underlying theory is illustrated by numerous examples and there are around 300 exercises, designed to promote and test understanding. They are starred according to level of difficulty. Solutions to odd-numbered exercises are available to all readers while even-numbered solutions are available to authorised instructors. Written in an informal yet rigorous style, Essential Partial Differential Equations is designed for mathematics undergraduates in their final or penultimate year of university study, but will be equally useful for students following other scientific and engineering disciplines in which PDEs are of practical importance. The only prerequisite is a familiarity with the basic concepts of calculus and linear algebra.
Book Synopsis Polyharmonic Boundary Value Problems by : Filippo Gazzola
Download or read book Polyharmonic Boundary Value Problems written by Filippo Gazzola and published by Springer. This book was released on 2010-05-26 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible monograph covers higher order linear and nonlinear elliptic boundary value problems in bounded domains, mainly with the biharmonic or poly-harmonic operator as leading principal part. It provides rapid access to recent results and references.
Book Synopsis Handbook of Numerical Analysis by : Philippe G. Ciarlet
Download or read book Handbook of Numerical Analysis written by Philippe G. Ciarlet and published by Gulf Professional Publishing. This book was released on 1990 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis New Trends in Differential and Difference Equations and Applications by : Feliz Manuel Minhós
Download or read book New Trends in Differential and Difference Equations and Applications written by Feliz Manuel Minhós and published by MDPI. This book was released on 2019-10-14 with total page 198 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Special Issue aims to be a compilation of new results in the areas of differential and difference Equations, covering boundary value problems, systems of differential and difference equations, as well as analytical and numerical methods. The objective is to provide an overview of techniques used in these different areas and to emphasize their applicability to real-life phenomena, by the inclusion of examples. These examples not only clarify the theoretical results presented, but also provide insight on how to apply, for future works, the techniques used.
Book Synopsis Flux-Corrected Transport by : Dmitri Kuzmin
Download or read book Flux-Corrected Transport written by Dmitri Kuzmin and published by Springer Science & Business Media. This book was released on 2012-04-02 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addressing students and researchers as well as Computational Fluid Dynamics practitioners, this book is the most comprehensive review of high-resolution schemes based on the principle of Flux-Corrected Transport (FCT). The foreword by J.P. Boris and historical note by D.L. Book describe the development of the classical FCT methodology for convection-dominated transport problems, while the design philosophy behind modern FCT schemes is explained by S.T. Zalesak. The subsequent chapters present various improvements and generalizations proposed over the past three decades. In this new edition, recent results are integrated into existing chapters in order to describe significant advances since the publication of the first edition. Also, 3 new chapters were added in order to cover the following topics: algebraic flux correction for finite elements, iterative and linearized FCT schemes, TVD-like flux limiters, acceleration of explicit and implicit solvers, mesh adaptation, failsafe limiting for systems of conservation laws, flux-corrected interpolation (remapping), positivity preservation in RANS turbulence models, and the use of FCT as an implicit subgrid scale model for large eddy simulations.
Book Synopsis Elliptic Partial Differential Equations by : Vitaly Volpert
Download or read book Elliptic Partial Differential Equations written by Vitaly Volpert and published by Springer. This book was released on 2014-05-10 with total page 796 pages. Available in PDF, EPUB and Kindle. Book excerpt: If we had to formulate in one sentence what this book is about, it might be "How partial differential equations can help to understand heat explosion, tumor growth or evolution of biological species". These and many other applications are described by reaction-diffusion equations. The theory of reaction-diffusion equations appeared in the first half of the last century. In the present time, it is widely used in population dynamics, chemical physics, biomedical modelling. The purpose of this book is to present the mathematical theory of reaction-diffusion equations in the context of their numerous applications. We will go from the general mathematical theory to specific equations and then to their applications. Existence, stability and bifurcations of solutions will be studied for bounded domains and in the case of travelling waves. The classical theory of reaction-diffusion equations and new topics such as nonlocal equations and multi-scale models in biology will be considered.
Book Synopsis Nonlinear Dispersive Equations by : Jaime Angulo Pava
Download or read book Nonlinear Dispersive Equations written by Jaime Angulo Pava and published by American Mathematical Soc.. This book was released on 2009 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a self-contained presentation of classical and new methods for studying wave phenomena that are related to the existence and stability of solitary and periodic travelling wave solutions for nonlinear dispersive evolution equations. Simplicity, concrete examples, and applications are emphasized throughout in order to make the material easily accessible. The list of classical nonlinear dispersive equations studied include Korteweg-de Vries, Benjamin-Ono, and Schrodinger equations. Many special Jacobian elliptic functions play a role in these examples. The author brings the reader to the forefront of knowledge about some aspects of the theory and motivates future developments in this fascinating and rapidly growing field. The book can be used as an instructive study guide as well as a reference by students and mature scientists interested in nonlinear wave phenomena.
Book Synopsis Reliability of Large and Complex Systems by : Krzysztof Kolowrocki
Download or read book Reliability of Large and Complex Systems written by Krzysztof Kolowrocki and published by Elsevier. This book was released on 2014-03-27 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reliability of Large and Complex Systems, previously titled Reliability of Large Systems, is an innovative guide to the current state and reliability of large and complex systems. In addition to revised and updated content on the complexity and safety of large and complex mechanisms, this new edition looks at the reliability of nanosystems, a key research topic in nanotechnology science. The author discusses the importance of safety investigation of critical infrastructures that have aged or have been exposed to varying operational conditions. This reference provides an asymptotic approach to reliability; its methodology, whilst largely mathematical, is designed to help the reader understand and construct general models of large and systems in a wide range of engineering fields.
