Splitting Methods for Partial Differential Equations with Rough Solutions

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Publisher : European Mathematical Society
ISBN 13 : 9783037190784
Total Pages : 238 pages
Book Rating : 4.1/5 (97 download)

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Book Synopsis Splitting Methods for Partial Differential Equations with Rough Solutions by : Helge Holden

Download or read book Splitting Methods for Partial Differential Equations with Rough Solutions written by Helge Holden and published by European Mathematical Society. This book was released on 2010 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 tracking. The theory is illustrated by numerous examples. There is a dedicated Web page that provides MATLABR codes for many of the examples. The book is suitable for graduate students and researchers in pure and applied mathematics, physics, and engineering.

Parallel Solution of Partial Differential Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 146121176X
Total Pages : 309 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Parallel Solution of Partial Differential Equations by : Petter Bjorstad

Download or read book Parallel Solution of Partial Differential Equations written by Petter Bjorstad and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications PARALLEL SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS is based on the proceedings of a workshop with the same title. The work shop was an integral part of the 1996-97IMA program on "MATHEMAT ICS IN HIGH-PERFORMANCE COMPUTING." I would like to thank Petter Bj0rstad of the Institutt for Informatikk, University of Bergen and Mitchell Luskin of the School of Mathematics, University of Minnesota for their excellent work as organizers of the meeting and for editing the proceedings. I also take this opportunity to thank the National Science Founda tion (NSF), Department of Energy (DOE), and the Army Research Office (ARO), whose financial support made the workshop possible. Willard Miller, Jr., Professor and Director v PREFACE The numerical solution of partial differential equations has been of major importance to the development of many technologies and has been the target of much of the development of parallel computer hardware and software. Parallel computers offer the promise of greatly increased perfor mance and the routine calculation of previously intractable problems. The papers in this volume were presented at the IMA workshop on the Paral lel Solution of PDE held during June 9-13, 1997. The workshop brought together leading numerical analysts, computer scientists, and engineers to assess the state-of-the-art and to consider future directions.

Godunov Methods

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Publisher : Springer Science & Business Media
ISBN 13 : 1461506638
Total Pages : 1050 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Godunov Methods by : E.F. Toro

Download or read book Godunov Methods written by E.F. Toro and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 1050 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited review book on Godunov methods contains 97 articles, all of which were presented at the international conference on Godunov Methods: Theory and Applications, held at Oxford in October 1999, to commemo rate the 70th birthday of the Russian mathematician Sergei K. Godunov. The meeting enjoyed the participation of 140 scientists from 20 countries; one of the participants commented: everyone is here, meaning that virtu ally everybody who had made a significant contribution to the general area of numerical methods for hyperbolic conservation laws, along the lines first proposed by Godunov in the fifties, was present at the meeting. Sadly, there were important absentees, who due to personal circumstance could not at tend this very exciting gathering. The central theme o{ the meeting, and of this book, was numerical methods for hyperbolic conservation laws fol lowing Godunov's key ideas contained in his celebrated paper of 1959. But Godunov's contributions to science are not restricted to Godunov's method.

Stochastic Processes, Physics and Geometry: New Interplays. II

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821819609
Total Pages : 650 pages
Book Rating : 4.8/5 (196 download)

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Book Synopsis Stochastic Processes, Physics and Geometry: New Interplays. II by : Sergio Albeverio

Download or read book Stochastic Processes, Physics and Geometry: New Interplays. II written by Sergio Albeverio and published by American Mathematical Soc.. This book was released on 2000 with total page 650 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume and Stochastic Processes, Physics and Geometry: New Interplays I present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Wave Propagation in Materials for Modern Applications

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Publisher : BoD – Books on Demand
ISBN 13 : 9537619656
Total Pages : 555 pages
Book Rating : 4.5/5 (376 download)

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Book Synopsis Wave Propagation in Materials for Modern Applications by : Andrey Petrin

Download or read book Wave Propagation in Materials for Modern Applications written by Andrey Petrin and published by BoD – Books on Demand. This book was released on 2010-01-01 with total page 555 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the recent decades, there has been a growing interest in micro- and nanotechnology. The advances in nanotechnology give rise to new applications and new types of materials with unique electromagnetic and mechanical properties. This book is devoted to the modern methods in electrodynamics and acoustics, which have been developed to describe wave propagation in these modern materials and nanodevices. The book consists of original works of leading scientists in the field of wave propagation who produced new theoretical and experimental methods in the research field and obtained new and important results. The first part of the book consists of chapters with general mathematical methods and approaches to the problem of wave propagation. A special attention is attracted to the advanced numerical methods fruitfully applied in the field of wave propagation. The second part of the book is devoted to the problems of wave propagation in newly developed metamaterials, micro- and nanostructures and porous media. In this part the interested reader will find important and fundamental results on electromagnetic wave propagation in media with negative refraction index and electromagnetic imaging in devices based on the materials. The third part of the book is devoted to the problems of wave propagation in elastic and piezoelectric media. In the fourth part, the works on the problems of wave propagation in plasma are collected. The fifth, sixth and seventh parts are devoted to the problems of wave propagation in media with chemical reactions, in nonlinear and disperse media, respectively. And finally, in the eighth part of the book some experimental methods in wave propagations are considered. It is necessary to emphasize that this book is not a textbook. It is important that the results combined in it are taken “from the desks of researchers“. Therefore, I am sure that in this book the interested and actively working readers (scientists, engineers and students) will find many interesting results and new ideas.

Filtration in Porous Media and Industrial Application

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Publisher : Springer
ISBN 13 : 3540446567
Total Pages : 225 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Filtration in Porous Media and Industrial Application by : M.S. Espedal

Download or read book Filtration in Porous Media and Industrial Application written by M.S. Espedal and published by Springer. This book was released on 2007-05-06 with total page 225 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the presentation of some flow problems in porous media having relevant industrial applications. The main topics covered are: the manufacturing of composite materials, the espresso coffee brewing process, the filtration of liquids through diapers, various questions about flow problems in oil reservoirs and the theory of homogenization. The aim is to show that filtration problems arising in very practical industrial context exhibit interesting and highly nontrivial mathematical aspects. Thus the style of the book is mathematically rigorous, but specifically oriented towards applications, so that it is intended for both applied mathematicians and researchers in various areas of technological interest. The reader is required to have a good knowledge of the classical theory of PDE and basic functional analysis.

Finite Difference Methods in Financial Engineering

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Publisher : John Wiley & Sons
ISBN 13 : 1118856481
Total Pages : 452 pages
Book Rating : 4.1/5 (188 download)

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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.

Nonlinear Diffusion Equations

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Publisher : World Scientific
ISBN 13 : 9789812799791
Total Pages : 526 pages
Book Rating : 4.7/5 (997 download)

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Book Synopsis Nonlinear Diffusion Equations by : Zhuoqun Wu

Download or read book Nonlinear Diffusion Equations written by Zhuoqun Wu and published by World Scientific. This book was released on 2001 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear diffusion equations, an important class of parabolic equations, come from a variety of diffusion phenomena which appear widely in nature. They are suggested as mathematical models of physical problems in many fields, such as filtration, phase transition, biochemistry and dynamics of biological groups. In many cases, the equations possess degeneracy or singularity. The appearance of degeneracy or singularity makes the study more involved and challenging. Many new ideas and methods have been developed to overcome the special difficulties caused by the degeneracy and singularity, which enrich the theory of partial differential equations. This book provides a comprehensive presentation of the basic problems, main results and typical methods for nonlinear diffusion equations with degeneracy. Some results for equations with singularity are touched upon. Contents: Newtonian Filtration Equations: Existence and Uniqueness of Solutions: One Dimensional Case; Existence and Uniqueness of Solutions: Higher Dimensional Case; Regularity of Solutions: One Dimensional Case; Regularity of Solutions: Higher Dimensional Case; Properties of the Free Boundary: One Dimensional Case; Properties of the Free Boundary: Higher Dimensional Case; Initial Trace of Solutions; Other Problems; Non-Newtonian Filtration Equations: Existence of Solutions; Harnack Inequality and Initial Trace of Solutions; Regularity of Solutions; Uniqueness of Solutions; Properties of the Free Boundary; Other Problems; General Quasilinear Equations of Second Order: Weakly Degenerate Equations in One Dimension; Weakly Degenerate Equations in Higher Dimension; Strongly Degenerate Equations in One Dimension; Degenerate Equations in Higher Dimension without Terms of Lower Order; General Strongly Degenerate Equations in Higher Dimension; Classes BV and BV x; Nonlinear Diffusion Equations of Higher Order: Similarity Solutions of a Fourth Order Equation; Equations with Double-Degeneracy; CahnOCoHilliard Equation with Constant Mobility; CahnOCoHilliard Equations with Positive Concentration Dependent Mobility; Thin Film Equation; CahnOCoHilliard Equation with Degenerate Mobility. Readership: Researchers, lecturers and graduate students in the fields of analysis and differential equations, mathematical physics and fluid mechanics."

High Performance Computing for Computational Science - VECPAR 2006

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Publisher : Springer Science & Business Media
ISBN 13 : 3540713506
Total Pages : 742 pages
Book Rating : 4.5/5 (47 download)

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Book Synopsis High Performance Computing for Computational Science - VECPAR 2006 by : Michel Daydé

Download or read book High Performance Computing for Computational Science - VECPAR 2006 written by Michel Daydé and published by Springer Science & Business Media. This book was released on 2007-04-02 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the 7th International Conference on High Performance Computing for Computational Science, VECPAR 2006, held in Rio de Janeiro, Brazil, in June 2006. The 44 revised full papers presented together with one invited paper and 12 revised workshop papers cover Grid computing, cluster computing, numerical methods, large-scale simulations in Physics, and computing in Biosciences.

Sedimentation and Thickening

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Publisher : Springer Science & Business Media
ISBN 13 : 9401593272
Total Pages : 297 pages
Book Rating : 4.4/5 (15 download)

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Book Synopsis Sedimentation and Thickening by : E.M. Tory

Download or read book Sedimentation and Thickening written by E.M. Tory and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to present a rigorous phenomenological and mathematical formulation of sedimentation processes and to show how this theory can be applied to the design and control of continuous thickeners. The book is directed to stu dents and researchers in applied mathematics and engineering sciences, especially in metallurgical, chemical, mechanical and civil engineering, and to practicing en gineers in the process industries. Such a vast and diverse audience should read this book differently. For this reason we have organized the chapters in such a way that the book can be read in two ways. Engineers and engineering students will find a rigorous formulation of the mathematical model of sedimentation and the exact and approximate solutions for the most important problems encountered in the laboratory and in industry in Chapters 1 to 3, 7 and 8, and 10 to 12, which form a self-contained subject. They can skip Chapters 4 to 6 and 9, which are most important to applied mathematicians, without losing the main features of sedimentation processes. On the other hand, applied mathematicians will find special interest in Chapters 4 to 6 and 9 which show some known but many recent results in the field of conservation laws of quasilinear hyperbolic and degenerate parabolic equations of great interest today. These two approaches to the theory keep their own styles: the mathematical approach with theorems and proofs, and the phenomenological approach with its deductive technique.

Nonlinearity

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Publisher :
ISBN 13 :
Total Pages : 810 pages
Book Rating : 4.3/5 (21 download)

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Book Synopsis Nonlinearity by :

Download or read book Nonlinearity written by and published by . This book was released on 1999 with total page 810 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Advances in Chromatography, Volume 51

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Publisher : CRC Press
ISBN 13 : 1466569662
Total Pages : 325 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Advances in Chromatography, Volume 51 by : Eli Grushka

Download or read book Advances in Chromatography, Volume 51 written by Eli Grushka and published by CRC Press. This book was released on 2016-04-19 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: For more than four decades, scientists and researchers have relied on the Advances in Chromatography series for the most up-to-date information on a wide range of developments in chromatographic methods and applications. For Volume 51, the series editors have invited established, well-known chemists from across the globe to offer cutting-edge revie

Current Trends in High Performance Computing and Its Applications

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Publisher : Springer Science & Business Media
ISBN 13 : 9783540257851
Total Pages : 682 pages
Book Rating : 4.2/5 (578 download)

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Book Synopsis Current Trends in High Performance Computing and Its Applications by : Wu Zhang

Download or read book Current Trends in High Performance Computing and Its Applications written by Wu Zhang and published by Springer Science & Business Media. This book was released on 2005-06-16 with total page 682 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 88 research articles written by prominent researchers. The articles are chosen from a large international conference on high performance computing and its applications held in Shanghai, China. Topics covered include a variety of subjects in modern high performance computing and its applications, such as the design and analysis of high performance computing algorithms, tools and platforms, and their scientific, engineering, medical, and industrial applications. The book serves as an excellent reference work for graduate students and researchers working with high performance computing for problems in science and engineering.

Numerical Methods for Elliptic and Parabolic Partial Differential Equations

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Publisher : Springer Nature
ISBN 13 : 3030793850
Total Pages : 811 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Numerical Methods for Elliptic and Parabolic Partial Differential Equations by : Peter Knabner

Download or read book Numerical Methods for Elliptic and Parabolic Partial Differential Equations written by Peter Knabner and published by Springer Nature. This book was released on 2021-11-19 with total page 811 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides an application oriented introduction to the numerical methods for partial differential equations. It covers finite difference, finite element, and finite volume methods, interweaving theory and applications throughout. The book examines modern topics such as adaptive methods, multilevel methods, and methods for convection-dominated problems and includes detailed illustrations and extensive exercises.

Report

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Publisher :
ISBN 13 :
Total Pages : 26 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Report by : Universitetet i Bergen. Department of Applied Mathematics

Download or read book Report written by Universitetet i Bergen. Department of Applied Mathematics and published by . This book was released on 2002 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Report

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Publisher :
ISBN 13 :
Total Pages : 404 pages
Book Rating : 4.5/5 (444 download)

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Book Synopsis Report by :

Download or read book Report written by and published by . This book was released on 1997 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific Computing and Applications

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Publisher : Nova Publishers
ISBN 13 : 9781590330272
Total Pages : 312 pages
Book Rating : 4.3/5 (32 download)

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Book Synopsis Scientific Computing and Applications by : Peter Minev

Download or read book Scientific Computing and Applications written by Peter Minev and published by Nova Publishers. This book was released on 2001 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scientific Computing & Applications