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Operator Splitting Method For Parabolic Partial Differential Equations
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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.
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.
Book Synopsis Iterative Splitting Methods for Differential Equations by : Juergen Geiser
Download or read book Iterative Splitting Methods for Differential Equations written by Juergen Geiser and published by CRC Press. This book was released on 2011-06-01 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 th
Book Synopsis Tools for PDE by : Michael E. Taylor
Download or read book Tools for PDE written by Michael E. Taylor and published by American Mathematical Soc.. This book was released on 2000 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developing three related tools that are useful in the analysis of partial differential equations (PDEs) arising from the classical study of singular integral operators, this text considers pseudodifferential operators, paradifferential operators, and layer potentials.
Book Synopsis Galerkin Finite Element Methods for Parabolic Problems by : Vidar Thomee
Download or read book Galerkin Finite Element Methods for Parabolic Problems written by Vidar Thomee and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: My purpose in this monograph is to present an essentially self-contained account of the mathematical theory of Galerkin finite element methods as applied to parabolic partial differential equations. The emphases and selection of topics reflects my own involvement in the field over the past 25 years, and my ambition has been to stress ideas and methods of analysis rather than to describe the most general and farreaching results possible. Since the formulation and analysis of Galerkin finite element methods for parabolic problems are generally based on ideas and results from the corresponding theory for stationary elliptic problems, such material is often included in the presentation. The basis of this work is my earlier text entitled Galerkin Finite Element Methods for Parabolic Problems, Springer Lecture Notes in Mathematics, No. 1054, from 1984. This has been out of print for several years, and I have felt a need and been encouraged by colleagues and friends to publish an updated version. In doing so I have included most of the contents of the 14 chapters of the earlier work in an updated and revised form, and added four new chapters, on semigroup methods, on multistep schemes, on incomplete iterative solution of the linear algebraic systems at the time levels, and on semilinear equations. The old chapters on fully discrete methods have been reworked by first treating the time discretization of an abstract differential equation in a Hilbert space setting, and the chapter on the discontinuous Galerkin method has been completely rewritten.
Book Synopsis Numerical Solution of Elliptic and Parabolic Partial Differential Equations with CD-ROM by : John A. Trangenstein
Download or read book Numerical Solution of Elliptic and Parabolic Partial Differential Equations with CD-ROM written by John A. Trangenstein and published by Cambridge University Press. This book was released on 2013-04-18 with total page 657 pages. Available in PDF, EPUB and Kindle. Book excerpt: For mathematicians and engineers interested in applying numerical methods to physical problems this book is ideal. Numerical ideas are connected to accompanying software, which is also available online. By seeing the complete description of the methods in both theory and implementation, students will more easily gain the knowledge needed to write their own application programs or develop new theory. The book contains careful development of the mathematical tools needed for analysis of the numerical methods, including elliptic regularity theory and approximation theory. Variational crimes, due to quadrature, coordinate mappings, domain approximation and boundary conditions, are analyzed. The claims are stated with full statement of the assumptions and conclusions, and use subscripted constants which can be traced back to the origination (particularly in the electronic version, which can be found on the accompanying CD-ROM).
Book Synopsis Decomposition Methods for Differential Equations by : Juergen Geiser
Download or read book Decomposition Methods for Differential Equations written by Juergen Geiser and published by CRC Press. This book was released on 2009-05-20 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 num
Book Synopsis Richardson Extrapolation by : Zahari Zlatev
Download or read book Richardson Extrapolation written by Zahari Zlatev and published by Walter de Gruyter GmbH & Co KG. This book was released on 2017-11-07 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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
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 Splitting Methods in Communication, Imaging, Science, and Engineering by : Roland Glowinski
Download or read book Splitting Methods in Communication, Imaging, Science, and Engineering written by Roland Glowinski and published by Springer. This book was released on 2017-01-05 with total page 822 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is about computational methods based on operator splitting. It consists of twenty-three chapters written by recognized splitting method contributors and practitioners, and covers a vast spectrum of topics and application areas, including computational mechanics, computational physics, image processing, wireless communication, nonlinear optics, and finance. Therefore, the book presents very versatile aspects of splitting methods and their applications, motivating the cross-fertilization of ideas.
Book Synopsis Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations by : Willem Hundsdorfer
Download or read book Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations written by Willem Hundsdorfer and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unique book on Reaction-Advection-Diffusion problems
Book Synopsis Numerical Solution of Partial Differential Equations in Science and Engineering by : Leon Lapidus
Download or read book Numerical Solution of Partial Differential Equations in Science and Engineering written by Leon Lapidus and published by John Wiley & Sons. This book was released on 2011-02-14 with total page 677 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the reviews of Numerical Solution of PartialDifferential Equations in Science and Engineering: "The book by Lapidus and Pinder is a very comprehensive, evenexhaustive, survey of the subject . . . [It] is unique in that itcovers equally finite difference and finite element methods." Burrelle's "The authors have selected an elementary (but not simplistic)mode of presentation. Many different computational schemes aredescribed in great detail . . . Numerous practical examples andapplications are described from beginning to the end, often withcalculated results given." Mathematics of Computing "This volume . . . devotes its considerable number of pages tolucid developments of the methods [for solving partial differentialequations] . . . the writing is very polished and I found it apleasure to read!" Mathematics of Computation Of related interest . . . NUMERICAL ANALYSIS FOR APPLIED SCIENCE Myron B. Allen andEli L. Isaacson. A modern, practical look at numerical analysis,this book guides readers through a broad selection of numericalmethods, implementation, and basic theoretical results, with anemphasis on methods used in scientific computation involvingdifferential equations. 1997 (0-471-55266-6) 512 pp. APPLIED MATHEMATICS Second Edition, J. David Logan.Presenting an easily accessible treatment of mathematical methodsfor scientists and engineers, this acclaimed work covers fluidmechanics and calculus of variations as well as more modernmethods-dimensional analysis and scaling, nonlinear wavepropagation, bifurcation, and singular perturbation. 1996(0-471-16513-1) 496 pp.
Book Synopsis Lectures on Elliptic and Parabolic Equations in Holder Spaces by : Nikolaĭ Vladimirovich Krylov
Download or read book Lectures on Elliptic and Parabolic Equations in Holder Spaces written by Nikolaĭ Vladimirovich Krylov and published by American Mathematical Soc.. This book was released on 1996 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt: These lectures concentrate on fundamentals of the modern theory of linear elliptic and parabolic equations in H older spaces. Krylov shows that this theory - including some issues of the theory of nonlinear equations - is based on some general and extremely powerful ideas and some simple computations. The main object of study is the first boundary-value problems for elliptic and parabolic equations, with some guidelines concerning other boundary-value problems such as the Neumann or oblique derivative problems or problems involving higher-order elliptic operators acting on the boundary. Numerical approximations are also discussed. This book, containing 200 exercises, aims to provide a good understanding of what kind of results are available and what kinds of techniques are used to obtain them.
Book Synopsis Numerical Solution of Differential Equations by : Zhilin Li
Download or read book Numerical Solution of Differential Equations written by Zhilin Li and published by Cambridge University Press. This book was released on 2017-11-30 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: A practical and concise guide to finite difference and finite element methods. Well-tested MATLAB® codes are available online.
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.
Download or read book Coupled Systems written by Juergen Geiser and published by CRC Press. This book was released on 2014-02-14 with total page 311 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theory, Models, and Applications in Engineering explains how to solve complicated coupled models in engineering using analytical and numerical methods. It presents splitting multiscale methods to solve multiscale and multi-physics problems and describes analytical and numerical methods in time and space for evolution equations arising in engineering problems. The book discusses the effectiveness, simplicity, stability, and consistency of the methods in solving problems that occur in real-life engineering tasks. It shows how MATLAB (R) and Simulink (R) are used to implement the methods. The author also covers the coupling of separate, multiple, and logical scales in applications, including microscale, macroscale, multiscale, and multi-physics problems. Covering mathematical, algorithmic, and practical aspects, this book brings together innovative ideas in coupled systems and extends standard engineering tools to coupled models in materials and flow problems with respect to their scale dependencies and their influence on each time and spatial scale
Book Synopsis Mathematical Control and Numerical Applications by : Abdeljalil Nachaoui
Download or read book Mathematical Control and Numerical Applications written by Abdeljalil Nachaoui and published by Springer Nature. This book was released on 2021-10-30 with total page 168 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents some sufficient mathematical content with expressive result. The aim of JANO13 is to bring together scientists to discuss their research in all the aspects of mathematics and their applications to different scientific discipline. The main topics of the conference is partial differential equations, mathematical control, numerical analysis and computer science. The conference is interested in recent developments on numerical analysis and real applications in computer science. The latter is viewed as a dynamic branch on the interface of mathematics and informatics that has been growing rapidly over the past several decades. However, its mathematical modelling and interpretation are still not well-explained and need much more clarifications. The main contributions of this book are to give some sufficient mathematical content with expressive results. As a growing field, it is gaining a lot of attention both in media and in the industry world, which will attract the interest of readers from different scientist disciplines.
