Numerical Methods for Evolutionary Differential Equations

Numerical Methods for Evolutionary Differential Equations
Author: Uri M. Ascher
Publisher: SIAM
Total Pages: 404
Release: 2008-01-01
Genre: Mathematics
ISBN: 0898718910

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Methods for the numerical simulation of dynamic mathematical models have been the focus of intensive research for well over 60 years, and the demand for better and more efficient methods has grown as the range of applications has increased. Mathematical models involving evolutionary partial differential equations (PDEs) as well as ordinary differential equations (ODEs) arise in diverse applications such as fluid flow, image processing and computer vision, physics-based animation, mechanical systems, relativity, earth sciences, and mathematical finance. This textbook develops, analyzes, and applies numerical methods for evolutionary, or time-dependent, differential problems. Both PDEs and ODEs are discussed from a unified viewpoint. The author emphasizes finite difference and finite volume methods, specifically their principled derivation, stability, accuracy, efficient implementation, and practical performance in various fields of science and engineering. Smooth and nonsmooth solutions for hyperbolic PDEs, parabolic-type PDEs, and initial value ODEs are treated, and a practical introduction to geometric integration methods is included as well. Audience: suitable for researchers and graduate students from a variety of fields including computer science, applied mathematics, physics, earth and ocean sciences, and various engineering disciplines. Researchers who simulate processes that are modeled by evolutionary differential equations will find material on the principles underlying the appropriate method to use and the pitfalls that accompany each method.

Handbook of Differential Equations: Evolutionary Equations

Handbook of Differential Equations: Evolutionary Equations
Author: C.M. Dafermos
Publisher: Elsevier
Total Pages: 653
Release: 2011-09-22
Genre: Mathematics
ISBN: 008046565X

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The material collected in this volume reflects the active present of this area of mathematics, ranging from the abstract theory of gradient flows to stochastic representations of non-linear parabolic PDE's. Articles will highlight the present as well as expected future directions of development of the field with particular emphasis on applications. The article by Ambrosio and Savaré discusses the most recent development in the theory of gradient flow of probability measures. After an introduction reviewing the properties of the Wasserstein space and corresponding subdifferential calculus, applications are given to evolutionary partial differential equations. The contribution of Herrero provides a description of some mathematical approaches developed to account for quantitative as well as qualitative aspects of chemotaxis. Particular attention is paid to the limits of cell's capability to measure external cues on the one hand, and to provide an overall description of aggregation models for the slim mold Dictyostelium discoideum on the other. The chapter written by Masmoudi deals with a rather different topic - examples of singular limits in hydrodynamics. This is nowadays a well-studied issue given the amount of new results based on the development of the existence theory for rather general systems of equations in hydrodynamics. The paper by DeLellis addreses the most recent results for the transport equations with regard to possible applications in the theory of hyperbolic systems of conservation laws. Emphasis is put on the development of the theory in the case when the governing field is only a BV function. The chapter by Rein represents a comprehensive survey of results on the Poisson-Vlasov system in astrophysics. The question of global stability of steady states is addressed in detail. The contribution of Soner is devoted to different representations of non-linear parabolic equations in terms of Markov processes. After a brief introduction on the linear theory, a class of non-linear equations is investigated, with applications to stochastic control and differential games. The chapter written by Zuazua presents some of the recent progresses done on the problem of controllabilty of partial differential equations. The applications include the linear wave and heat equations,parabolic equations with coefficients of low regularity, and some fluid-structure interaction models. - Volume 1 focuses on the abstract theory of evolution - Volume 2 considers more concrete probelms relating to specific applications - Volume 3 reflects the active present of this area of mathematics, ranging from the abstract theory of gradient flows to stochastic representations of non-linear PDEs

Numerical Methods for Differential Equations

Numerical Methods for Differential Equations
Author: J.R. Dormand
Publisher: CRC Press
Total Pages: 385
Release: 2018-05-04
Genre: Mathematics
ISBN: 1351083554

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With emphasis on modern techniques, Numerical Methods for Differential Equations: A Computational Approach covers the development and application of methods for the numerical solution of ordinary differential equations. Some of the methods are extended to cover partial differential equations. All techniques covered in the text are on a program disk included with the book, and are written in Fortran 90. These programs are ideal for students, researchers, and practitioners because they allow for straightforward application of the numerical methods described in the text. The code is easily modified to solve new systems of equations. Numerical Methods for Differential Equations: A Computational Approach also contains a reliable and inexpensive global error code for those interested in global error estimation. This is a valuable text for students, who will find the derivations of the numerical methods extremely helpful and the programs themselves easy to use. It is also an excellent reference and source of software for researchers and practitioners who need computer solutions to differential equations.

Finite Difference Methods for Nonlinear Evolution Equations

Finite Difference Methods for Nonlinear Evolution Equations
Author: Zhi-Zhong Sun
Publisher: Walter de Gruyter GmbH & Co KG
Total Pages: 432
Release: 2023-05-08
Genre: Mathematics
ISBN: 3110796015

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Introduces recent research results of finite difference methods including important nonlinear evolution equations in applied science. The presented difference schemes include nonlinear difference schemes and linearized difference schemes. Features widely used nonlinear evolution equations such as Burgers equation, regular long wave equation, Schrodinger equation and more. Each PDE model includes details on efficiency, stability, and convergence.

Numerical Methods for Ordinary Differential Equations

Numerical Methods for Ordinary Differential Equations
Author: David F. Griffiths
Publisher: Springer Science & Business Media
Total Pages: 274
Release: 2010-11-11
Genre: Mathematics
ISBN: 0857291483

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Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. Written for undergraduate students with a mathematical background, this book focuses on the analysis of numerical methods without losing sight of the practical nature of the subject. It covers the topics traditionally treated in a first course, but also highlights new and emerging themes. Chapters are broken down into `lecture' sized pieces, motivated and illustrated by numerous theoretical and computational examples. Over 200 exercises are provided and these are starred according to their degree of difficulty. Solutions to all exercises are available to authorized instructors. The book covers key foundation topics: o Taylor series methods o Runge--Kutta methods o Linear multistep methods o Convergence o Stability and a range of modern themes: o Adaptive stepsize selection o Long term dynamics o Modified equations o Geometric integration o Stochastic differential equations The prerequisite of a basic university-level calculus class is assumed, although appropriate background results are also summarized in appendices. A dedicated website for the book containing extra information can be found via www.springer.com

A First Course in the Numerical Analysis of Differential Equations

A First Course in the Numerical Analysis of Differential Equations
Author: A. Iserles
Publisher: Cambridge University Press
Total Pages: 481
Release: 2009
Genre: Mathematics
ISBN: 0521734908

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lead the reader to a theoretical understanding of the subject without neglecting its practical aspects. The outcome is a textbook that is mathematically honest and rigorous and provides its target audience with a wide range of skills in both ordinary and partial differential equations." --Book Jacket.

Numerical Solution of Partial Differential Equations

Numerical Solution of Partial Differential Equations
Author: Gordon D. Smith
Publisher: Oxford University Press
Total Pages: 356
Release: 1985
Genre: Computers
ISBN: 9780198596509

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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.

Handbook of differential equations

Handbook of differential equations
Author: M. Chipot
Publisher:
Total Pages: 616
Release: 2006
Genre: Differential equations
ISBN: 9780444517432

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This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Key features: - Written by well-known experts in the field - Self-contained volume in series covering one of the most rapid developing topics in mathematics - Written by well-known experts in the field - Self-contained volume in series covering one of the most rapid developing topics in mathematics.

Numerical Partial Differential Equations: Finite Difference Methods

Numerical Partial Differential Equations: Finite Difference Methods
Author: J.W. Thomas
Publisher: Springer Science & Business Media
Total Pages: 460
Release: 1998-11-06
Genre: Mathematics
ISBN: 0387979999

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What makes this book stand out from the competition is that it is more computational. Once done with both volumes, readers will have the tools to attack a wider variety of problems than those worked out in the competitors' books. The author stresses the use of technology throughout the text, allowing students to utilize it as much as possible.

High Order Nonlinear Numerical Schemes for Evolutionary PDEs

High Order Nonlinear Numerical Schemes for Evolutionary PDEs
Author: Rémi Abgrall
Publisher: Springer
Total Pages: 220
Release: 2014-05-19
Genre: Mathematics
ISBN: 3319054554

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This book collects papers presented during the European Workshop on High Order Nonlinear Numerical Methods for Evolutionary PDEs (HONOM 2013) that was held at INRIA Bordeaux Sud-Ouest, Talence, France in March, 2013. The central topic is high order methods for compressible fluid dynamics. In the workshop, and in this proceedings, greater emphasis is placed on the numerical than the theoretical aspects of this scientific field. The range of topics is broad, extending through algorithm design, accuracy, large scale computing, complex geometries, discontinuous Galerkin, finite element methods, Lagrangian hydrodynamics, finite difference methods and applications and uncertainty quantification. These techniques find practical applications in such fields as fluid mechanics, magnetohydrodynamics, nonlinear solid mechanics, and others for which genuinely nonlinear methods are needed.