This text presents numerical differential equations to graduate (doctoral) students. It includes the three standard approaches to numerical PDE, FDM, FEM and CM, and the two most common time stepping techniques, FDM and Runge-Kutta. We present both the numerical technique and the supporting theory.
Numerical differential equations: theory and technique, ODE methods, finite differences, finite elements and collocation
โ Scribed by Loustau, John
- Publisher
- World Scientific
- Year
- 2016
- Tongue
- English
- Leaves
- 376
- Series
- Numerical & Computational Mathematics, Applied Mathematics
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
ODE, Population Models, Runge-Kutta
FDM: Parabolic PDE
Hyperbolic PDE
Stability
Neumann Stability
Lax Equivalence
Elliptical PDE
Extended Difference Formulations
FEM: Laplace Equation
Helmholtz Equation
Cell Chemotaxis
Navier-Stokes Equation
Stokes Equation
Basic FEM Models
Sobolev Spaces
Density Theorems
Traces
Sobolev Imbedding
Lax-Milgram Theorem
Piecewise Polynomial Interpolation
Convergence For Uniformly Elliptical PDE
CM: Black-Scholes Equation
Diffusion-Reaction Equation
OCE Collocation
Spectral Collocation
Convergence
โฆ Subjects
Differential equations / Textbooks;Differential equations / Study and teaching (Graduate);Numerisches Verfahren;Differentialgleichung
๐ SIMILAR VOLUMES
This introduction to finite difference and finite element methods is aimed at graduate students who need to solve differential equations. The prerequisites are few (basic calculus, linear algebra, and ODEs) and so the book will be accessible and useful to readers from a range of disciplines across s
<p><i>Numerical Methods for Partial Differential Equations: Finite Difference and Finite Volume Methods</i> 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
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