Numerical Treatment of Partial Differential Equations

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This book deals with discretization techniques for partial differential equations of elliptic, parabolic and hyperbolic type. It introduces the main principles of discretization and details the ideas and analysis of advanced numerical methods in the area.

From the reviews:

"This textbook is the translation and revision of the third German edition of 2005. ... the book deals with different aspects of the numerical solution of elliptic, parabolic and hyperbolic partial differential equations. ... An index and two pages with a summary of the notations used complete the presentation. ... It can be highly recommended for students and engineers but also for numerical analysts." (Riidiger Weiner, Zentralblatt fiir Angewandte Mathematik and Mechanik, Vol. 88 (12), 2008)

Many well-known models in the natural sciences and engineering, and today even in economics, depend on partial di?erential equations. Thus the e?cient numerical solution of such equations plays an ever-increasing role in state-- the-art technology. This demand and the computational power available from current computer hardware have together stimulated the rapid development of numerical methods for partial di?erential equationsa development that encompasses convergence analyses and implementational aspects of software packages. In 1988 we started work on the ?rst German edition of our book, which appeared in 1992. Our aim was to give students a textbook that contained the basic concepts and ideas behind most numerical methods for partial di?er- tial equations. The success of this ?rst edition and the second edition in 1994 encouraged us, ten years later, to write an almost completely new version, taking into account comments from colleagues and students and drawing on the enormous progress made in the numerical analysis of partial di?erential equations in recent times. The present English version slightly improves the third German edition of 2005: we have corrected some minor errors and added additional material and references.

Contents Notation 1 Basics 1.1 Classification and Correctness 1.2 Fourier's Method, Integral Transforms 1.3 Maximum Principle, Fundamental Solution 2 Finite Difference Methods 2.1 Basic Concepts 2.2 Illustrative Examples 2.3 Transportation Problems and Conservation Laws 2.4 Elliptic Boundary Value Problems 2.5 Finite Volume Methods as Finite Difference Schemes 2.6 Parabolic Initial-Boundary Value Problems 2.7 Second-Order Hyperbolic Problems 3 Weak Solutions 3.1 Introduction 3.2 Adapted Function Spaces 3.3 VariationalEquationsand conformingApproximation 3.4 WeakeningV-ellipticity 3.5 NonlinearProblems 4 The Finite Element Method 4.1 A First Example 4.2 Finite-Element-Spaces 4.3 Practical Aspects of the Finite Element Method 4.4 Convergence of Conforming Methods 4.5 NonconformingFiniteElementMethods 4.6 Mixed Finite Elements 4.7 Error Estimators and adaptive FEM 4.8 The Discontinuous Galerkin Method 4.9 Further Aspects of the Finite Element Method 5 Finite Element Methods for Unsteady Problems 5.1 Parabolic Problems 5.2 Second-Order Hyperbolic Problems 6 Singularly Perturbed Boundary Value Problems 6.1 Two-Point Boundary Value Problems 6.2 Parabolic Problems, One-dimensional in Space 6.3 Convection-Diffusion Problems in Several Dimensions 7 Variational Inequalities, Optimal Control 7.1 Analytic Properties 7.2 Discretization of Variational Inequalities 7.3 Penalty Methods 7.4 Optimal Control of PDEs 8 Numerical Methods for Discretized Problems 8.1 Some Particular Properties of the Problems 8.2 Direct Methods 8.3 Classical Iterative Methods 8.4 The Conjugate Gradient Method 8.5Multigrid Methods 8.6 Domain Decomposition, Parallel Algorithms Bibliography: Textbooks and Monographs Bibliography: Original Papers Index

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Numerical Treatment of Partial Differential Equations
Kartonierter Einband
Springer Berlin Heidelberg
Anzahl Seiten
H235mm x B155mm x T32mm
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