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Author: Helge Holden
Publisher: European Mathematical Society
ISBN: 9783037190784
Category : Mathematics
Languages : en
Pages : 238
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Book Description
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.
Author: Helge Holden
Publisher: European Mathematical Society
ISBN: 9783037190784
Category : Mathematics
Languages : en
Pages : 238
Get Book
Book Description
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.
Author: Juergen Geiser
Publisher: CRC Press
ISBN: 1439869839
Category : Mathematics
Languages : en
Pages : 325
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Book Description
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
Author: Randall J. LeVeque
Publisher:
ISBN:
Category : Differential equations, Hyperbolic
Languages : en
Pages : 236
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Book Description
This thesis concerns the use of time-split methods for the numerical solution of time-dependent partial differential equations. Frequently the differential operator splits additively into two or more pieces such that the corresponding subproblems are each easier to solve than the original equation, or are best handled by different techniques. In the time-split method the solution to the original equation is advanced by alternately solving the subproblems. In this thesis a unified approach to splitting methods is developed which simplifies their analysis. Particular emphasis is given to splittings of hyperbolic problems into subproblems with disparate wave speeds. Three main aspects of the method are considered. The first is the accuracy and efficiency of the time-split method relative to unsplit methods. The second topic is stability for split methods. The final topic is the proper specification of boundary data for the intermediate solutions, e.g., the solution obtained after solving only one of the subproblems. The main emphasis is on hyperbolic problems, and the one-dimensional shallow water equations are used as a specific example throughout. The final chapter is devoted to some other applications or the theory. Two-dimensional hyperbolic problems, convection-diffusion equations, and the Peaceman-Rachford ADI method for the heat equation are considered.
Author: Walter A. Strauss
Publisher: John Wiley & Sons
ISBN: 0470054565
Category : Mathematics
Languages : en
Pages : 467
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Book Description
Our understanding of the fundamental processes of the natural world is based to a large extent on partial differential equations (PDEs). The second edition of Partial Differential Equations provides an introduction to the basic properties of PDEs and the ideas and techniques that have proven useful in analyzing them. It provides the student a broad perspective on the subject, illustrates the incredibly rich variety of phenomena encompassed by it, and imparts a working knowledge of the most important techniques of analysis of the solutions of the equations. In this book mathematical jargon is minimized. Our focus is on the three most classical PDEs: the wave, heat and Laplace equations. Advanced concepts are introduced frequently but with the least possible technicalities. The book is flexibly designed for juniors, seniors or beginning graduate students in science, engineering or mathematics.
Author: Marcelo R. Ebert
Publisher: Birkhäuser
ISBN: 3319664565
Category : Mathematics
Languages : en
Pages : 456
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Book Description
This book provides an overview of different topics related to the theory of partial differential equations. Selected exercises are included at the end of each chapter to prepare readers for the “research project for beginners” proposed at the end of the book. It is a valuable resource for advanced graduates and undergraduate students who are interested in specializing in this area. The book is organized in five parts: In Part 1 the authors review the basics and the mathematical prerequisites, presenting two of the most fundamental results in the theory of partial differential equations: the Cauchy-Kovalevskaja theorem and Holmgren's uniqueness theorem in its classical and abstract form. It also introduces the method of characteristics in detail and applies this method to the study of Burger's equation. Part 2 focuses on qualitative properties of solutions to basic partial differential equations, explaining the usual properties of solutions to elliptic, parabolic and hyperbolic equations for the archetypes Laplace equation, heat equation and wave equation as well as the different features of each theory. It also discusses the notion of energy of solutions, a highly effective tool for the treatment of non-stationary or evolution models and shows how to define energies for different models. Part 3 demonstrates how phase space analysis and interpolation techniques are used to prove decay estimates for solutions on and away from the conjugate line. It also examines how terms of lower order (mass or dissipation) or additional regularity of the data may influence expected results. Part 4 addresses semilinear models with power type non-linearity of source and absorbing type in order to determine critical exponents: two well-known critical exponents, the Fujita exponent and the Strauss exponent come into play. Depending on concrete models these critical exponents divide the range of admissible powers in classes which make it possible to prove quite different qualitative properties of solutions, for example, the stability of the zero solution or blow-up behavior of local (in time) solutions. The last part features selected research projects and general background material.
Author: Petr N. Vabishchevich
Publisher: Walter de Gruyter
ISBN: 3110321467
Category : Mathematics
Languages : en
Pages : 370
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Book Description
Applied mathematical modeling is concerned with solving unsteady problems. Splitting schemes are attributed to the transition from a complex problem to a chain of simpler problems. This book shows how to construct additive difference schemes (splitting schemes) to solve approximately unsteady multi-dimensional problems for PDEs. Two classes of schemes are highlighted: methods of splitting with respect to spatial variables (alternating direction methods) and schemes of splitting into physical processes. Also regionally additive schemes (domain decomposition methods) and unconditionally stable additive schemes of multi-component splitting are considered for evolutionary equations of first and second order as well as for systems of equations. The book is written for specialists in computational mathematics and mathematical modeling. All topics are presented in a clear and accessible manner.
Author: Roland Glowinski
Publisher: Springer
ISBN: 3319415891
Category : Mathematics
Languages : en
Pages : 820
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Book Description
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.
Author: Sergio Blanes
Publisher: CRC Press
ISBN: 1315354861
Category : Mathematics
Languages : en
Pages : 218
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Book Description
Discover How Geometric Integrators Preserve the Main Qualitative Properties of Continuous Dynamical Systems A Concise Introduction to Geometric Numerical Integration presents the main themes, techniques, and applications of geometric integrators for researchers in mathematics, physics, astronomy, and chemistry who are already familiar with numerical tools for solving differential equations. It also offers a bridge from traditional training in the numerical analysis of differential equations to understanding recent, advanced research literature on numerical geometric integration. The book first examines high-order classical integration methods from the structure preservation point of view. It then illustrates how to construct high-order integrators via the composition of basic low-order methods and analyzes the idea of splitting. It next reviews symplectic integrators constructed directly from the theory of generating functions as well as the important category of variational integrators. The authors also explain the relationship between the preservation of the geometric properties of a numerical method and the observed favorable error propagation in long-time integration. The book concludes with an analysis of the applicability of splitting and composition methods to certain classes of partial differential equations, such as the Schrödinger equation and other evolution equations. The motivation of geometric numerical integration is not only to develop numerical methods with improved qualitative behavior but also to provide more accurate long-time integration results than those obtained by general-purpose algorithms. Accessible to researchers and post-graduate students from diverse backgrounds, this introductory book gets readers up to speed on the ideas, methods, and applications of this field. Readers can reproduce the figures and results given in the text using the MATLAB® programs and model files available online.
Author: Helge Holden
Publisher: Springer
ISBN: 3662475073
Category : Mathematics
Languages : en
Pages : 517
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Book Description
This is the second edition of a well-received book providing the fundamentals of the theory hyperbolic conservation laws. Several chapters have been rewritten, new material has been added, in particular, a chapter on space dependent flux functions and the detailed solution of the Riemann problem for the Euler equations. Hyperbolic conservation laws are central in the theory of nonlinear partial differential equations and in science and technology. The reader is given a self-contained presentation using front tracking, which is also a numerical method. The multidimensional scalar case and the case of systems on the line are treated in detail. A chapter on finite differences is included. From the reviews of the first edition: "It is already one of the few best digests on this topic. The present book is an excellent compromise between theory and practice. Students will appreciate the lively and accurate style." D. Serre, MathSciNet "I have read the book with great pleasure, and I can recommend it to experts as well as students. It can also be used for reliable and very exciting basis for a one-semester graduate course." S. Noelle, Book review, German Math. Soc. "Making it an ideal first book for the theory of nonlinear partial differential equations...an excellent reference for a graduate course on nonlinear conservation laws." M. Laforest, Comp. Phys. Comm.
Author: Ivan Dimov
Publisher: Springer
ISBN: 3642415156
Category : Computers
Languages : en
Pages : 572
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Book Description
This book constitutes thoroughly revised selected papers of the 5th International Conference on Numerical Analysis and Its Applications, NAA 2012, held in Lozenetz, Bulgaria, in June 2012. The 65 revised papers presented were carefully reviewed and selected from various submissions. The papers cover a broad area of topics of interest such as numerical approximation and computational geometry; numerical linear algebra and numerical solution of transcendental equation; numerical methods for differential equations; numerical stochastics, numerical modeling; and high performance scientific computing.
