Accuracy Study of Finite Difference Methods PDF Download

Author: Nancy Jane Cyrus
Publisher:
ISBN:
Category : Differential equations, Linear
Languages : en
Pages : 36

View

Book Description

Author: Nancy Jane Cyrus
Publisher:
ISBN:
Category :
Languages : en
Pages : 29

View

Book Description

Author: Randall J. LeVeque
Publisher: SIAM
ISBN: 9780898717839
Category : Mathematics
Languages : en
Pages : 356

View

Book Description
This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

Author: Nancy Jane Cyrus
Publisher:
ISBN:
Category : Boundary value problems
Languages : en
Pages : 142

View

Book Description

Author: Bertil Gustafsson
Publisher: John Wiley & Sons
ISBN: 1118548523
Category : Mathematics
Languages : en
Pages : 464

View

Book Description
Praise for the First Edition ". . . fills a considerable gap in the numerical analysis literature by providing a self-contained treatment . . . this is an important work written in a clear style . . . warmly recommended to any graduate student or researcher in the field of the numerical solution of partial differential equations." —SIAM Review Time-Dependent Problems and Difference Methods, Second Edition continues to provide guidance for the analysis of difference methods for computing approximate solutions to partial differential equations for time-dependent problems. The book treats differential equations and difference methods with a parallel development, thus achieving a more useful analysis of numerical methods. The Second Edition presents hyperbolic equations in great detail as well as new coverage on second-order systems of wave equations including acoustic waves, elastic waves, and Einstein equations. Compared to first-order hyperbolic systems, initial-boundary value problems for such systems contain new properties that must be taken into account when analyzing stability. Featuring the latest material in partial differential equations with new theorems, examples, and illustrations,Time-Dependent Problems and Difference Methods, Second Edition also includes: High order methods on staggered grids Extended treatment of Summation By Parts operators and their application to second-order derivatives Simplified presentation of certain parts and proofs Time-Dependent Problems and Difference Methods, Second Edition is an ideal reference for physical scientists, engineers, numerical analysts, and mathematical modelers who use numerical experiments to test designs and to predict and investigate physical phenomena. The book is also excellent for graduate-level courses in applied mathematics and scientific computations.

Author: Boško S. Jovanović
Publisher: Springer Science & Business Media
ISBN: 1447154606
Category : Mathematics
Languages : en
Pages : 416

View

Book Description
This book develops a systematic and rigorous mathematical theory of finite difference methods for linear elliptic, parabolic and hyperbolic partial differential equations with nonsmooth solutions. Finite difference methods are a classical class of techniques for the numerical approximation of partial differential equations. Traditionally, their convergence analysis presupposes the smoothness of the coefficients, source terms, initial and boundary data, and of the associated solution to the differential equation. This then enables the application of elementary analytical tools to explore their stability and accuracy. The assumptions on the smoothness of the data and of the associated analytical solution are however frequently unrealistic. There is a wealth of boundary – and initial – value problems, arising from various applications in physics and engineering, where the data and the corresponding solution exhibit lack of regularity. In such instances classical techniques for the error analysis of finite difference schemes break down. The objective of this book is to develop the mathematical theory of finite difference schemes for linear partial differential equations with nonsmooth solutions. Analysis of Finite Difference Schemes is aimed at researchers and graduate students interested in the mathematical theory of numerical methods for the approximate solution of partial differential equations.

Author: John C. Strikwerda
Publisher: Springer
ISBN:
Category : Juvenile Nonfiction
Languages : en
Pages : 410

View

Book Description

Author: Harvard Lomax
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 124

View

Book Description
One purpose of this report is to present a mathematical procedure which can be used to study and compare various numerical methods for integrating ordinary differential equations. This procedure is relatively simple, mathematically rigorous, and of such a nature that matters of interest in digital computations, such as machine memory and running time, can be weighed against the accuracy and stability provided by the method under consideration. Briefly, the procedure is as follows: (1) Find a single differential equation that is sufficiently representative (this is fully defined in the report) of an arbitrary number of nonhomogeneous, linear, ordinary differential equations with constant coefficients. (2) Solve this differential equation exactly. (3) Choose any given numerical method, use it -- in its entirety -- to reduce the differential equation to difference equations, and, by means of operational techniques, solve the latter exactly. (4) Study and compare the results of (2) and (3). Conceptually there is nothing new in this procedure, but the particular development presented in this report does not appear to have been carried out before. Another purpose is to use the procedure just described to analyze a variety of numerical methods, ranging from classical, predictor-corrector systems to Runge-Kutta techniques and including various combinations of the two.

Author: Langley Research Center
Publisher:
ISBN:
Category : Approximation theory
Languages : en
Pages : 60

View

Book Description

Author: Lewis Hall Msc
Publisher: Independently Published
ISBN: 9781720010432
Category : Mathematics
Languages : en
Pages : 110

View

Book Description
A comprehensive performance analysis of the Finite Difference Method for the solution of Partial Differential Equations. Providing an in-depth understanding of; Finite Difference Methods, their applications, theoretical basis, the full derivation of Taylor Series Expansions and the construction of a working Computational Domain Grid System. Furthermore, detailing and showing how to effectively employ the Finite Difference Method, through the implementation of Finite Difference Schemes, to obtain accurate, stable and consistent numerical solutions for Partial Differential Equations, which model a multitude of varying dynamic processes. Moreover, it contains a detailed, thorough performance analysis investigation of three different Finite Difference Method schemes, when they are employed to obtain accurate numerical solutions for a fluid flow heat transfer process that is modelled by a first order Partial Differential Equation. These three schemes are the Forward-Time-Backwards-Space, Lax and Lax Wendroff Finite Difference Method schemes. Additionally, it explains the criteria that is required for optimal scheme stability, consistency and convergence. A brief breakdown of what the book contains;* A Description of the processes required to conduct an effective performance analysis of Finite Difference Method Schemes. * It specifies and explains the Forward-Time-Backwards-Space, Lax and Lax-Wendroff Finite Difference Scheme equations.* Explanations of the concepts of Finite Difference Method Stability, Consistency and Convergence. * The full derivations of the Taylor Series Expansions of the Forward-Time-Backwards-Space, Lax and Lax-Wendroff Finite Difference Scheme equations.* The development of an effective Finite Difference Method Computational Grid System, that can be used to calculate accurate numerical solutions for Partial Differential Equations. * A comprehensive end-to-end performance analysis of the three schemes for a fluid flow heat transfer process.* A discussion of the usefulness of the Finite Difference Method for solving Partial Differential Equations.* An overview of how to select an optimal Finite Difference Method scheme for accurate numerical solutions.You will gain valuable knowledge of the Finite Difference Method and its applications, expanding your expertise and intellect in this area of mathematics. Additionally, it will enable you to develop a systematic understanding of how to use Finite Difference Schemes to solve Partial Differential Equations and obtain accurate numerical solutions for dynamic processes. The book is self-contained allowing you to understand and conduct a Finite Difference Method performance analysis, so that you can apply the concepts to any process that is modelled by hyperbolic Partial Differential Equations. Furthermore, it is particularly valuable to; academics, educators, scholars, engineering industry professionals, and students. Especially, postgraduate Master's and undergraduate students. Assisting those who work/operate/study in the fields of Aerodynamics, Mathematics, Aerospace, Fluid Dynamics and Fluid Mechanics. Overall, this book will save you countless hours of research and reading, since the information contained within is distilled, concentrated and assimilated in an effective manner to help you to develop a deep understanding regarding the performance of the Finite Difference Method.