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Author: Helge Holden Publisher: European Mathematical Society ISBN: 9783037190784 Category : Mathematics Languages : en Pages : 238
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
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
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
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: R. Glowinski Publisher: ISBN: Category : Languages : en Pages : 49
Book Description
Splitting methods provide efficient tools for solving linear and nonlinear time dependent problems modelled by partial differential equations. In this report we discuss the numerical solution of the Navier-Stokes equations for incompressible viscous fluids by such methods. The splitting permits decoupling the two main difficulties in the problem, namely the nonlinearity and the incompressibility. Actually these splitting methods have a broad range of applicability and can be applied for example, to the solution of eigenvalue problems. Originator supplied keywords include: operator splitting methods, nonlinear least squares, preconditioned conjugate gradient algorithms, finite element approximations, eigenvalue calculation, and variational methods.
Author: David J. Evans Publisher: CRC Press ISBN: 9789056990190 Category : Mathematics Languages : en Pages : 478
Book Description
A new class of methods, termed "group explicit methods," is introduced in this text. Their applications to solve parabolic, hyperbolic and elliptic equations are outlined, and the advantages for their implementation on parallel computers clearly portrayed. Also included are the introductory and fundamental concepts from which the new methods are derived, and on which they are dependent. With the increasing advent of parallel computing into all aspects of computational mathematics, there is no doubt that the new methods will be widely used.
Author: Pieter Jacobus Houwen Publisher: ISBN: Category : Differential equations Languages : en Pages : 18
Book Description
Abstract: "We consider stiff initial-value problems for second-order differential equations of the special form y"=f(y). Stiff initial-value problem solvers are necessarily implicit, hence, we are faced with the problem of solving systems of implicit relations. This paper focuses on the construction and analysis of iterative solution methods which are effective in cases where the Jacobian of the righthand side of the differential equation can be split into a sum of matrices with a simple structure. These iterative methods consist of the modified Newton method and an iterative linear solver to deal with the linear Newton systems. The linear solver is based on the approximate factorization of the system matrix associated with the linear Newton systems. A number of convergence results are derived for the linear solver in the case where the Jacobian matrix can be split into commuting matrices. Such often [sic] problems arise in the spatial discretization of time-dependent partial differential equations. Furthermore, the stability matrix and the order of accuracy of the integration process are derived in the case of a finite number of iterations."
Author: Walter A. Strauss Publisher: John Wiley & Sons ISBN: 0470054565 Category : Mathematics Languages : en Pages : 467
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: Petr N. Vabishchevich Publisher: Walter de Gruyter ISBN: 3110321467 Category : Mathematics Languages : en Pages : 370
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: Helge Holden
Author: Helge Holden
Author: Juergen Geiser
Author: Randall J. LeVeque
Author: E. Jan W. ter Maten
Author: R. Glowinski
Author: David J. Evans
Author: Pieter Jacobus Houwen
Author: Walter A. Strauss
Author: Piet J. van der Houwen
Author: Petr N. Vabishchevich