The numerical solution of ordinary and partial differential equations /
Main Author: | |
---|---|
Format: | Book |
Language: | English |
Published: |
New Jersey :
World Scientific,
[2015]
Singapore ; Hackensack, NJ : [2015] |
Edition: | 3rd edition |
Subjects: |
Table of Contents:
- note: 0 Direct Solution of Linear Systems
- 0.0. Introduction
- 0.1. General Linear Systems
- 0.2. Systems Requiring No Pivoting
- 0.3. L U Decomposition
- 0.4. Banded Linear Systems
- 0.5. Sparse Direct Methods
- 0.6. Problems
- 1. Initial Value Ordinary Differential Equations
- 1.0. Introduction
- 1.1. Euler's Method
- 1.2. Truncation Error, Stability, and Convergence
- 1.3. Multistep Methods
- 1.4. Adams Multistep Methods
- 1.5. Backward Difference Methods for Stiff Problems
- 1.6. Runge-Kutta Methods
- 1.7. Problems
- 2. Initial Value Diffusion Problem
- 2.0. Introduction
- 2.1. Explicit Method
- 2.2. Implicit Methods
- 2.3. One-Dimensional Example
- 2.4. Multidimensional Problems
- 2.5. Diffusion-Reaction Example
- 2.6. Problems
- 3. Initial Value Transport and Wave Problems
- 3.0. Introduction
- 3.1. Explicit Methods for the Transport Problem
- 3.2. Method of Characteristics
- 3.3. Explicit Method for the Wave Equation
- 3.4. Damped Wave Example
- 3.5. Problems
- 4. Boundary Value Problems
- 4.0. Introduction
- 4.1. Finite Difference Methods
- 4.2. Nonlinear Example
- 4.3. Singular Example
- 4.4. Shooting Methods
- 4.5. Multidimensional Problems
- 4.6. Successive Overrelaxation
- 4.7. Successive Overrelaxation Examples
- 4.8. Conjugate-Gradient Method
- 4.9. Systems of Differential Equations
- 4.10. Eigenvalue Problem
- 4.11. Inverse Power Method
- 4.12. Problems
- 5. Finite Element Method
- 5.0. Introduction
- 5.1. Galerkin Method
- 5.2. Example Using Piecewise Linear Trial Functions
- 5.3. Example Using Cubic Hermite Trial Functions
- 5.4. Singular Example and The Collocation Method
- 5.5. Linear Triangular Elements
- 5.6. Example Using Triangular Elements
- 5.7. Time-Dependent Problems
- 5.8. One-Dimensional Example
- 5.9. Time-Dependent Example Using Triangles
- 5.10. Eigenvalue Problem
- 5.11. Eigenvalue Examples
- 5.12. Problems
- Appendix A Solving PDEs with PDE2D
- A.1. History
- A.2. PDE2D Interactive and Graphical User Interfaces
- A.3. One-Dimensional Steady-State Problems
- A.4. Two-Dimensional Steady-State Problems
- A.5. Three-Dimensional Steady-State Problems
- A.6. Nonrectangular 3D Regions
- A.7. Time-Dependent Problems
- A.8. Eigenvalue Problems
- A.9. PDE2D Parallel Linear System Solvers
- A.10. Examples
- A.11. Problems
- Appendix B Fourier Stability Method
- Appendix C MATLAB Programs
- Appendix D Answers to Selected Exercises.