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Author: P.J. Van Der Houwen Publisher: Elsevier ISBN: 0444601899 Category : Mathematics Languages : en Pages : 280
Book Description
Construction of Integration Formulas for Initial Value Problems provides practice-oriented insights into the numerical integration of initial value problems for ordinary differential equations. It describes a number of integration techniques, including single-step methods such as Taylor methods, Runge-Kutta methods, and generalized Runge-Kutta methods. It also looks at multistep methods and stability polynomials. Comprised of four chapters, this volume begins with an overview of definitions of important concepts and theorems that are relevant to the construction of numerical integration methods for initial value problems. It then turns to a discussion of how to convert two-point and initial boundary value problems for partial differential equations into initial value problems for ordinary differential equations. The reader is also introduced to stiff differential equations, partial differential equations, matrix theory and functional analysis, and non-linear equations. The order of approximation of the single-step methods to the differential equation is considered, along with the convergence of a consistent single-step method. There is an explanation on how to construct integration formulas with adaptive stability functions and how to derive the most important stability polynomials. Finally, the book examines the consistency, convergence, and stability conditions for multistep methods. This book is a valuable resource for anyone who is acquainted with introductory calculus, linear algebra, and functional analysis.
Author: P.J. Van Der Houwen Publisher: Elsevier ISBN: 0444601899 Category : Mathematics Languages : en Pages : 280
Book Description
Construction of Integration Formulas for Initial Value Problems provides practice-oriented insights into the numerical integration of initial value problems for ordinary differential equations. It describes a number of integration techniques, including single-step methods such as Taylor methods, Runge-Kutta methods, and generalized Runge-Kutta methods. It also looks at multistep methods and stability polynomials. Comprised of four chapters, this volume begins with an overview of definitions of important concepts and theorems that are relevant to the construction of numerical integration methods for initial value problems. It then turns to a discussion of how to convert two-point and initial boundary value problems for partial differential equations into initial value problems for ordinary differential equations. The reader is also introduced to stiff differential equations, partial differential equations, matrix theory and functional analysis, and non-linear equations. The order of approximation of the single-step methods to the differential equation is considered, along with the convergence of a consistent single-step method. There is an explanation on how to construct integration formulas with adaptive stability functions and how to derive the most important stability polynomials. Finally, the book examines the consistency, convergence, and stability conditions for multistep methods. This book is a valuable resource for anyone who is acquainted with introductory calculus, linear algebra, and functional analysis.
Author: L Brugnano Publisher: CRC Press ISBN: 9789056991074 Category : Mathematics Languages : en Pages : 438
Book Description
The numerical approximation of solutions of differential equations has been, and continues to be, one of the principal concerns of numerical analysis and is an active area of research. The new generation of parallel computers have provoked a reconsideration of numerical methods. This book aims to generalize classical multistep methods for both initial and boundary value problems; to present a self-contained theory which embraces and generalizes the classical Dahlquist theory; to treat nonclassical problems, such as Hamiltonian problems and the mesh selection; and to select appropriate methods for a general purpose software capable of solving a wide range of problems efficiently, even on parallel computers.
Author: Ernst Hairer Publisher: Springer Science & Business Media ISBN: 3662126079 Category : Mathematics Languages : en Pages : 491
Book Description
"So far as I remember, I have never seen an Author's Pre face which had any purpose but one - to furnish reasons for the publication of the Book. " (Mark Twain) "Gauss' dictum, "when a building is completed no one should be able to see any trace of the scaffolding," is often used by mathematicians as an excuse for neglecting the motivation behind their own work and the history of their field. For tunately, the opposite sentiment is gaining strength, and numerous asides in this Essay show to which side go my sympathies. " (B. B. Mandelbrot, 1982) 'This gives us a good occasion to work out most of the book until the next year. " (the Authors in a letter, dated c. kt. 29, 1980, to Springer Verlag) There are two volumes, one on non-stiff equations, now finished, the second on stiff equations, in preparation. The first volume has three chapters, one on classical mathematical theory, one on Runge Kutta and extrapolation methods, and one on multistep methods. There is an Appendix containing some Fortran codes which we have written for our numerical examples. Each chapter is divided into sections. Numbers of formulas, theorems, tables and figures are consecutive in each section and indi cate, in addition, the section number, but not the chapter number. Cross references to other chapters are rare and are stated explicitly. The end of a proof is denoted by "QED" (quod erat demonstrandum).
Author: Guri I Marchuk Publisher: CRC Press ISBN: 135135969X Category : Mathematics Languages : en Pages : 220
Book Description
This book presents new original numerical methods that have been developed to the stage of concrete algorithms and successfully applied to practical problems in mathematical physics. The book discusses new methods for solving stiff systems of ordinary differential equations, stiff elliptic problems encountered in problems of composite material mechanics, Navier-Stokes systems, and nonstationary problems with discontinuous data. These methods allow natural paralleling of algorithms and will find many applications in vector and parallel computers.
Author: Ernst Hairer Publisher: Springer Science & Business Media ISBN: 9783540604525 Category : Mathematics Languages : en Pages : 662
Book Description
The subject of this book is the solution of stiff differential equations and of differential-algebraic systems. This second edition contains new material including new numerical tests, recent progress in numerical differential-algebraic equations, and improved FORTRAN codes. From the reviews: "A superb book...Throughout, illuminating graphics, sketches and quotes from papers of researchers in the field add an element of easy informality and motivate the text." --MATHEMATICS TODAY
Author: Tim Jax Publisher: Springer Nature ISBN: 3030768104 Category : Mathematics Languages : en Pages : 125
Book Description
This book discusses the development of the Rosenbrock—Wanner methods from the origins of the idea to current research with the stable and efficient numerical solution and differential-algebraic systems of equations, still in focus. The reader gets a comprehensive insight into the classical methods as well as into the development and properties of novel W-methods, two-step and exponential Rosenbrock methods. In addition, descriptive applications from the fields of water and hydrogen network simulation and visual computing are presented.
Author: Charles Hirsch Publisher: Elsevier ISBN: 9780080550022 Category : Mathematics Languages : en Pages : 680
Book Description
The second edition of this book is a self-contained introduction to computational fluid dynamics (CFD). It covers the fundamentals of the subject and is ideal as a text or a comprehensive reference to CFD theory and practice. New approach takes readers seamlessly from first principles to more advanced and applied topics. Presents the essential components of a simulation system at a level suitable for those coming into contact with CFD for the first time, and is ideal for those who need a comprehensive refresher on the fundamentals of CFD. Enhanced pedagogy features chapter objectives, hands-on practice examples and end of chapter exercises. Extended coverage of finite difference, finite volume and finite element methods. New chapters include an introduction to grid properties and the use of grids in practice. Includes material on 2-D inviscid, potential and Euler flows, 2-D viscous flows and Navier-Stokes flows to enable the reader to develop basic CFD simulations. Includes best practice guidelines for applying existing commercial or shareware CFD tools.
Author: Hans-Jürgen Reinhardt Publisher: Springer Science & Business Media ISBN: 1461210801 Category : Mathematics Languages : en Pages : 412
Book Description
This book is primarily based on the research done by the Numerical Analysis Group at the Goethe-Universitat in Frankfurt/Main, and on material presented in several graduate courses by the author between 1977 and 1981. It is hoped that the text will be useful for graduate students and for scientists interested in studying a fundamental theoretical analysis of numerical methods along with its application to the most diverse classes of differential and integral equations. The text treats numerous methods for approximating solutions of three classes of problems: (elliptic) boundary-value problems, (hyperbolic and parabolic) initial value problems in partial differential equations, and integral equations of the second kind. The aim is to develop a unifying convergence theory, and thereby prove the convergence of, as well as provide error estimates for, the approximations generated by specific numerical methods. The schemes for numerically solving boundary-value problems are additionally divided into the two categories of finite difference methods and of projection methods for approximating their variational formulations.
Author: Kendall Atkinson Publisher: John Wiley & Sons ISBN: 0471624896 Category : Mathematics Languages : en Pages : 726
Book Description
This Second Edition of a standard numerical analysis text retains organization of the original edition, but all sections have been revised, some extensively, and bibliographies have been updated. New topics covered include optimization, trigonometric interpolation and the fast Fourier transform, numerical differentiation, the method of lines, boundary value problems, the conjugate gradient method, and the least squares solutions of systems of linear equations. Contains many problems, some with solutions.
Author: P.J. Van Der Houwen
Author: P.J. Van Der Houwen
Author: L Brugnano
Author: Ernst Hairer
Author: Guri I Marchuk
Author: Ernst Hairer
Author: Tim Jax
Author: Charles Hirsch
Author: Hans-Jürgen Reinhardt
Author: E. Gekeler
Author: Kendall Atkinson