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E-grāmata: Numerical Solution Of Ordinary And Partial Differential Equations, The (3rd Edition)

(Univ Of Texas, El Paso, Usa)
  • Formāts: 348 pages
  • Izdošanas datums: 16-Dec-2014
  • Izdevniecība: World Scientific Publishing Co Pte Ltd
  • Valoda: eng
  • ISBN-13: 9789814635110
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  • Formāts: 348 pages
  • Izdošanas datums: 16-Dec-2014
  • Izdevniecība: World Scientific Publishing Co Pte Ltd
  • Valoda: eng
  • ISBN-13: 9789814635110
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This book presents methods for the computational solution of differential equations, both ordinary and partial, time-dependent and steady-state. Finite difference methods are introduced and analyzed in the first four chapters, and finite element methods are studied in chapter five. A very general-purpose and widely-used finite element program, PDE2D, which implements many of the methods studied in the earlier chapters, is presented and documented in Appendix A.The book contains the relevant theory and error analysis for most of the methods studied, but also emphasizes the practical aspects involved in implementing the methods. Students using this book will actually see and write programs (FORTRAN or MATLAB) for solving ordinary and partial differential equations, using both finite differences and finite elements. In addition, they will be able to solve very difficult partial differential equations using the software PDE2D, presented in Appendix A. PDE2D solves very general steady-state, time-dependent and eigenvalue PDE systems, in 1D intervals, general 2D regions, and a wide range of simple 3D regions.The Windows version of PDE2D comes free with every purchase of this book. More information at www.pde2d.com/contact.
0 Direct Solution of Linear Systems
1(26)
0.0 Introduction
1(1)
0.1 General Linear Systems
1(4)
0.2 Systems Requiring No Pivoting
5(3)
0.3 The L U Decomposition
8(3)
0.4 Banded Linear Systems
11(6)
0.5 Sparse Direct Methods
17(6)
0.6 Problems
23(4)
1 Initial Value Ordinary Differential Equations
27(35)
1.0 Introduction
27(1)
1.1 Euler's Method
28(2)
1.2 Truncation Error, Stability, and Convergence
30(5)
1.3 Multistep Methods
35(4)
1.4 Adams Multistep Methods
39(7)
1.5 Backward Difference Methods for Stiff Problems
46(5)
1.6 Runge-Kutta Methods
51(7)
1.7 Problems
58(4)
2 The Initial Value Diffusion Problem
62(30)
2.0 Introduction
62(3)
2.1 An Explicit Method
65(5)
2.2 Implicit Methods
70(6)
2.3 A One-Dimensional Example
76(2)
2.4 Multidimensional Problems
78(6)
2.5 A Diffusion-Reaction Example
84(3)
2.6 Problems
87(5)
3 The Initial Value Transport and Wave Problems
92(29)
3.0 Introduction
92(6)
3.1 Explicit Methods for the Transport Problem
98(6)
3.2 The Method of Characteristics
104(5)
3.3 An Explicit Method for the Wave Equation
109(5)
3.4 A Damped Wave Example
114(3)
3.5 Problems
117(4)
4 Boundary Value Problems
121(53)
4.0 Introduction
121(3)
4.1 Finite Difference Methods
124(2)
4.2 A Nonlinear Example
126(2)
4.3 A Singular Example
128(2)
4.4 Shooting Methods
130(4)
4.5 Multidimensional Problems
134(3)
4.6 Successive Overrelaxation
137(4)
4.7 Successive Overrelaxation Examples
141(10)
4.8 The Conjugate-Gradient Method
151(6)
4.9 Systems of Differential Equations
157(4)
4.10 The Eigenvalue Problem
161(4)
4.11 The Inverse Power Method
165(4)
4.12 Problems
169(5)
5 The Finite Element Method
174(64)
5.0 Introduction
174(1)
5.1 The Galerkin Method
174(5)
5.2 Example Using Piecewise Linear Trial Functions
179(3)
5.3 Example Using Cubic Hermite Trial Functions
182(10)
5.4 A Singular Example and The Collocation Method
192(7)
5.5 Linear Triangular Elements
199(3)
5.6 An Example Using Triangular Elements
202(4)
5.7 Time-Dependent Problems
206(3)
5.8 A One-Dimensional Example
209(7)
5.9 Time-Dependent Example Using Triangles
216(4)
5.10 The Eigenvalue Problem
220(2)
5.11 Eigenvalue Examples
222(7)
5.12 Problems
229(9)
Appendix A Solving PDEs with PDE2D
238(47)
A.1 History
238(1)
A.2 The PDE2D Interactive and Graphical User Interfaces
239(4)
A.3 One-Dimensional Steady-State Problems
243(2)
A.4 Two-Dimensional Steady-State Problems
245(7)
A.5 Three-Dimensional Steady-State Problems
252(3)
A.6 Nonrectangular 3D Regions
255(8)
A.7 Time-Dependent Problems
263(3)
A.8 Eigenvalue Problems
266(2)
A.9 The PDE2D Parallel Linear System Solvers
268(4)
A.10 Examples
272(9)
A.11 Problems
281(4)
Appendix B The Fourier Stability Method
285(6)
Appendix C MATLAB Programs
291(29)
Appendix D Answers to Selected Exercises
320(7)
References 327(4)
Index 331