Preface |
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Outline |
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1 | (4) |
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1 Elementary Partial Differential Equations |
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5 | (29) |
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1.1 Laplace and Poisson Equation |
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5 | (10) |
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1.1.1 Boundary Value Problems |
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6 | (4) |
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1.1.2 Initial Value Problem |
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10 | (2) |
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12 | (3) |
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15 | (3) |
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18 | (5) |
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23 | (3) |
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26 | (3) |
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1.5.1 Boundary Value Problems |
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26 | (1) |
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1.5.2 Time-harmonic Differential Equations |
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27 | (2) |
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29 | (2) |
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31 | (3) |
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2 Partial Differential Equations in Science and Technology |
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34 | (28) |
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34 | (6) |
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34 | (3) |
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2.1.2 Optical Model Hierarchy |
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37 | (3) |
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40 | (12) |
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41 | (3) |
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2.2.2 Navier-Stokes Equations |
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44 | (5) |
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2.2.3 Prandtl's Boundary Layer |
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49 | (2) |
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2.2.4 Porous Media Equation |
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51 | (1) |
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52 | (7) |
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2.3.1 Basic Concepts of Nonlinear Elastomechanics |
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52 | (4) |
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2.3.2 Linear Elastomechanics |
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56 | (3) |
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59 | (3) |
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3 Finite Difference Methods for Poisson Problems |
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62 | (24) |
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3.1 Discretization of Standard Problem |
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62 | (9) |
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3.1.1 Discrete Boundary Value Problems |
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63 | (5) |
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3.1.2 Discrete Eigenvalue Problem |
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68 | (3) |
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3.2 Approximation Theory on Uniform Grids |
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71 | (7) |
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3.2.1 Discretization Error in L2 |
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73 | (3) |
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3.2.2 Discretization Error in L∞ |
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76 | (2) |
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3.3 Discretization on Nonuniform Grids |
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78 | (5) |
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3.3.1 One-dimensional Special Case |
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78 | (2) |
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80 | (3) |
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83 | (3) |
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86 | (57) |
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86 | (9) |
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86 | (3) |
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4.1.2 Ritz Minimization for Boundary Value Problems |
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89 | (4) |
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4.1.3 Rayleigh-Ritz Minimization for Eigenvalue Problems |
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93 | (2) |
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95 | (13) |
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4.2.1 Realization by Orthogonal Systems |
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96 | (4) |
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4.2.2 Approximation Theory |
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100 | (3) |
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4.2.3 Adaptive Spectral Methods |
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103 | (5) |
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4.3 Finite Element Methods |
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108 | (20) |
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4.3.1 Meshes and Finite Element Spaces |
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108 | (3) |
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4.3.2 Elementary Finite Elements |
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111 | (10) |
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4.3.3 Realization of Finite Elements |
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121 | (7) |
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4.4 Approximation Theory for Finite Elements |
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128 | (11) |
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4.4.1 Boundary Value Problems |
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128 | (3) |
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4.4.2 Eigenvalue Problems |
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131 | (5) |
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4.4.3 Angle Condition for Nonuniform Meshes |
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136 | (3) |
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139 | (4) |
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5 Numerical Solution of Linear Elliptic Grid Equations |
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143 | (60) |
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5.1 Direct Elimination Methods |
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144 | (6) |
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5.1.1 Symbolic Factorization |
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145 | (2) |
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147 | (3) |
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5.2 Matrix Decomposition Methods |
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150 | (6) |
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152 | (2) |
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5.2.2 Gauss-Seidel Method |
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154 | (2) |
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5.3 Conjugate Gradient Method |
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156 | (14) |
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5.3.1 CG-Method as Galerkin Method |
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156 | (3) |
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159 | (4) |
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5.3.3 Adaptive PCG-method |
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163 | (2) |
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5.3.4 A CG-variant for Eigenvalue Problems |
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165 | (5) |
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5.4 Smoothing Property of Iterative Solvers |
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170 | (10) |
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5.4.1 Illustration for the Poisson Model Problem |
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170 | (4) |
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5.4.2 Spectral Analysis for Jacobi Method |
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174 | (1) |
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175 | (5) |
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5.5 Iterative Hierarchical Solvers |
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180 | (14) |
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5.5.1 Classical Multigrid Methods |
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182 | (8) |
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5.5.2 Hierarchical-basis Method |
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190 | (3) |
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5.5.3 Comparison with Direct Hierarchical Solvers |
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193 | (1) |
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5.6 Power Optimization of a Darrieus Wind Generator |
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194 | (6) |
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200 | (3) |
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6 Construction of Adaptive Hierarchical Meshes |
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203 | (43) |
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6.1 A Posteriori Error Estimators |
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203 | (20) |
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6.1.1 Residual Based Error Estimator |
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206 | (5) |
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6.1.2 Triangle Oriented Error Estimators |
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211 | (4) |
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215 | (4) |
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6.1.4 Hierarchical Error Estimators |
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219 | (3) |
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6.1.5 Goal-oriented Error Estimation |
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222 | (1) |
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6.2 Adaptive Mesh Refinement |
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223 | (10) |
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6.2.1 Equilibration of Local Discretization Errors |
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224 | (5) |
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6.2.2 Refinement Strategies |
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229 | (4) |
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6.2.3 Choice of Solvers on Adaptive Hierarchical Meshes |
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233 | (1) |
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6.3 Convergence on Adaptive Meshes |
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233 | (7) |
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6.3.1 A Convergence Proof |
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234 | (2) |
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6.3.2 An Example with a Reentrant Corner |
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236 | (4) |
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6.4 Design of a Plasmon-Polariton Waveguide |
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240 | (4) |
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244 | (2) |
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7 Adaptive Multigrid Methods for Linear Elliptic Problems |
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246 | (64) |
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7.1 Subspace Correction Methods |
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246 | (25) |
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247 | (3) |
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7.1.2 Sequential Subspace Correction Methods |
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250 | (5) |
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7.1.3 Parallel Subspace Correction Methods |
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255 | (4) |
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7.1.4 Overlapping Domain Decomposition Methods |
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259 | (7) |
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7.1.5 Higher-order Finite Elements |
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266 | (5) |
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7.2 Hierarchical Space Decompositions |
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271 | (11) |
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7.2.1 Decomposition into Hierarchical Bases |
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272 | (6) |
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7.2.2 L2-orthogonal Decomposition: BPX |
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278 | (4) |
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7.3 Multigrid Methods Revisited |
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282 | (7) |
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7.3.1 Additive Multigrid Methods |
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282 | (4) |
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7.3.2 Multiplicative Multigrid Methods |
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286 | (3) |
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7.4 Cascadic Multigrid Methods |
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289 | (11) |
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7.4.1 Theoretical Derivation |
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289 | (6) |
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7.4.2 Adaptive Realization |
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295 | (5) |
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7.5 Eigenvalue Problem Solvers |
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300 | (6) |
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7.5.1 Linear Multigrid Method |
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301 | (2) |
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7.5.2 Rayleigh Quotient Multigrid Method |
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303 | (3) |
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306 | (4) |
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8 Adaptive Solution of Nonlinear Elliptic Problems |
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310 | (23) |
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8.1 Discrete Newton Methods for Nonlinear Grid Equations |
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311 | (8) |
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8.1.1 Exact Newton Methods |
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312 | (4) |
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8.1.2 Inexact Newton-PCG Methods |
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316 | (3) |
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8.2 Inexact Newton-Multigrid Methods |
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319 | (9) |
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8.2.1 Hierarchical Grid Equations |
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319 | (2) |
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8.2.2 Realization of Adaptive Algorithm |
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321 | (4) |
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8.2.3 An Elliptic Problem Without a Solution |
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325 | (3) |
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8.3 Operation Planning in Facial Surgery |
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328 | (3) |
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331 | (2) |
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9 Adaptive Integration of Parabolic Problems |
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333 | (47) |
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9.1 Time Discretization of Stiff Differential Equations |
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333 | (20) |
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9.1.1 Linear Stability Theory |
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334 | (6) |
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9.1.2 Linearly Implicit One-step Methods |
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340 | (7) |
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347 | (6) |
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9.2 Space-time Discretization of Parabolic PDEs |
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353 | (21) |
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9.2.1 Adaptive Method of Lines |
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354 | (8) |
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9.2.2 Adaptive Method of Time Layers |
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362 | (9) |
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9.2.3 Goal-oriented Error Estimation |
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371 | (3) |
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9.3 Electrical Excitation of the Heart Muscle |
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374 | (4) |
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9.3.1 Mathematical Models |
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374 | (1) |
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9.3.2 Numerical Simulation |
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375 | (3) |
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378 | (2) |
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380 | (18) |
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A.1 Fourier Analysis and Fourier Transform |
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380 | (1) |
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A.2 Differential Operators in R3 |
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381 | (2) |
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383 | (4) |
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A.4 Delta-Distribution and Green's Functions |
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387 | (5) |
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392 | (5) |
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A.6 Optimality Conditions |
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397 | (1) |
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398 | (3) |
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B.1 Adaptive Finite Element Codes |
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398 | (1) |
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399 | (1) |
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399 | (2) |
Bibliography |
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401 | (14) |
Index |
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