List of Figures |
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xi | |
List of Tables |
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xv | |
Preface to First Edition |
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xvii | |
Preface to Second Edition |
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xix | |
Introduction |
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xxi | |
1 Discrete Time-Space Models |
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1 | (54) |
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1.1 Newton Cooling Models |
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1 | (8) |
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1.2 Heat Diffusion in a Wire |
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9 | (9) |
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1.3 Diffusion in a Wire with Little Insulation |
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18 | (8) |
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1.4 Flow and Decay of a Pollutant in a Stream |
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26 | (8) |
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1.5 Heat and Mass Transfer in Two Directions |
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34 | (11) |
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45 | (10) |
2 Steady-State Discrete Models |
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55 | (52) |
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2.1 Steady-State and Triangular Solves |
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55 | (8) |
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2.2 Heat Diffusion and Gauss Elimination |
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63 | (11) |
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2.3 Cooling Fin and Tridiagonal Matrices |
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74 | (9) |
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83 | (9) |
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2.5 Convergence to Steady-State Solution |
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92 | (7) |
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2.6 Convergence to Continuous Model |
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99 | (8) |
3 Poisson Equation Models |
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107 | (54) |
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3.1 Steady-State and Iterative Methods |
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107 | (10) |
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3.2 Heat Transfer in 2D Fin and SOR |
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117 | (8) |
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3.3 Fluid Flow in a 2D Porous Medium |
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125 | (7) |
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132 | (9) |
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3.5 Deformed Membrane and Steepest Descent |
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141 | (9) |
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3.6 Conjugate Gradient Method |
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150 | (11) |
4 Nonlinear and 3D Models |
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161 | (48) |
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4.1 Nonlinear Problems in One Variable |
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161 | (8) |
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4.2 Nonlinear Heat Transfer in a Wire |
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169 | (8) |
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4.3 Nonlinear Heat Transfer in 2D |
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177 | (6) |
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4.4 Steady-State 3D Heat Diffusion |
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183 | (6) |
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4.5 Time-Dependent 3D Diffusion |
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189 | (8) |
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4.6 High-Performance Computations in 3D |
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197 | (12) |
5 FEM and Fluid Flows |
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209 | (38) |
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5.1 FEM and Linear Shape Functions |
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209 | (9) |
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5.2 FEM with Heat and Fluid Flow |
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218 | (8) |
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226 | (6) |
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5.4 Shallow Water Wave Model |
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232 | (5) |
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5.5 Navier-Stokes Equations |
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237 | (3) |
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5.6 Discrete Navier-Stokes Equations |
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240 | (7) |
6 Epidemics, Images, and Money |
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247 | (48) |
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6.1 Epidemics and Dispersion |
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247 | (8) |
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6.2 Epidemic Dispersion in 2D |
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255 | (7) |
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262 | (9) |
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271 | (6) |
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6.5 Option Contract Models |
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277 | (9) |
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6.6 Black-Scholes Model for Two Assets |
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286 | (9) |
7 High-Performance Computing |
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295 | (60) |
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7.1 CPUs and Vector Pipes |
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295 | (12) |
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7.2 Multiprocessor and Multicore Computers |
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307 | (9) |
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316 | (10) |
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7.4 Parallel MATLAB and SPMD |
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326 | (8) |
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334 | (9) |
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7.6 MPI and Matrix Products |
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343 | (12) |
8 Message Passing Interface |
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355 | (44) |
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8.1 Collective Subroutines |
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355 | (12) |
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367 | (7) |
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374 | (6) |
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380 | (6) |
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8.5 Shared Memory and OpenMP |
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386 | (6) |
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392 | (7) |
9 Classical Methods for Ax = d |
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399 | (32) |
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399 | (5) |
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9.2 Symmetric Positive Definite Matrices |
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404 | (6) |
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9.3 Domain Decomposition and MPI |
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410 | (5) |
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9.4 SOR and P-Regular Splittings |
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415 | (5) |
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420 | (6) |
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426 | (5) |
10 Krylov Methods for Ax = d |
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431 | (36) |
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10.1 Conjugate Gradient Method |
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431 | (5) |
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436 | (6) |
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442 | (4) |
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446 | (7) |
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453 | (7) |
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460 | (7) |
Bibliography |
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467 | (4) |
Index |
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471 | |