Preface |
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xi | |
Acknowledgments |
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xiii | |
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1 Brief Overview of Partial Differential Equations |
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1 | (12) |
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1.1 The parabolic equations |
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1 | (1) |
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2 | (1) |
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1.3 The elliptic equations |
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3 | (1) |
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1.4 Differential equations in broader areas |
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3 | (6) |
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3 | (1) |
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4 | (1) |
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1.4.3 Groundwater contamination |
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5 | (1) |
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1.4.4 Petroleum reservoir simulation |
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6 | (1) |
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7 | (1) |
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8 | (1) |
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1.5 A quick review of numerical methods for PDEs |
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9 | (4) |
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11 | (2) |
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2 Finite Difference Methods for Parabolic Equations |
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13 | (30) |
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13 | (3) |
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2.2 Theoretical issues: stability, consistence, and convergence |
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16 | (2) |
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2.3 1-D parabolic equations |
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18 | (9) |
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2.3.1 The θ-method and its analysis |
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18 | (5) |
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23 | (4) |
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2.4 2-D and 3-D parabolic equations |
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27 | (8) |
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2.4.1 Standard explicit and implicit methods |
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27 | (3) |
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2.4.2 The ADI methods for 2-D problems |
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30 | (2) |
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2.4.3 The ADI methods for 3-D problems |
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32 | (3) |
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2.5 Numerical examples with MATLAB codes |
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35 | (2) |
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2.6 Bibliographical remarks |
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37 | (1) |
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38 | (5) |
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41 | (2) |
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3 Finite Difference Methods for Hyperbolic Equations |
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43 | (22) |
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43 | (1) |
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3.2 Some basic difference schemes |
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44 | (3) |
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3.3 Dissipation and dispersion errors |
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47 | (2) |
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3.4 Extensions to conservation laws |
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49 | (1) |
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3.5 The second-order hyperbolic equations |
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50 | (7) |
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50 | (3) |
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53 | (4) |
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3.6 Numerical examples with MATLAB codes |
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57 | (2) |
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3.7 Bibliographical remarks |
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59 | (1) |
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60 | (5) |
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62 | (3) |
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4 Finite Difference Methods for Elliptic Equations |
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65 | (24) |
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65 | (2) |
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4.2 Numerical solution of linear systems |
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67 | (7) |
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67 | (2) |
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4.2.2 Simple iterative methods |
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69 | (3) |
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4.2.3 Modern iterative methods |
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72 | (2) |
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4.3 Error analysis with a maximum principle |
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74 | (2) |
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76 | (5) |
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4.4.1 Mixed boundary conditions |
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77 | (1) |
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4.4.2 Self-adjoint problems |
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78 | (1) |
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4.4.3 A fourth-order scheme |
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78 | (3) |
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4.5 Numerical examples with MATLAB codes |
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81 | (3) |
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4.6 Bibliographical remarks |
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84 | (1) |
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84 | (5) |
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86 | (3) |
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5 High-Order Compact Difference Methods |
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89 | (56) |
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5.1 One-dimensional problems |
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89 | (32) |
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5.1.1 Spatial discretization |
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89 | (5) |
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5.1.2 Dispersive error analysis |
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94 | (4) |
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5.1.3 Temporal discretization |
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98 | (5) |
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5.1.4 Low-pass spatial filter |
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103 | (1) |
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5.1.5 Numerical examples with MATLAB codes |
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104 | (17) |
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5.2 High-dimensional problems |
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121 | (12) |
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5.2.1 Temporal discretization for 2-D problems |
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121 | (2) |
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123 | (1) |
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5.2.3 Extensions to 3-D compact ADI schemes |
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124 | (1) |
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5.2.4 Numerical examples with MATLAB codes |
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125 | (8) |
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5.3 Other high-order compact schemes |
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133 | (5) |
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5.3.1 One-dimensional problems |
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133 | (2) |
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5.3.2 Two-dimensional problems |
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135 | (3) |
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5.4 Bibliographical remarks |
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138 | (1) |
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138 | (7) |
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141 | (4) |
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6 Finite Element Methods: Basic Theory |
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145 | (48) |
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6.1 Introduction to one-dimensional problems |
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145 | (7) |
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6.1.1 The second-order equation |
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145 | (3) |
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6.1.2 The fourth-order equation |
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148 | (4) |
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6.2 Introduction to two-dimensional problems |
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152 | (3) |
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6.2.1 The Poisson equation |
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152 | (2) |
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6.2.2 The biharmonic problem |
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154 | (1) |
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6.3 Abstract finite element theory |
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155 | (3) |
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6.3.1 Existence and uniqueness |
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156 | (1) |
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6.3.2 Stability and convergence |
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157 | (1) |
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6.4 Examples of conforming finite element spaces |
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158 | (6) |
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6.4.1 Triangular finite elements |
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159 | (4) |
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6.4.2 Rectangular finite elements |
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163 | (1) |
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6.5 Examples of nonconforming finite elements |
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164 | (3) |
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6.5.1 Nonconforming triangular elements |
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164 | (1) |
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6.5.2 Nonconforming rectangular elements |
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165 | (2) |
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6.6 Finite element interpolation theory |
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167 | (6) |
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167 | (2) |
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6.6.2 Interpolation theory |
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169 | (4) |
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6.7 Finite element analysis of elliptic problems |
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173 | (4) |
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6.7.1 Analysis of conforming finite elements |
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173 | (2) |
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6.7.2 Analysis of nonconforming finite elements |
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175 | (2) |
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6.8 Finite element analysis of time-dependent problems |
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177 | (8) |
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177 | (1) |
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6.8.2 FEM for parabolic equations |
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178 | (7) |
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6.9 Bibliographical remarks |
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185 | (1) |
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186 | (7) |
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188 | (5) |
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7 Finite Element Methods: Programming |
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193 | (26) |
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193 | (5) |
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7.2 Forming FEM equations |
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198 | (1) |
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7.3 Calculation of element matrices |
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199 | (5) |
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7.4 Assembly and implementation of boundary conditions |
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204 | (1) |
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7.5 The MATLAB code for P1 element |
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205 | (3) |
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7.6 The MATLAB code for the Q1 element |
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208 | (5) |
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7.7 Bibliographical remarks |
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213 | (1) |
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214 | (5) |
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217 | (2) |
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8 Mixed Finite Element Methods |
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219 | (42) |
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8.1 An abstract formulation |
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219 | (4) |
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8.2 Mixed methods for elliptic problems |
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223 | (9) |
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8.2.1 The mixed variational formulation |
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223 | (2) |
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8.2.2 The mixed finite element spaces |
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225 | (4) |
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8.2.3 The error estimates |
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229 | (3) |
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8.3 Mixed methods for the Stokes problem |
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232 | (20) |
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8.3.1 The mixed variational formulation |
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232 | (6) |
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8.3.2 Mixed finite element spaces |
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238 | (14) |
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8.4 An example MATLAB code for the Stokes problem |
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252 | (1) |
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8.5 Mixed methods for viscous incompressible flows |
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252 | (4) |
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8.5.1 The steady Navier-Stokes problem |
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254 | (1) |
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8.5.2 The unsteady Navier-Stokes problem |
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255 | (1) |
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8.6 Bibliographical remarks |
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256 | (1) |
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256 | (5) |
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259 | (2) |
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9 Finite Element Methods for Electromagnetics |
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261 | (70) |
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9.1 Introduction to Maxwell's equations |
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261 | (2) |
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9.2 The time-domain finite difference method |
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263 | (22) |
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9.2.1 The semi-discrete scheme |
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263 | (9) |
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9.2.2 The fully discrete scheme |
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272 | (13) |
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9.3 The time-domain finite element method |
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285 | (13) |
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285 | (5) |
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9.3.2 The standard Galerkin method |
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290 | (3) |
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9.3.3 The discontinuous Galerkin method |
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293 | (5) |
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9.4 The frequency-domain finite element method |
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298 | (7) |
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9.4.1 The standard Galerkin method |
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298 | (1) |
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9.4.2 The discontinuous Galerkin method |
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299 | (4) |
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9.4.3 The mixed DG method |
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303 | (2) |
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9.5 Maxwell's equations in dispersive media |
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305 | (18) |
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9.5.1 Isotropic cold plasma |
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306 | (4) |
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310 | (3) |
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313 | (2) |
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9.5.4 Double-negative metamaterials |
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315 | (8) |
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9.6 Bibliographical remarks |
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323 | (1) |
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324 | (7) |
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325 | (6) |
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10 Meshless Methods with Radial Basis Functions |
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331 | (48) |
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331 | (1) |
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10.2 The radial basis functions |
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332 | (3) |
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335 | (13) |
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10.3.1 The fundamental solution of PDEs |
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335 | (3) |
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10.3.2 The MFS for Laplace's equation |
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338 | (3) |
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10.3.3 The MFS-DRM for elliptic equations |
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341 | (3) |
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10.3.4 Computing particular solutions using RBFs |
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344 | (2) |
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346 | (1) |
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10.3.6 The MFS-DRM for the parabolic equations |
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346 | (2) |
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348 | (4) |
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10.4.1 Kansa's method for elliptic problems |
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348 | (1) |
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10.4.2 Kansa's method for parabolic equations |
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349 | (1) |
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10.4.3 The Hermite-Birkhoff collocation method |
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350 | (2) |
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10.5 Numerical examples with MATLAB codes |
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352 | (14) |
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352 | (7) |
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10.5.2 Biharmonic problems |
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359 | (7) |
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10.6 Coupling RBF meshless methods with DDM |
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366 | (6) |
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367 | (1) |
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10.6.2 Non-overlapping DDM |
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368 | (1) |
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10.6.3 One numerical example |
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369 | (3) |
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10.7 Bibliographical remarks |
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372 | (1) |
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372 | (7) |
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373 | (6) |
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11 Other Meshless Methods |
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379 | (14) |
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11.1 Construction of meshless shape functions |
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379 | (5) |
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11.1.1 The smooth particle hydrodynamics method |
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379 | (2) |
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11.1.2 The moving least-square approximation |
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381 | (1) |
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11.1.3 The partition of unity method |
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382 | (2) |
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11.2 The element-free Galerkin method |
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384 | (2) |
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11.3 The meshless local Petrov-Galerkin method |
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386 | (3) |
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11.4 Bibliographical remarks |
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389 | (1) |
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389 | (4) |
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390 | (3) |
Appendix A Answers to Selected Problems |
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393 | (12) |
Index |
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405 | |