Preface |
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xiii | |
I Grid approximations of singular perturbation partial differential equations |
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1 | |
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3 | |
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1.1 The development of numerical methods for singularly perturbed problems |
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3 | |
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1.2 Theoretical problems in the construction of difference schemes |
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6 | |
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1.3 The main principles in the construction of special schemes |
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8 | |
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1.4 Modern trends in the development of special difference schemes |
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10 | |
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1.5 The contents of the present book |
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11 | |
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12 | |
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1.7 The audience for this book |
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16 | |
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2 Boundary value problems for elliptic reaction-diffusion equations in domains with smooth boundaries |
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17 | |
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2.1 Problem formulation. The aim of the research |
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17 | |
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2.2 Estimates of solutions and derivatives |
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19 | |
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2.3 Conditions ensuring epsilon-uniform convergence of difference schemes for the problem on a slab |
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26 | |
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2.3.1 Sufficient conditions for epsilon-uniform convergence of difference schemes |
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26 | |
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2.3.2 Sufficient conditions for epsilon-uniform approximation of the boundary value problem |
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29 | |
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2.3.3 Necessary conditions for distribution of mesh points for epsilon-uniform convergence of difference schemes. Construction of condensing meshes |
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33 | |
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2.4 Monotone finite difference approximations of the boundary value problem on a slab. epsilon-uniformly convergent difference schemes |
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38 | |
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2.4.1 Problems on uniform meshes |
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38 | |
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2.4.2 Problems on piecewise-uniform meshes |
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44 | |
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2.4.3 Consistent grids on subdomains |
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51 | |
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2.4.4 epsilon-uniformly convergent difference schemes |
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57 | |
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2.5 Boundary value problems in domains with curvilinear boundaries |
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58 | |
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2.5.1 A domain-decomposition-based difference scheme for the boundary value problem on a slab |
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58 | |
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2.5.2 A difference scheme for the boundary value problem in a domain with curvilinear boundary |
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67 | |
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3 Boundary value problems for elliptic reaction-diffusion equations in domains with piecewise-smooth boundaries |
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75 | |
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3.1 Problem formulation. The aim of the research |
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75 | |
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3.2 Estimates of solutions and derivatives |
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76 | |
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3.3 Sufficient conditions for epsilon-uniform convergence of a difference scheme for the problem on a parallelepiped |
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85 | |
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3.4 A difference scheme for the boundary value problem on a parallelepiped |
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3.5 Consistent grids on subdomains |
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3.6 A difference scheme for the boundary value problem in a domain with piecewise-uniform boundary |
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102 | |
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4 Generalizations for elliptic reaction-diffusion equations |
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109 | |
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4.1 Monotonicity of continual and discrete Schwartz methods |
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109 | |
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4.2 Approximation of the solution in a bounded subdomain for the problem on a strip |
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112 | |
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4.3 Difference schemes of improved accuracy for the problem on a slab |
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120 | |
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4.4 Domain-decomposition method for improved iterative schemes |
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125 | |
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5 Parabolic reaction-diffusion equations |
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133 | |
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133 | |
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5.2 Estimates of solutions and derivatives |
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134 | |
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5.3 epsilon-uniformly convergent difference schemes |
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145 | |
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5.3.1 Grid approximations of the boundary value problem |
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146 | |
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5.3.2 Consistent grids on a slab |
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147 | |
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5.3.3 Consistent grids on a parallelepiped |
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154 | |
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5.4 Consistent grids on subdomains |
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158 | |
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5.4.1 The problem on a slab |
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158 | |
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5.4.2 The problem on a parallelepiped |
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161 | |
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6 Elliptic convection-diffusion equations |
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165 | |
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165 | |
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6.2 Estimates of solutions and derivatives |
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166 | |
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6.2.1 The problem solution on a slab |
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166 | |
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6.2.2 The problem on a parallelepiped |
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169 | |
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6.3 On construction of E-uniformly convergent difference schemes under their monotonicity condition |
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176 | |
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6.3.1 Analysis of necessary conditions for epsilon-uniform convergence of difference schemes |
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177 | |
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6.3.2 The problem on a slab |
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180 | |
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6.3.3 The problem on a parallelepiped |
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183 | |
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6.4 Monotone epsilon-uniformly convergent difference schemes |
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185 | |
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7 Parabolic convection-diffusion equations |
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191 | |
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191 | |
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7.2 Estimates of the problem solution on a slab |
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192 | |
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7.3 Estimates of the problem solution on a parallelepiped |
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199 | |
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7.4 Necessary conditions for epsilon-uniform convergence of difference schemes |
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206 | |
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7.5 Sufficient conditions for epsilon-uniform convergence of monotone difference schemes |
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210 | |
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7.6 Monotone epsilon-uniformly convergent difference schemes |
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213 | |
II Advanced trends in epsilon-uniformly convergent difference methods |
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219 | |
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8 Grid approximations of parabolic reaction-diffusion equations with three perturbation parameters |
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221 | |
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8.2 Problem formulation. The aim of the research |
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222 | |
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224 | |
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8.4 Grid approximations of the initial-boundary value problem |
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230 | |
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9 Application of widths for construction of difference schemes for problems with moving boundary layers |
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235 | |
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9.2 A boundary value problem for a singularly perturbed parabolic reaction-diffusion equation |
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237 | |
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9.2.1 Problem (9.2), (9.1) |
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9.2.3 The aim of the research |
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9.4 Classical finite difference schemes |
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243 | |
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9.5 Construction of e-uniform and almost epsilon-uniform approximations to solutions of problem (9.2), (9.1) |
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246 | |
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9.6 Difference scheme on a grid adapted in the moving boundary layer |
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9.7 Remarks and generalizations |
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254 | |
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10 High-order accurate numerical methods for singularly perturbed problems |
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259 | |
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259 | |
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10.2 Boundary value problems for singularly perturbed parabolic convection-diffusion equations with sufficiently smooth data |
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261 | |
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10.2.1 Problem with sufficiently smooth data |
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261 | |
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10.2.2 A finite difference scheme on an arbitrary grid |
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262 | |
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10.2.3 Estimates of solutions on uniform grids |
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263 | |
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10.2.4 Special epsilon-uniform convergent finite difference scheme |
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263 | |
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10.2.5 The aim of the research |
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264 | |
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10.3 A priori estimates for problem with sufficiently smooth data |
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265 | |
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10.4 The defect correction method |
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266 | |
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10.5 The Richardson extrapolation scheme |
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270 | |
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10.6 Asymptotic constructs |
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273 | |
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10.7 A scheme with improved convergence for finite values of epsilon |
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275 | |
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10.8 Schemes based on asymptotic constructs |
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277 | |
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10.9 Boundary value problem for singularly perturbed parabolic convection-diffusion equation with piecewise-smooth initial data |
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280 | |
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10.9.1 Problem (10.56) with piecewise-smooth initial data |
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280 | |
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10.9.2 The aim of the research |
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281 | |
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10.10 A priori estimates for the boundary value problem (10.56) with piecewise-smooth initial data |
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282 | |
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10.11 Classical finite difference approximations |
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285 | |
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10.12 Improved finite difference scheme |
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287 | |
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11 A finite difference scheme on a priori adapted grids for a singularly perturbed parabolic convection-diffusion equation |
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289 | |
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289 | |
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11.2 Problem formulation. The aim of the research |
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290 | |
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11.3 Grid approximations on locally refined grids that are uniform in subdomains |
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293 | |
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11.4 Difference scheme on a priori adapted grid |
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297 | |
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11.5 Convergence of the difference scheme on a priori adapted grid |
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303 | |
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307 | |
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12 On conditioning of difference schemes and their matrices for singularly perturbed problems |
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309 | |
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12.2 Conditioning of matrices to difference schemes on piecewise-uniform and uniform meshes. Model problem for ODE |
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311 | |
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12.3 Conditioning of difference schemes on uniform and piecewise-uniform grids for the model problem |
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316 | |
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12.4 On conditioning of difference schemes and their matrices for a parabolic problem |
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323 | |
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13 Approximation of systems of singularly perturbed elliptic reaction-diffusion equations with two parameters |
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327 | |
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327 | |
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13.2 Problem formulation. The aim of the research |
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328 | |
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13.3 Compatibility conditions. Some a priori estimates |
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330 | |
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13.4 Derivation of a priori estimates for the problem (13.2) under the condition (13.5) |
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333 | |
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13.5 A priori estimates for the problem (13.2) under the conditions (13.4), (13.6) |
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341 | |
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13.6 The classical finite difference scheme |
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343 | |
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13.7 The special finite difference scheme |
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345 | |
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348 | |
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349 | |
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14.1 Application of special numerical methods to mathematical modeling problems |
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349 | |
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14.2 Numerical methods for problems with piecewise-smooth and nonsmooth boundary functions |
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351 | |
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14.3 On the approximation of solutions and derivatives |
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352 | |
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14.4 On difference schemes on adaptive meshes |
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354 | |
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14.5 On the design of constructive difference schemes for an elliptic convection-diffusion equation in an unbounded domain |
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357 | |
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14.5.1 Problem formulation in an unbounded domain. The task of computing the solution in a bounded domain |
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357 | |
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14.5.2 Domain of essential dependence for solutions of the boundary value problem |
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359 | |
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363 | |
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14.6 Compatibility conditions for a boundary value problem on a rectangle for an elliptic convection-diffusion equation with a perturbation vector parameter |
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364 | |
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14.6.1 Problem formulation |
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365 | |
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14.6.2 Compatibility conditions |
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366 | |
References |
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371 | |
Index |
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389 | |