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1 Partial Differential Equations and Their Classification Into Types |
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1 | (12) |
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1 | (4) |
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1.2 Classification of Second-Order Equations into Types |
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5 | (2) |
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1.3 Type Classification for Systems of First Order |
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7 | (2) |
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1.4 Characteristic Properties of the Different Types |
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9 | (3) |
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12 | (1) |
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13 | (16) |
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13 | (3) |
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16 | (3) |
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2.3 Mean-Value Property and Maximum Principle |
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19 | (6) |
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2.4 Continuous Dependence on the Boundary Data |
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25 | (4) |
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29 | (14) |
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29 | (1) |
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3.2 Representation of the Solution by the Green Function |
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30 | (3) |
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3.3 Existence of a Solution |
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33 | (5) |
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3.4 The Green Function for the Ball |
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38 | (1) |
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3.5 The Neumann Boundary-Value Problem |
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39 | (2) |
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3.6 The Integral Equation Method |
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41 | (2) |
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4 Difference Methods for the Poisson Equation |
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43 | (50) |
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4.1 Introduction: The One-Dimensional Case |
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44 | (2) |
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4.2 The Five-Point Formula |
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46 | (4) |
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4.3 M-matrices, Matrix Norms, Positive-Definite Matrices |
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50 | (9) |
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4.4 Properties of the Matrix Lh |
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59 | (7) |
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66 | (3) |
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4.6 Discretisations of Higher Order |
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69 | (3) |
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4.7 The Discretisation of the Neumann Boundary-Value Problem |
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72 | (14) |
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4.7.1 One-Sided Difference for ∂u/∂n |
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73 | (4) |
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4.7.2 Symmetric Difference for ∂u/∂n |
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77 | (2) |
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4.7.3 Symmetric Difference for ∂u/∂n on an Offset Grid |
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79 | (1) |
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4.7.4 Proof of the Stability Theorem 4.62 |
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79 | (7) |
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4.8 Discretisation in an Arbitrary Domain |
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86 | (7) |
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4.8.1 Shortley-Weller Approximation |
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86 | (4) |
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4.8.2 Interpolation in Near-Boundary Points |
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90 | (3) |
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5 General Boundary-Value Problems |
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93 | (26) |
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5.1 Dirichlet Boundary-Value Problems for Linear Differential Equations |
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93 | (13) |
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93 | (2) |
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95 | (3) |
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5.1.3 Uniqueness of the Solution and Continuous Dependence |
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98 | (2) |
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5.1.4 Difference Methods for the General Differential Equation of Second Order |
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100 | (5) |
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105 | (1) |
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5.2 General Boundary Conditions |
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106 | (7) |
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5.2.1 Formulating the Boundary-Value Problem |
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106 | (3) |
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5.2.2 Difference Methods for General Boundary Conditions |
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109 | (4) |
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5.3 Boundary Problems of Higher Order |
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113 | (6) |
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5.3.1 The Biharmonic Differential Equation |
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113 | (1) |
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5.3.2 General Linear Differential Equations of Order 2m |
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113 | (2) |
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5.3.3 Discretisation of the Biharmonic Differential Equation |
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115 | (4) |
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6 Tools from Functional Analysis |
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119 | (40) |
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6.1 Banach Spaces and Hilbert Spaces |
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119 | (6) |
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119 | (1) |
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120 | (1) |
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121 | (2) |
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123 | (2) |
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125 | (17) |
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125 | (2) |
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127 | (3) |
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6.2.3 Fourier Transformation and Hk(Rn) |
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130 | (3) |
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6.2.4 Hs(Ω) for Real s ≥ 0 |
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133 | (1) |
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6.2.5 Trace and Extension Theorems |
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134 | (8) |
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142 | (5) |
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6.3.1 Dual Space of a Normed Space |
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142 | (1) |
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143 | (2) |
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6.3.3 Scales of Hilbert Spaces |
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145 | (2) |
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147 | (4) |
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151 | (8) |
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7 Variational Formulation |
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159 | (22) |
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7.1 Historical Remarks About the Dirichlet Principle |
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159 | (2) |
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7.2 Equations with Homogeneous Dirichlet Boundary Conditions |
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161 | (7) |
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7.2.1 Dirichlet Boundary Condition |
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161 | (1) |
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162 | (2) |
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164 | (3) |
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167 | (1) |
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7.3 Inhomogeneous Dirichlet Boundary Conditions |
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168 | (2) |
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7.4 Natural Boundary Conditions |
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170 | (9) |
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170 | (1) |
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7.4.2 Conormal Boundary Condition |
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171 | (2) |
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7.4.3 Oblique Boundary Condition |
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173 | (3) |
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7.4.4 Boundary Conditions for m ≥ 2 |
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176 | (2) |
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7.4.5 Further Boundary Conditions |
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178 | (1) |
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7.5 Pseudo-Differential Equations |
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179 | (2) |
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8 The Finite-Element Method |
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181 | (82) |
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181 | (2) |
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8.2 The Ritz-Galerkin Method |
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183 | (11) |
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183 | (3) |
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8.2.2 Analysis of the Discrete Equation |
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186 | (4) |
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8.2.3 Solvability of the Discrete Problem |
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190 | (2) |
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192 | (2) |
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194 | (6) |
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194 | (1) |
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8.3.2 Convergence of the Ritz-Galerkin Solutions |
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195 | (2) |
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197 | (1) |
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8.3.4 Further Stability and Error Estimates |
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198 | (2) |
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200 | (13) |
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8.4.1 Introduction: Linear Elements for Ω = (a, b) |
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200 | (3) |
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8.4.2 Linear Elements for Ω ⊂ R2 |
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203 | (3) |
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8.4.3 Bilinear Elements for Ω ⊂ R2 |
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206 | (2) |
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8.4.4 Quadratic Elements for Ω ⊂ R2 |
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208 | (1) |
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8.4.5 Elements for Ω ⊂ R3 |
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209 | (1) |
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8.4.6 Handling of Side Conditions |
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210 | (3) |
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8.5 Error Estimates for Finite-Element Methods |
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213 | (11) |
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213 | (3) |
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8.5.2 Properties of Sequences of Finite-Element Spaces |
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216 | (2) |
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8.5.3 H1-Estimates for Linear Elements |
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218 | (2) |
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8.5.4 L2 Estimates for Linear Elements |
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220 | (4) |
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224 | (6) |
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8.6.1 Error Estimates for Other Elements |
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224 | (1) |
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8.6.2 Finite Elements for Equations of Higher Order |
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225 | (2) |
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8.6.3 Finite Elements for Non-Polygonal Regions |
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227 | (3) |
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8.7 A-posteriori Error Estimates, Adaptivity |
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230 | (11) |
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8.7.1 A-posteriori Error Estimates |
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230 | (6) |
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8.7.2 Efficiency of the Finite-Element Method |
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236 | (1) |
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8.7.3 Adaptive Finite-Element Method |
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237 | (4) |
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8.8 Properties of the System Matrix |
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241 | (7) |
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8.8.1 Connection of L and Lh |
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241 | (1) |
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8.8.2 Equivalent Norms and Mass Matrix |
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241 | (3) |
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8.8.3 Inverse Estimate and Condition of L |
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244 | (2) |
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246 | (1) |
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8.8.5 Positivity, Maximum Principle |
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247 | (1) |
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248 | (15) |
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8.9.1 Mixed and Hybrid Finite-Element Methods |
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248 | (1) |
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8.9.2 Nonconforming Elements |
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249 | (2) |
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8.9.3 Inadmissible Triangulations |
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251 | (1) |
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252 | (1) |
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8.9.5 Finite-Element Methods for Singular Solutions |
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253 | (1) |
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253 | (1) |
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254 | (1) |
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8.9.8 Mortar Finite Elements |
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255 | (2) |
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8.9.9 Composite Finite Elements |
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257 | (1) |
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8.9.10 Related Discretisations |
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258 | (2) |
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260 | (3) |
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263 | (48) |
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9.1 Solutions of the Boundary-Value Problem in Hs (Ω), s >m |
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263 | (22) |
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9.1.1 The Regularity Problem |
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264 | (2) |
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9.1.2 Regularity Theorems for Ω = Rn |
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266 | (8) |
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9.1.3 Regularity Theorems for Ω = Rn+ |
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274 | (4) |
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9.1.4 Regularity Theorems for General Domains Ω ⊂ Rn |
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278 | (4) |
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9.1.5 Regularity for Convex Domains and Domains with Corners |
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282 | (3) |
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9.2 Regularity in the Interior |
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285 | (5) |
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286 | (1) |
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9.2.2 Behaviour of the Singularity and Green's Function |
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286 | (4) |
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9.3 Regularity Properties of Difference Equations |
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290 | (21) |
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9.3.1 Discrete H1-Regularity |
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290 | (6) |
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296 | (7) |
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9.3.3 Optimal Error Estimates |
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303 | (2) |
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9.3.4 Hmo, h+θ-Regularity for -1/2 < θ < 1/2 |
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305 | (1) |
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306 | (3) |
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9.3.6 Interior Regularity |
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309 | (2) |
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10 Special Differential Equations |
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311 | (18) |
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10.1 Differential Equations with Discontinuous Coefficients |
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311 | (5) |
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311 | (3) |
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10.1.2 Finite-Element Discretisation |
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314 | (1) |
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10.1.3 Discretisation by Difference Schemes |
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315 | (1) |
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10.1.4 Discontinuous Coefficients of the First and Zeroth Derivatives |
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315 | (1) |
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10.2 A Singular Perturbation Problem |
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316 | (13) |
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10.2.1 The Convection-Diffusion Equation |
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316 | (2) |
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10.2.2 Stable Difference Schemes |
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318 | (3) |
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321 | (8) |
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11 Elliptic Eigenvalue Problems |
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329 | (26) |
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11.1 Formulation of Eigenvalue Problems |
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329 | (2) |
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11.2 Finite-Element Discretisation |
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331 | (15) |
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331 | (2) |
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11.2.2 Qualitative Convergence Results |
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333 | (5) |
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11.2.3 Quantitative Convergence Results |
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338 | (5) |
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11.2.4 Consistent Problems |
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343 | (3) |
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11.3 Discretisation by Difference Methods |
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346 | (8) |
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354 | (1) |
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355 | (26) |
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12.1 Elliptic Systems of Differential Equations |
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355 | (4) |
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12.2 Variational Formulation |
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359 | (12) |
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12.2.1 Weak Formulation of the Stokes Equations |
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359 | (1) |
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12.2.2 Saddle-Point Problems |
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360 | (3) |
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12.2.3 Existence and Uniqueness of the Solution of a Saddle-Point Problem |
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363 | (3) |
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12.2.4 Solvability and Regularity of the Stokes Problem |
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366 | (4) |
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12.2.5 A Vo-elliptic Variational Formulation of the Stokes Problem |
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370 | (1) |
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12.3 Finite-Element Method for the Stokes Problem |
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371 | (10) |
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12.3.1 Finite-Element Discretisation of a Saddle-Point Problem |
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371 | (2) |
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12.3.2 Stability Conditions |
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373 | (1) |
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12.3.3 Stable Finite-Element Spaces for the Stokes Problem |
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374 | (6) |
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12.3.4 Divergence-Free Elements |
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380 | (1) |
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A Solution of the Exercises |
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381 | (48) |
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381 | (5) |
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386 | (5) |
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391 | (4) |
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395 | (6) |
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401 | (3) |
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404 | (4) |
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408 | (2) |
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410 | (3) |
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413 | (5) |
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418 | (1) |
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419 | (6) |
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425 | (4) |
References |
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429 | (14) |
List of Symbols and Abbreviations |
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443 | (6) |
Index |
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449 | |