Preface |
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xi | |
Acknowledgments |
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xiii | |
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1 | (26) |
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2 | (2) |
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1.2 Trinities for Second-Order PDEs |
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4 | (6) |
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1.3 PDEs in R", Further Classifications |
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10 | (2) |
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1.4 Differential Operators, Superposition |
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12 | (3) |
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14 | (1) |
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1.5 Some Equations of Mathematical Physics |
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15 | (12) |
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1.5.1 The Poisson Equation |
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16 | (1) |
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17 | (1) |
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1.5.2.1 A Model Problem for the Stationary Heat Equation in Id |
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17 | (1) |
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1.5.2.2 Fourier's Law of Heat Conduction, Derivation of the Heat Equation |
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18 | (3) |
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21 | (1) |
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1.5.3.1 The Vibrating String, Derivation of the Wave Equation in Id |
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21 | (3) |
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24 | (3) |
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27 | (40) |
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27 | (6) |
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2.1.1 Linear Independence, Basis, and Dimension |
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30 | (3) |
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33 | (5) |
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2.2.1 Spaces of Differentiable Functions |
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33 | (1) |
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2.2.2 Spaces of Integrable Functions |
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34 | (1) |
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35 | (1) |
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36 | (1) |
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37 | (1) |
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2.3 Some Basic Inequalities |
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38 | (3) |
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2.4 Fundamental Solution of PDEs |
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41 | (3) |
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43 | (1) |
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2.5 The Weak/Variational Formulation |
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44 | (2) |
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2.6 A Framework for Analytic Solution in Id |
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46 | (8) |
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2.6.1 The Variational Formulation in Id |
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48 | (3) |
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2.6.2 The Minimization Problem in Id |
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51 | (1) |
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2.6.3 A Mixed Boundary Value Problem in Id |
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52 | (2) |
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2.7 An Abstract Framework |
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54 | (9) |
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2.7.1 Riesz and Lax-Milgram Theorems |
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57 | (6) |
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63 | (4) |
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3 Polynomial Approximation/Interpolation in Id |
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67 | (42) |
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3.1 Finite Dimensional Space of Functions on an Interval |
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67 | (4) |
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3.2 An Ordinary Differential Equation (ODE) |
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71 | (3) |
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3.2.1 Forward Euler Method to Solve IVP |
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71 | (1) |
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3.2.2 Variational Formulation for IVP |
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72 | (1) |
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3.2.3 Galerkin Method for IVP |
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73 | (1) |
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3.3 A Galerkin Method for (BVP) |
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74 | (8) |
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3.3.1 An Equivalent Finite Difference Approach |
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79 | (3) |
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82 | (1) |
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3.5 Polynomial Interpolation in Id |
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83 | (11) |
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3.5.1 Lagrange Interpolation |
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90 | (4) |
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3.6 Orthogonal- and L2-Projection |
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94 | (2) |
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3.6.1 The L2-Projection onto the Space of Polynomials |
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94 | (2) |
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3.7 Numerical Integration, Quadrature Rule |
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96 | (9) |
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3.7.1 Composite Rules for Uniform Partitions |
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98 | (3) |
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3.7.2 Gauss Quadrature Rule |
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101 | (4) |
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105 | (4) |
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4 Linear Systems of Equations |
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109 | (16) |
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110 | (5) |
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4.1.1 LU Factorization of an n × n Matrix A |
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113 | (2) |
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115 | (7) |
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115 | (1) |
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4.2.2 Convergence Criterion |
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116 | (1) |
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4.2.3 Gauss-Seidel Iteration |
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117 | (2) |
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4.2.4 The Successive Over-Relaxation Method (S.O.R.) |
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119 | (1) |
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4.2.5 Abstraction of Iterative Methods |
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120 | (1) |
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120 | (1) |
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120 | (1) |
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4.2.7 Gauss-Seidel's Method |
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121 | (1) |
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121 | (1) |
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122 | (3) |
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5 Two-Point Boundary Value Problems |
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125 | (22) |
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5.1 The Finite Element Method (FEM) |
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125 | (2) |
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5.2 Error Estimates in the Energy Norm |
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127 | (5) |
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132 | (1) |
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5.3 FEM for Convection-Diffusion-Absorption BVPs |
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132 | (8) |
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140 | (7) |
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6 Scalar Initial Value Problems |
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147 | (30) |
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6.1 Solution Formula and Stability |
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147 | (2) |
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6.2 Finite Difference Methods for IVP |
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149 | (2) |
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6.3 Galerkin Finite Element Methods for IVP |
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151 | (5) |
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6.3.1 The Continuous Galerkin Method |
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152 | (2) |
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6.3.1.1 The cG(2) Algorithm |
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154 | (1) |
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154 | (1) |
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6.3.2 The Discontinuous Galerkin Method |
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155 | (1) |
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6.4 A Posteriori Error Estimates |
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156 | (8) |
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6.4.1 A Posteriori Error Estimate for cG(1) |
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156 | (1) |
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157 | (4) |
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6.4.2 A Posteriori Error Estimate for dG(0) |
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161 | (2) |
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6.4.3 Adaptivity for dG(0) |
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163 | (1) |
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6.4.3.1 An Adaptivity Algorithm |
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163 | (1) |
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6.5 A Priori Error Analysis |
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164 | (4) |
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6.5.1 A Priori Error Estimates for the dG(0) Method |
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164 | (4) |
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6.6 The Parabolic Case (a(t) > 0) |
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168 | (5) |
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6.6.1 An Example of Error Estimate |
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171 | (2) |
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173 | (4) |
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7 Initial Boundary Value Problems in Id |
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177 | (30) |
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7.1 The Heat Equation in Id |
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177 | (16) |
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7.1.1 Stability Estimates |
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179 | (4) |
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7.1.2 FEM for the Heat Equation |
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183 | (3) |
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186 | (6) |
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192 | (1) |
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7.2 The Wave Equation in Id |
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193 | (6) |
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7.2.1 Wave Equation as a System of Hyperbolic PDEs |
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194 | (1) |
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7.2.2 The Finite Element Discretization Procedure |
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195 | (2) |
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197 | (2) |
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7.3 Convection-Diffusion Problems |
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199 | (8) |
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7.3.1 Finite Element Method |
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202 | (1) |
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7.3.2 The Streamline-Diffusion Method (SDM) |
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203 | (2) |
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205 | (2) |
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8 Approximation in Several Dimensions |
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207 | (28) |
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207 | (2) |
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8.2 Piecewise Linear Approximation in 2d |
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209 | (7) |
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8.2.1 Basis Functions for the Piecewise Linears in 2d |
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209 | (7) |
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8.3 Constructing Finite Element Spaces |
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216 | (3) |
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219 | (9) |
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8.4.1 Error Estimates for Piecewise Linear Interpolation |
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222 | (6) |
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8.5 The L2 (Revisited) and Ritz Projections |
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228 | (3) |
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8.5.1 The Ritz or Elliptic Projection |
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230 | (1) |
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231 | (4) |
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9 The Boundary Value Problems in UN |
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235 | (26) |
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235 | (8) |
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236 | (1) |
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9.1.2 Error Estimates for the CG(1) FEM |
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237 | (5) |
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9.1.3 Proof of the Regularity Lemma |
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242 | (1) |
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9.2 Stationary Convection-Diffusion Equation |
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243 | (6) |
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243 | (1) |
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9.2.1.1 A Brief Note on Distributions |
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244 | (4) |
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248 | (1) |
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9.3 Hyperbolicity Features |
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249 | (6) |
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9.3.1 Convection Dominating Case |
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250 | (1) |
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9.3.2 The SD Method for Convection Diffusion Problem |
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251 | (1) |
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9.3.3 Stability Estimates |
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252 | (1) |
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9.3.4 Error Estimates for Convention Dominating in 2d |
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252 | (3) |
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255 | (6) |
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10 The Initial Boundary Value Problems in RN |
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261 | (24) |
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10.1 The Heat Equation in UN |
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261 | (11) |
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10.1.1 The Fundamental Solution |
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262 | (1) |
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263 | (2) |
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10.1.3 The Finite Element for Heat Equation |
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265 | (1) |
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10.1.3.1 The Semidiscrete Problem |
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265 | (4) |
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10.1.4 A Fully Discrete Algorithm |
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269 | (1) |
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10.1.5 The Discrete Equations |
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270 | (1) |
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10.1.6 A Priori Error Estimate: Fully Discrete Problem |
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271 | (1) |
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10.2 The Wave Equation in Rd |
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272 | (7) |
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10.2.1 The Weak Formulation |
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273 | (1) |
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10.2.2 The Semidiscrete Problem |
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273 | (1) |
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10.2.2.1 A Priori Error Estimates for the Semidiscrete Problem |
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274 | (1) |
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10.2.3 The Fully Discrete Problem |
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275 | (1) |
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10.2.3.1 Finite Elements for the Fully Discrete Problem |
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276 | (2) |
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10.2.4 Error Estimate for cG(1) |
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278 | (1) |
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279 | (6) |
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Appendix A Answers to Some Exercises |
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285 | (10) |
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Chapter 1 Exercise Section 1.4.1 |
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285 | (1) |
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Chapter 1 Exercise Section 1.5.4 |
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285 | (1) |
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Chapter 2 Exercise Section 2.11 |
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286 | (1) |
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Chapter 3 Exercise Section 3.5 |
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286 | (1) |
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Chapter 3 Exercise Section 3.8 |
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287 | (1) |
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Chapter 4 Exercise Section 4.3 |
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288 | (1) |
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Chapter 5 Exercise Section 5.4 |
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289 | (2) |
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Chapter 6 Exercise Section 6.7 |
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291 | (1) |
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Chapter 7 Exercise Section 7.2.3 |
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292 | (1) |
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Chapter 7 Exercise Section 7.3.3 |
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292 | (1) |
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Chapter 9 Poisson Equation. Exercise Section 9.4 |
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292 | (1) |
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Chapter 10 IBVPs: Exercise Section 10.3 |
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293 | (2) |
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Appendix B Algorithms and Matlab Codes |
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295 | (12) |
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B.1 A Matlab Code to Compute the Mass Matrix M for a Nonuniform Mesh |
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296 | (2) |
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B.1.1 A Matlab Routine to Compute the Load Vector b |
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297 | (1) |
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B.2 Matlab Routine to Compute the L2-Projection |
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298 | (2) |
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B.2.1 A Matlab Routine for the Composite Midpoint Rule |
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299 | (1) |
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B.2.2 A Matlab Routine for the Composite Trapezoidal Rule |
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299 | (1) |
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B.2.3 A Matlab Routine for the Composite Simpson's Rule |
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299 | (1) |
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B.3 A Matlab Routine Assembling the Stiffness Matrix |
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300 | (1) |
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B.4 A Matlab Routine to Assemble the Convection Matrix |
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301 | (1) |
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B.5 Matlab Routine for Forward-, Backward-Euler, and Crank-Nicolson |
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302 | (2) |
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B.6 A Matlab Routine for Mass-Matrix in 2d |
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304 | (1) |
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B.7 A Matlab Routine for a Poisson Assembler in 2d |
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304 | (3) |
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Appendix C Sample Assignments |
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307 | (6) |
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307 | (1) |
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308 | (5) |
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C.2.1 Grading Policy of the Assignment |
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308 | (1) |
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308 | (1) |
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C.2.3 Selected Applications |
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309 | (1) |
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C.2.3.1 Convection-Diffusion-Absorption/Reaction |
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309 | (1) |
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310 | (1) |
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310 | (1) |
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310 | (1) |
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310 | (3) |
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313 | (4) |
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313 | (4) |
Bibliography |
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317 | (10) |
Index |
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327 | |