Foreword |
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ix | (2) |
Introduction |
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xi | |
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1 Some Partial Differential Equations |
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1 | (26) |
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1 | (2) |
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3 | (1) |
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4 | (5) |
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9 | (1) |
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10 | (3) |
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13 | (4) |
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1.7 Navier-Stokes Equations |
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17 | (1) |
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1.8 Examples with Systems |
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18 | (4) |
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1.9 An Examples with Complex Numbers |
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22 | (2) |
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1.10 Classification of the Equations |
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24 | (3) |
PART A PROGRAMMING THE MODEL PROBLEM BY A FINITE ELEMENT METHOD |
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27 | (144) |
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2 Introduction to the Finite Element Method; Energy Minimisation |
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27 | (60) |
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2.1 Statement of the Problem |
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27 | (4) |
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2.2 Transformation of the Problem |
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31 | (3) |
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2.3 Approximation by the Galerkin Method |
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34 | (4) |
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2.4 First order Finite Elements: Triangulation, Interpolation, Quadrature Formulae |
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38 | (9) |
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2.5 Programming the Method |
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47 | (19) |
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2.6 Efficiency of the Method |
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66 | (7) |
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2.A Appendix: The Complete Fortran Program for Solving the Laplace Equation with Dirichlet Boundary Conditions by Energy Minimisation |
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73 | (8) |
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2.B Appendix: The Complete Program, in C Language, for Solving the Laplace Equation with Dirichlet Boundary Conditions by Energy Minimisation |
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80 | (7) |
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3 Finite Element Method: Variational Formulation and Direct Methods |
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87 | (52) |
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3.1 Statement of the Problem |
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87 | (2) |
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3.2 Solving the Discrete Variational Formulation by Band Storage of the Matrix |
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89 | (14) |
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3.3 Numbering of Edges and Neighbouring Points |
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103 | (9) |
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3.4 Compressed Sparse Row Storage |
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112 | (11) |
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3.5 Efficiency of the Method |
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123 | (1) |
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3.A Appendix: The Fortran Program for Solving the Laplacian with Dirichlet Boundary Conditions by Variational Formulation and Choleski Factorisation of the Linear System Matrix Stored in Band Format |
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123 | (5) |
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3.B Appendix: The Fortran Program for Solving the Laplacian with Dirichlet Boundary Conditions by Variational Formulation and Choleski Factorisation of the Linear System Matrix, stored in CSR format |
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128 | (11) |
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4 Finite Element Method: Optimisation of the Method |
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139 | (32) |
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4.1 Preconditioned Conjugate Gradient |
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139 | (9) |
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4.2 Programming the Method |
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148 | (4) |
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4.3 Application to the Laplace Equation |
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152 | (1) |
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4.4 Automatic Mesh Refinement |
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153 | (6) |
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4.5 Delaunay Triangulation |
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159 | (3) |
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4.A Appendix: Proof of Lemma 4.1 and Propositions 4.3 and 4.6 |
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162 | (2) |
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4.B Appendix: The Fortran Program for Solving the Laplacion and Dirichlet Boundary Conditions by a Variational Formulation and Resolution of the Linear Systems by Conjugate Gradient Preconditioned by the Incomplete Choleski Factorisation of the System Matrix |
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164 | (7) |
PART B GENERAL ELLIPTIC PROBLEMS AND EVOLUTION PROBLEMS |
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171 | (138) |
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5 Finite Element Method for General Elliptic Problems |
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171 | (44) |
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5.1 Neumann or Robin Boundary Conditions |
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171 | (8) |
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5.2 General Symmetric and Linear Elliptic Equations |
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179 | (11) |
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5.3 Second Order Finite Elements |
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190 | (9) |
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199 | (2) |
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5.A Appendix: The Fortran Program for the Solution of a Partial Differential Equation with Very General Boundary Condition by Conjugate Gradient Preconditioned by the Diagonal |
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201 | (14) |
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6 Non-symmetric or Non-linear Partial Differential Equations |
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215 | (34) |
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6.1 Second Order Non-symmetric Problems |
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215 | (4) |
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219 | (10) |
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6.3 One Example of a Non-linear Problem |
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229 | (5) |
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6.A Appendix: The Fortran Subroutine for Solving a Linear System with an Invertible, but not Necessarily Symmetric Matrix A, by the Linear GMRES(m) Algorithm |
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234 | (5) |
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6.B Appendix: The C Program for Solving a Linear Non-symmetric PDE by Gauss factorisation of the Linear System |
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239 | (10) |
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7 Evolution Problems: Finite Differences in Time |
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249 | (60) |
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7.1 The Finite Difference Method |
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249 | (9) |
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7.2 Finite Difference Schemes for Linear Evolution Problems |
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258 | (4) |
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262 | (25) |
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7.4 The Convection Equation |
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287 | (5) |
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7.5 The Convection-Diffusion Equation |
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292 | (3) |
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295 | (3) |
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7.7 Finite Differences in Time and Finite Elements in Space |
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298 | (2) |
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7.8 Finite Differences in Time and Finite Volumes in Space |
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300 | (4) |
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7.A Appendix: The Fortran Program for Solving the Heat Equation with Homogeneous Dirichlet Boundary Condition by Two Different Schemes in Time: the Explicit Scheme, and the Implicit Scheme |
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304 | (5) |
PART C COMPLEMENTS ON NUMERICAL METHODS |
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309 | (46) |
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8 Integral Methods for the Laplacian |
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309 | (24) |
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309 | (8) |
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8.2 Solution of the Dirichlet Problem by a Single Layer Potential |
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317 | (9) |
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326 | (7) |
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9 Some Algorithms for Parallel Computing |
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333 | (22) |
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9.1 Architectures and Performances |
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333 | (1) |
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334 | (2) |
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9.3 Subdomain Parallelisation |
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336 | (6) |
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9.4 The Schur Complement Method |
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342 | (4) |
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346 | (1) |
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347 | (4) |
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351 | (1) |
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9.A Appendix: Conditions Number of the Schur Matrix |
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351 | (4) |
Bibliography |
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355 | (4) |
Index |
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359 | |