Preface |
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xi | |
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1 | (32) |
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1 | (1) |
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1 | (1) |
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2 | (1) |
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1.4 Weirstraus Approximation Theorem |
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3 | (1) |
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1.5 Lagrange Interpolation |
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4 | (4) |
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6 | (2) |
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1.6 Compare P2(θ) and f(θ) |
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8 | (1) |
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1.7 Error of Approximation |
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9 | (5) |
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14 | (6) |
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17 | (3) |
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20 | (3) |
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1.10 Error in Approximation by Hermites |
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23 | (1) |
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24 | (1) |
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24 | (9) |
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2 Numerical Differentiation |
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33 | (22) |
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33 | (1) |
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2.2 Two-Point Difference Formulae |
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34 | (3) |
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2.2.1 Forward Difference Formula |
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35 | (1) |
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2.2.2 Backward Difference Formula |
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36 | (1) |
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36 | (1) |
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2.2.4 Error of the Approximation |
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36 | (1) |
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2.3 Two-Point Formulae from Taylor Series |
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37 | (3) |
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2.4 Three-point Difference Formulae |
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40 | (6) |
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2.4.1 First-Order Derivative Difference Formulae |
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41 | (2) |
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2.4.2 Second-Order Derivatives |
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43 | (3) |
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46 | (1) |
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46 | (9) |
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55 | (12) |
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3.1 Newton-Cotes Quadrature Formula |
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55 | (7) |
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3.1.1 Lagrange Interpolation |
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55 | (1) |
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56 | (1) |
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57 | (1) |
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58 | (1) |
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3.1.5 Example using Simpson's Rule |
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59 | (1) |
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3.1.6 Gauss Legendre Quadrature |
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59 | (3) |
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62 | (1) |
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63 | (4) |
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67 | (16) |
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4.1 Euler Forward Integration Method Example |
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68 | (1) |
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69 | (3) |
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72 | (1) |
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73 | (1) |
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4.4.1 Example of Stability |
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74 | (1) |
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4.5 Lax Equivalence Theorem |
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74 | (1) |
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4.6 Runge--Kutta Type Formulae |
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75 | (3) |
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75 | (1) |
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4.6.2 Runge--Kutta First-Order Form (Euler's Method) |
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75 | (1) |
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4.6.3 Runge--Kutta Second-Order Form |
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75 | (3) |
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78 | (1) |
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78 | (5) |
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5 Weighted Residuals Methods |
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83 | (56) |
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5.1 Finite Volume or Subdomain Method |
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84 | (10) |
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86 | (7) |
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5.1.2 Finite Difference Interpretation of the Finite Volume Method |
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93 | (1) |
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5.2 Galerkin Method for First Order Equations |
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94 | (8) |
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5.2.1 Finite-Difference Interpretation of the Galerkin Approximation |
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102 | (1) |
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5.3 Galerkin Method for Second-Order Equations |
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102 | (10) |
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5.3.1 Finite Difference Interpretation of Second-Order Galerkin Method |
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111 | (1) |
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5.4 Finite Volume Method for Second-Order Equations |
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112 | (11) |
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5.4.1 Example of Finite Volume Solution of a Second-Order Equation |
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116 | (6) |
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5.4.2 Finite Difference Representation of the Finite-Volume Method for Second-Order Equations |
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122 | (1) |
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123 | (10) |
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5.5.1 Collocation Method for First-Order Equations |
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123 | (3) |
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5.5.2 Collocation Method for Second-Order Equations |
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126 | (7) |
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133 | (1) |
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133 | (6) |
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6 Initial Boundary-Value Problems |
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139 | (30) |
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139 | (1) |
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6.2 Two Dimensional Polynomial Approximations |
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139 | (2) |
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6.2.1 Example of a Two Dimensional Polynomial Approximation |
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140 | (1) |
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6.3 Finite Difference Approximation |
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141 | (8) |
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6.3.1 Example of Implicit First-Order Accurate Finite Difference Calculation |
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144 | (2) |
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6.3.2 Example of Second Order Accurate Finite Difference Approximation in Space |
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146 | (3) |
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6.4 Stability of Finite Difference Approximations |
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149 | (9) |
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6.4.1 Example of Stability |
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153 | (3) |
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156 | (2) |
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6.5 Galerkin Finite Element Approximations in Time |
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158 | (4) |
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6.5.1 Strategy One: Forward Difference Approximation |
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160 | (1) |
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6.5.2 Strategy Two: Backward Difference Approximation |
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161 | (1) |
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162 | (1) |
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162 | (7) |
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7 Finite Difference Methods in Two Space |
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169 | (12) |
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174 | (1) |
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175 | (1) |
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176 | (5) |
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8 Finite Element Methods in Two Space |
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181 | (58) |
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8.1 Finite Element Approximations over Rectangles |
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181 | (14) |
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8.2 Finite Element Approximations over Triangles |
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195 | (16) |
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8.2.1 Formulation of Triangular Basis Functions |
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196 | (4) |
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8.2.2 Example Problem of Finite Element Approximation over Triangles |
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200 | (6) |
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8.2.3 Second Type or Neumann Boundary-Value Problem |
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206 | (5) |
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8.3 Isoparametric Finite Element Approximation |
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211 | (19) |
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8.3.1 Natural Coordinate Systems |
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211 | (6) |
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217 | (2) |
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8.3.3 Calculation of the Jacobian |
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219 | (4) |
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8.3.4 Example of Isoparametric Formulation |
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223 | (7) |
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230 | (1) |
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230 | (9) |
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9 Finite Volume Approximation in Two Space |
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239 | (34) |
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9.1 Finite Volume Formulation |
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239 | (7) |
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9.2 Finite Volume Example Problem 1 |
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246 | (16) |
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246 | (1) |
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9.2.2 Weighted Residual Formulation |
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246 | (2) |
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9.2.3 Element Coefficient Matrices |
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248 | (1) |
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9.2.4 Evaluation of the Line Integral |
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249 | (7) |
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9.2.5 Evaluation of the Area Integral |
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256 | (4) |
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9.2.6 Global Matrix Assembly |
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260 | (2) |
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9.3 Finite Volume Example Problem Two |
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262 | (4) |
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262 | (1) |
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9.3.2 Weighted Residual Formulation |
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262 | (1) |
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9.3.3 Element Coefficient Matrices |
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263 | (2) |
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9.3.4 Evaluation of the Source Term |
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265 | (1) |
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266 | (1) |
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266 | (7) |
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10 Initial Boundary-Value Problems |
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273 | (6) |
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276 | (1) |
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276 | (1) |
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276 | (3) |
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11 Boundary-Value Problems in Three Space |
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279 | (10) |
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11.1 Finite Difference Approximations |
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279 | (1) |
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11.2 Finite Element Approximations |
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280 | (5) |
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285 | (4) |
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289 | (4) |
Index |
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293 | |