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Partial Differential Equations: Modeling, Analysis, Computation [Pehme köide]

  • Formaat: Paperback / softback, 697 pages, kõrgus x laius x paksus: 251x177x33 mm, kaal: 1243 g, Illustrations
  • Sari: Mathematical Modeling and Computation No. 10
  • Ilmumisaeg: 30-Sep-2005
  • Kirjastus: Society for Industrial & Applied Mathematics,U.S.
  • ISBN-10: 0898715946
  • ISBN-13: 9780898715941
Teised raamatud teemal:
  • Formaat: Paperback / softback, 697 pages, kõrgus x laius x paksus: 251x177x33 mm, kaal: 1243 g, Illustrations
  • Sari: Mathematical Modeling and Computation No. 10
  • Ilmumisaeg: 30-Sep-2005
  • Kirjastus: Society for Industrial & Applied Mathematics,U.S.
  • ISBN-10: 0898715946
  • ISBN-13: 9780898715941
Teised raamatud teemal:
Partial differential equations (PDEs) are used to describe a large variety of physical phenomena, from fluid flow to electromagnetic fields, and are indispensable to such disparate fields as aircraft simulation and computer graphics. While most existing texts on PDEs deal with either analytical or numerical aspects of PDEs, this innovative and comprehensive textbook features a unique approach that integrates analysis and numerical solution methods and includes a third component - modeling - to address real-life problems. The authors believe that modeling can be learned only by doing; hence a separate chapter containing 16 user-friendly case studies of elliptic, parabolic, and hyperbolic equations is included and numerous exercises are included in all other chapters.

Partial Differential Equations enables readers to deepen their understanding of a topic ubiquitous in mathematics and science and to tackle practical problems. The advent of fast computers and the development of numerical methods have enabled the modern engineer to use a large variety of packages to find numerical approximations to solutions of PDEs. Problems are usually standard and a thorough knowledge of a well-chosen subset of analytical and numerical tools and methodologies is necessary when dealing with real-life problems. When one is dealing with PDEs in practice, it becomes clear that both numerical and analytical treatments of the problem are needed.

Muu info

Textbook with a unique approach that integrates analysis and numerical methods and includes modelling to address real-life problems.
List of Figures
xvii
List of Tables
xxv
Notation xxvii
Preface xxxi
Differential and Difference Equations
1(12)
Introduction
1(5)
Nomenclature
6(2)
Difference Equations
8(2)
Discussion
10(3)
Exercises
10(3)
Characterisation and Classification
13(20)
First Order Scalar PDEs in Two Independent Variables
13(4)
First Order Linear Systems in Two Independent Variables
17(3)
Second Order Scalar PDEs in Two Independent Variables
20(3)
Linear Second Order Equations in Several Space Variables
23(1)
Reduction to ODEs; Similarity Solutions
24(3)
Initial and Boundary Conditions; Well-Posedness
27(2)
Discussion
29(4)
Exercises
29(4)
Fourier Theory
33(18)
Fourier Series
33(5)
Fourier Transforms
38(4)
Discrete Fourier Transforms
42(2)
Fourier Analysis Applied to PDEs
44(3)
Discussion
47(4)
Exercises
47(4)
Distributions and Fundamental Solutions
51(20)
Introduction
51(2)
Distributions in One Variable
53(4)
Distributions in Several Variables
57(1)
Strong and Weak Solutions
58(3)
Fundamental Solutions
61(2)
Initial (Boundary) Value Problems; Duhamel Integrals
63(4)
Discussion
67(4)
Exercises
68(3)
Approximation by Finite Differences
71(38)
Basic Methods
71(8)
Interpolation, Numerical Differentiation, and Quadrature
71(5)
Finite Difference Equations
76(3)
Finite Difference Methods for Spatial Variables
79(5)
Finite Difference Approximations
79(2)
Finite Difference Approximations in Several Dimensions
81(1)
Other Coordinate Systems
82(2)
Finite Volume Methods
84(4)
The One-Dimensional Case
85(1)
The Multidimensional Case
86(2)
Difference Methods for Initial Value Problems
88(8)
One-Step and Multistep Difference Schemes
88(4)
Time Scales and Stiffness
92(4)
Discretisation, Convergence, and Stability
96(5)
The Method of Lines
96(1)
Consistency, Stability, and Convergence of the MOL
97(4)
Fourier Mode Analysis
101(4)
Discussion
105(4)
Exercises
105(4)
The Equations of Continuum Mechanics and Electromagnetics
109(20)
Introduction
109(1)
Eulerian and Lagrangian Coordinates
110(1)
The Transport Theorem
111(1)
Conservation Equations
112(1)
Conservation of Mass
112(1)
Conservation of Momentum
113(2)
Conservation of Energy
115(1)
Constitutive Equations and Thermodynamic Relations
116(6)
Heat Conduction and Mass Diffusion
117(1)
Newtonian Viscous Fluid
118(2)
Linear Elastic and Viscoelastic Deformations
120(2)
Maxwell Equations
122(3)
Constitutive Relations
123(1)
Energy Conservation and Poynting's Theorem
124(1)
Electromagnetic Waves and Lorentz's Force
124(1)
Discussion
125(4)
Exercises
126(3)
The Art of Modeling
129(30)
Introduction
129(2)
Models
131(6)
Systematic Models
131(1)
Constructing Models
132(3)
Canonical Models
135(2)
Nondimensionalisation and Scaling
137(11)
General Concepts
137(3)
Dimensional Analysis
140(3)
Similarity Solutions
143(5)
Scaling and Reduction of the Navier-Stokes Equations
148(7)
Scaling; Nondimensionalisation
148(1)
Some Dimensionless Groups with Their Common Names
149(2)
Asymptotic Reductions of the Navier-Stokes Equations
151(4)
Discussion
155(4)
Exercises
156(3)
The Analysis of Elliptic Equations
159(28)
The Laplace Operator
159(4)
Problem Types
160(3)
Uniqueness
163(1)
Eigenvalues and Eigenfunctions
163(5)
The One-Dimensional Eigenvalue Problem
163(3)
Eigenvalue Problems in Several Dimensions
166(2)
Separation of Variables
168(3)
Fundamental Solutions
171(2)
Green's Functions; Superposition
173(4)
The Maximum Principle
177(1)
The Stokes Equations
178(4)
Discussion
182(5)
Exercises
182(5)
Numerical Methods for Elliptic Equations
187(46)
Discretisation and Boundary Conditions
187(2)
The Maximum Principle
189(4)
Estimates of the Global Error
193(12)
Estimates Based on the Maximum Principle
193(4)
Error Estimates Using the Matrix Method
197(5)
The Effect of Errors Originating from the Boundary
202(3)
Solution of Linear Systems
205(8)
One-Dimensional Dirichlet Problems
205(1)
Basic Iterative Methods
206(5)
Closure of Iterative Methods; Operator Splitting
211(2)
Green's Functions
213(3)
Nonlinear Problems
216(6)
Newton Iteration
216(3)
Gauss-Jacobi Iteration
219(2)
Transient Methods
221(1)
A Pressure Correction Method for the Stokes Equations
222(5)
Discussion
227(6)
Exercises
228(5)
Analysis of Parabolic Equations
233(26)
Cauchy Problems
233(7)
The Heat Equation in One Space Dimension
233(3)
The Heat Equation in d Space Dimensions
236(1)
Problems on Half-Spaces
237(3)
The Heat Equation with Spatial Symmetries
240(1)
Similarity Solutions
241(2)
Initial Boundary Value Problems
243(2)
Moving Boundaries; Stefan Problems
245(3)
Long-Time Behaviour of Solutions
248(7)
Linear Initial Boundary Value Problem
249(2)
Equilibrium and Travelling-Wave Solutions for Nonlinear Problems
251(4)
Discussion
255(4)
Exercises
256(3)
Numerical Methods for Parabolic Equations
259(48)
The Explicit Euler Scheme
259(6)
Semidiscretisation
265(4)
The Longitudinal Method of Lines
265(3)
The Transversal MOL
268(1)
Implicit Schemes
269(7)
The Implicit Euler Scheme
269(2)
The θ Scheme
271(5)
Analysis of the θ Method by the Matrix Method
276(4)
Initial Boundary Value Problems with Discontinuous Data
280(2)
Mixed Boundary Conditions
282(5)
Problems in Two Space Dimensions
287(3)
Splitting Methods
290(6)
The ADI Method
291(4)
Mixed Explicit/Implicit Discretisation of the Advection-Diffusion Equation
295(1)
Solving Nonlinear Problems
296(2)
Stefan Problems
298(5)
Discussion
303(4)
Exercises
303(4)
Analysis of Hyperbolic Equations
307(56)
First Order Scalar Equations
307(10)
Semilinear Equations
308(2)
Quasi-linear Equations
310(4)
Nonlinear Equations
314(3)
Weak Formulation of First Order Scalar Equations
317(10)
Weak Solutions
317(5)
The Riemann Problem
322(5)
First Order Systems
327(7)
Linear Systems
327(3)
Quasi-linear Systems
330(3)
Method of Characteristics
333(1)
Weak Formulation of First Order Systems
334(8)
Weak Solutions
334(2)
The Riemann Problem
336(6)
The Shallow-Water Equations
342(7)
The Wave Equation
349(5)
One-Dimensional Problems
349(2)
Solutions in Several Dimensions
351(3)
Boundary Conditions
354(5)
Discussion
359(4)
Exercises
359(4)
Numerical Methods for Scalar Hyperbolic Equations
363(54)
Explicit One-Step Schemes for the Advection Equation
363(7)
The Upwind Scheme
364(4)
The Lax-Wendroff Scheme
368(2)
Dissipation and Dispersion of Numerical Schemes
370(3)
The Advection-Diffusion Equation
373(5)
An Explicit Scheme for the Advection-Diffusion Equation
373(3)
Numerical and Artificial Diffusion
376(2)
Nondissipative Schemes
378(7)
The Box Scheme
379(2)
The Leapfrog Scheme
381(3)
Propagation of Wave Packets
384(1)
The Godunov Scheme for Nonlinear Conservation Laws
385(6)
High-Resolution Schemes
391(5)
A Flux Limiter Scheme for the Advection Equation
396(6)
Slope Limiter Methods
402(6)
A Slope Limiter Method for the Advection Equation
403(3)
A Slope Limiter Method for Nonlinear Conservation Laws
406(2)
Numerical Boundary Conditions
408(5)
Discussion
413(4)
Exercises
414(3)
Numerical Methods for Hyperbolic Systems
417(42)
The Upwind Scheme
417(4)
The Godunov Scheme
421(4)
Derivation of the Scheme
421(2)
The Linear Case
423(2)
Roe's Approximate Riemann Solver
425(5)
Slope Limiter Methods
430(4)
A Slope Limiter Method for Linear Systems
430(2)
A Slope Limiter Method for Nonlinear Systems
432(2)
Numerical Solution of the Shallow-Water Equations
434(6)
Numerical Solution by Godunov's Method
434(2)
Numerical Solution by Roe's Method
436(4)
Numerical Solution of the Wave Equation
440(7)
Difference Methods Based on the Scalar Form
440(4)
The Staggered Leapfrog Scheme
444(3)
Numerical Boundary Conditions
447(9)
Discussion
456(3)
Exercises
456(3)
Perturbation Methods
459(42)
Introduction
459(2)
Asymptotic Approximations and Expansions
461(7)
Asymptotic Approximations
461(1)
Asymptotic Expansions
462(2)
Perturbation Problems
464(2)
Asymptotic Expansions of Poincare Type
466(2)
Regular Perturbation Problems
468(7)
Method of Slow Variation
468(5)
Lindstedt--Poincare Method
473(2)
Singular Perturbation Problems
475(19)
Matched Asymptotic Expansions
475(8)
Multiple Scales
483(11)
Discussion
494(7)
Exercises
495(6)
Modeling, Analysing, and Simulating Problems from Practice
501(128)
Production of Resin-Containing Panels
501(7)
Modeling the Curing Process
502(2)
Numerical Solution Method
504(2)
Discussion and Related Problems
506(1)
Exercises
507(1)
Mechanical Etching of Glass by Powder Blasting
508(9)
Problem Setting
508(1)
Mathematical Model for Powder Erosion
509(2)
Characteristic Strip Equations
511(1)
Solution of the Characteristic Strip Equations
512(4)
Discussion and Related Problems
516(1)
Exercises
516(1)
Thermal Explosion in a Vessel
517(6)
Problem Formulation
517(1)
Mathematical Model
517(1)
Estimating the Induction Time
518(1)
Numerical Solution Method
519(2)
Discussion and Related Problems
521(2)
Exercises
523(1)
Determining Viscoelastic Material Parameters
523(8)
Problem Formulation
523(1)
The Model
524(2)
Analysis and Solution
526(3)
Example
529(1)
Discussion and Related Problems
529(1)
Exercises
530(1)
Galloping Transmission Lines
531(9)
Problem Formulation
531(1)
The Model
531(3)
Asymptotic Analysis
534(3)
Solutions
537(1)
Examples
538(1)
Discussion and Related Problems
538(2)
Exercises
540(1)
Groundwater Flow and Rain
540(7)
Problem Formulation
540(1)
The Model
540(2)
Analysis
542(3)
Discussion and Related Problems
545(1)
Exercises
546(1)
Cooling a Monocrystalline Bar
547(8)
Problem Formulation
547(1)
The Model
547(2)
Asymptotic Analysis
549(4)
Numerical Solution Method
553(1)
Discussion and Related Problems
554(1)
Exercises
554(1)
A Catalytic Reaction Problem in Pellets
555(8)
Problem Formulation
555(2)
Numerical Solution Method
557(1)
Asymptotic Analysis
558(3)
Discussion and Related Problems
561(1)
Exercises
562(1)
Outdoor Noise Enhancement by Atmospheric Conditions
563(7)
Problem Formulation
563(1)
The Model
563(1)
Asymptotic Analysis
564(4)
Solutions
568(1)
Discussion and Related Problems
569(1)
Exercises
570(1)
Thin-Layer Flow Along a Curved Surface
570(11)
The Model
571(1)
Curvilinear Coordinates
571(1)
Perturbation Analysis
572(4)
The Inclined Plane Surface
576(2)
The Inclined Cylinder
578(2)
Discussion and Related Problems
580(1)
Exercises
581(1)
Forming Container Glass
581(8)
Problem Formulation
581(1)
Governing Equations
582(1)
Slender Geometry Approximation
583(1)
Constant Temperature
584(1)
Boundary Conditions
585(1)
Solution
586(2)
Example
588(1)
Discussion and Related Problems
589(1)
Exercises
589(1)
Laser Percussion Drilling
589(10)
Problem Formulation
589(1)
The Model
590(2)
The Stefan Problem
592(2)
Finding Suitable Initial Conditions
594(1)
The Enthalpy Formulation
595(3)
Discussion and Related Problems
598(1)
Exercises
598(1)
Determining Chemical Composition by Electrophoresis
599(7)
Introduction
599(1)
Mathematical Model of Capillary Electrophoresis
600(1)
Numerical Solution Method
601(1)
A Practical Example
602(1)
Numerical Simulations
603(2)
Discussion and Related Problems
605(1)
Exercises
605(1)
Pulse Tube Refrigerators
606(7)
Problem Formulation
606(1)
The Model
607(1)
Nondimensionalisation
607(1)
Derivation of Velocity and Temperature Equations
608(2)
Numerical Solution
610(2)
Discussion and Related Problems
612(1)
Exercises
613(1)
Flow in a Glass Oven
613(9)
Problem Formulation
613(1)
The Model
614(1)
Defining the Domain
615(2)
Discretising the Convection-Diffusion Operator
617(2)
Discretising the Pressure Gradient and the Continuity Equation
619(1)
Simulations
620(1)
Discussion and Related Problems
621(1)
Exercises
621(1)
Attenuation of Sound in Aircraft Engine Ducts
622(7)
Problem Formulation
622(1)
The Model
622(1)
Asymptotic Solution
623(3)
Numerical Evaluation of a Typical Example
626(2)
Discussion and Related Problems
628(1)
Exercises
628(1)
Appendices. Useful Definitions and Properties
629(20)
A. Asymptotic Order Symbols
629(1)
B. Trigonometric Relations
630(1)
C. Convergence of Series
630(1)
D. Multistep Formulas
631(4)
E. Solution of Recursions
635(1)
F. Eigenvalues and Eigenvectors of a Tridiagonal Matrix
635(2)
G. Norms
637(2)
H. Similarity
639(1)
I. Estimates of Eigenvalues and Consequences
640(2)
J. Theorems from Vector Calculus
642(1)
K. Cartesian, Cylindrical, and Spherical Coordinates
643(1)
L. Tensors
644(2)
M. Dimensionless Numbers
646(3)
Bibliography 649(10)
Index 659