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