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E-raamat: Partial Differential Equations: Modelling and Numerical Simulation

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For more than 250 years partial di erential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at ?rst and then those originating from - man activity and technological development. Mechanics, physics and their engineering applications were the ?rst to bene t from the impact of partial di erential equations on modeling and design, but a little less than a century ago the Schr¨ odinger equation was the key opening the door to the application of partial di erential equations to quantum chemistry, for small atomic and molecular systems at ?rst, but then for systems of fast growing complexity. The place of partial di erential equations in mathematics is a very particular one: initially, the partial di erential equations modeling natural phenomena were derived by combining calculus with physical reasoning in order to - press conservation laws and principles in partial di erential equation form, leading to the wave equation, the heat equation, the equations of elasticity, the Euler and NavierStokes equations for ?uids, the Maxwell equations of electro-magnetics, etc. It is in order to solve constructively the heat equation that Fourier developed the series bearing his name in the early 19th century; Fourier series (and later integrals) have played (and still play) a fundamental roleinbothpureandappliedmathematics,includingmanyareasquiteremote from partial di erential equations. On the other hand, several areas of mathematics such as di erential ge- etry have bene ted from their interactions with partial di erential equations.
Discontinuous Galerkin and Mixed Finite Element Methods.- Discontinuous
Galerkin Methods.- Mixed Finite Element Methods on Polyhedral Meshes for
Diffusion Equations.- On the Numerical Solution of the Elliptic MongeAmpère
Equation in Dimension Two: A Least-Squares Approach.- Linear and Nonlinear
Hyperbolic Problems.- Higher Order Time Stepping for Second Order Hyperbolic
Problems and Optimal CFL Conditions.- Comparison of Two Explicit Time Domain
Unstructured Mesh Algorithms for Computational Electromagnetics.- The von
Neumann Triple Point Paradox.- Domain Decomposition Methods.- A Lagrange
Multiplier Based Domain Decomposition Method for the Solution of a Wave
Problem with Discontinuous Coefficients.- Domain Decomposition and Electronic
Structure Computations: A Promising Approach.- Free Surface, Moving
Boundaries and Spectral Geometry Problems.- Numerical Analysis of a Finite
Element/Volume Penalty Method.- A Numerical Method for Fluid Flows with
Complex Free Surfaces.- Modelling and Simulating the Adhesion and Detachment
of Chondrocytes in Shear Flow.- Computing the Eigenvalues of the
Laplace-Beltrami Operator on the Surface of a Torus: A Numerical Approach.-
Inverse Problems.- A Fixed Domain Approach in Shape Optimization Problems
with Neumann Boundary Conditions.- Reduced-Order Modelling of Dispersion.-
Finance (Option Pricing).- Calibration of Lévy Processes with American
Options.- An Operator Splitting Method for Pricing American Options.