Notation |
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XIII | |
Introduction |
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1 | |
Part I Ordinary Differential Equations |
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1 The Analytical Behaviour of Solutions |
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9 | |
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1.1 Linear Second-Order Problems Without Turning Points |
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11 | |
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1.1.1 Asymptotic Expansions |
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12 | |
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1.1.2 The Green's Function and Stability Estimates |
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16 | |
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1.1.3 A Priori Estimates for Derivatives and Solution Decomposition |
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21 | |
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1.2 Linear Second-Order Turning-Point Problems |
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25 | |
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29 | |
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1.4 Linear Higher-Order Problems and Systems |
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35 | |
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1.4.1 Asymptotic Expansions for Higher-Order Problems |
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35 | |
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36 | |
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1.4.3 Systems of Ordinary Differential Equations |
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38 | |
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2 Numerical Methods for Second-Order Boundary Value Problems |
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41 | |
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2.1 Finite Difference Methods on Equidistant Meshes |
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41 | |
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2.1.1 Classical Convergence Theory for Central Differencing |
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41 | |
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45 | |
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2.1.3 The Concept of Uniform Convergence |
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57 | |
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2.1.4 Uniformly Convergent Schemes of Higher Order |
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66 | |
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2.1.5 Linear Turning-Point Problems |
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68 | |
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2.1.6 Some Nonlinear Problems |
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71 | |
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2.2 Finite Element Methods on Standard Meshes |
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76 | |
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2.2.1 Basic Results for Standard Finite Element Methods |
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76 | |
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2.2.2 Upwind Finite Elements |
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79 | |
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2.2.3 Stabilized Higher-Order Methods |
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84 | |
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2.2.4 Variational Multiscale and Differentiated Residual Methods |
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95 | |
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2.2.5 Uniformly Convergent Finite Element Methods |
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104 | |
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2.3 Finite Volume Methods |
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114 | |
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2.4 Finite Difference Methods on Layer-adapted Grids |
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116 | |
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119 | |
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2.4.2 Piecewise Equidistant Meshes |
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127 | |
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2.5 Adaptive Strategies Based on Finite Differences |
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141 | |
Part II Parabolic Initial-Boundary Value Problems in One Space Dimension |
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155 | |
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2 Analytical Behaviour of Solutions |
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159 | |
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2.1 Existence, Uniqueness, Comparison Principle |
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159 | |
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2.2 Asymptotic Expansions and Bounds on Derivatives |
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161 | |
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3 Finite Difference Methods |
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169 | |
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169 | |
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169 | |
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171 | |
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174 | |
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3.2 Convection-Diffusion Problems |
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177 | |
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3.2.1 Consistency and Stability |
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178 | |
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182 | |
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183 | |
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3.4 Uniformly Convergent Methods |
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187 | |
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3.4.1 Exponential Fitting in Space |
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188 | |
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3.4.2 Layer-Adapted Tensor-Product Meshes |
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189 | |
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3.4.3 Reaction-Diffusion Problems |
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191 | |
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195 | |
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196 | |
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4.1.1 Polynomial Upwinding |
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197 | |
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4.1.2 Uniformly Convergent Schemes |
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199 | |
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4.1.3 Local Error Estimates |
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203 | |
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4.2 Subcharacteristic-Based Methods |
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205 | |
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4.2.1 SDFEM in Space-Time |
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206 | |
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4.2.2 Explicit Galerkin Methods |
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211 | |
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4.2.3 Eulerian-Lagrangian Methods |
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217 | |
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223 | |
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5.1 Streamline Diffusion Methods |
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223 | |
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5.2 Moving Mesh Methods (r-refinement) |
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225 | |
Part III Elliptic and Parabolic Problems in Several Space Dimensions |
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1 Analytical Behaviour of Solutions |
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235 | |
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1.1 Classical and Weak Solutions |
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235 | |
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238 | |
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1.3 Asymptotic Expansions and Boundary Layers |
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243 | |
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1.4 A Priori Estimates and Solution Decomposition |
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247 | |
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2 Finite Difference Methods |
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259 | |
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2.1 Finite Difference Methods on Standard Meshes |
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259 | |
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2.1.1 Exponential Boundary Layers |
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259 | |
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2.1.2 Parabolic Boundary Layers |
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266 | |
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268 | |
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2.2.1 Exponential Boundary Layers |
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268 | |
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274 | |
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277 | |
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3.1 Inverse-Monotonicity-Preserving Methods Based on Finite Volume Ideas |
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278 | |
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3.2 Residual-Based Stabilizations |
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302 | |
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3.2.1 Streamline Diffusion Finite Element Method (SDFEM) |
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302 | |
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3.2.2 Galerkin Least Squares Finite Element Method (GLSFEM) |
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327 | |
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3.2.3 Residual-Free Bubbles |
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333 | |
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3.3 Adding Symmetric Stabilizing Terms |
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338 | |
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3.3.1 Local Projection Stabilization |
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338 | |
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3.3.2 Continuous Interior Penalty Stabilization |
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352 | |
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3.4 The Discontinuous Galerkin Finite Element Method |
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363 | |
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3.4.1 The Primal Formulation for a Reaction-Diffusion Problem |
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363 | |
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3.4.2 A First-Order Hyperbolic Problem |
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368 | |
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3.4.3 dGFEM Error Analysis for Convection-Diffusion Problems |
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371 | |
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3.5 Uniformly Convergent Methods |
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376 | |
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3.5.1 Operator-Fitted Methods |
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377 | |
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3.5.2 Layer-Adapted Meshes |
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381 | |
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407 | |
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3.6.1 Adaptive Finite Element Methods for Non-Singularly Perturbed Elliptic Problems: an Introduction |
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407 | |
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3.6.2 Robust and Semi-Robust Residual Type Error Estimators |
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414 | |
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3.6.3 A Variant of the DWR Method for Streamline Diffusion |
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421 | |
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4 Time-Dependent Problems |
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427 | |
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4.1 Analytical Behaviour of Solutions |
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428 | |
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4.2 Finite Difference Methods |
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429 | |
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4.3 Finite Element Methods |
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434 | |
Part IV The Incompressible Navier-Stokes Equations |
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1 Existence and Uniqueness Results |
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449 | |
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2 Upwind Finite Element Method |
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453 | |
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3 Higher-Order Methods of Streamline Diffusion Type |
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465 | |
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466 | |
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3.2 The Navier-Stokes Problem |
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476 | |
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4 Local Projection Stabilization for Equal-Order Interpolation |
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485 | |
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4.1 Local Projection Stabilization in an Abstract Setting |
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486 | |
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488 | |
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4.2.1 The Special Interpolant |
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488 | |
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489 | |
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491 | |
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4.2.4 A priori Error Estimate |
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492 | |
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4.3 Local Projection onto Coarse-Mesh Spaces |
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498 | |
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498 | |
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4.3.2 Quadrilaterals and Hexahedra |
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499 | |
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4.4 Schemes Based on Enrichment of Approximation Spaces |
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501 | |
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502 | |
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4.4.2 Quadrilaterals and Hexahedra |
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502 | |
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4.5 Relationship to Subgrid Modelling |
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504 | |
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4.5.1 Two-Level Approach with Piecewise Linear Elements |
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505 | |
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4.5.2 Enriched Piecewise Linear Elements |
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507 | |
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4.5.3 Spectral Equivalence of the Stabilizing Terms on Simplices |
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508 | |
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5 Local Projection Method for Inf-Sup Stable Elements |
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511 | |
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5.1 Discretization by Inf-Sup Stable Elements |
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512 | |
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5.2 Stability and Consistency |
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514 | |
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516 | |
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5.3.1 Methods of Order r in the Case σ greater than 0 |
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517 | |
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5.3.2 Methods of Order r in the Case σ greater than or = to 0 |
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522 | |
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5.3.3 Methods of Order r + 1/2 |
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526 | |
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6 Mass Conservation for Coupled Flow-Transport Problems |
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529 | |
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529 | |
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6.2 Continuous and Discrete Mass Conservation |
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530 | |
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6.3 Approximated Incompressible Flows |
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532 | |
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6.4 Mass-Conservative Methods |
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534 | |
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6.4.1 Higher-Order Flow Approximation |
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534 | |
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6.4.2 Post-Processing of the Discrete Velocity |
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536 | |
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6.4.3 Scott-Vogelius Elements |
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542 | |
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545 | |
References |
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551 | |
Index |
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599 | |