1 An Introductory Tour |
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1 | (44) |
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1.1 Some ODE Applications |
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1 | (31) |
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1.2 An ODE/DAE Application |
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32 | (5) |
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37 | (6) |
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43 | (1) |
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44 | (1) |
2 More on ODE Integration |
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45 | (80) |
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2.1 A Basic Fixed Step ODE Integrator |
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45 | (6) |
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2.2 A Basic Variable-Step Nonstiff ODE Integrator |
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51 | (16) |
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2.3 A Basic Variable Step Implicit ODE Integrator |
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67 | (18) |
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85 | (1) |
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2.5 Some Additional ODE Applications |
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86 | (23) |
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2.5.1 Spruce Budworm Dynamics |
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86 | (7) |
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2.5.2 Liming to Remediate Acid Rain |
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93 | (16) |
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2.6 On the Use of SCILAB and OCTAVE |
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109 | (6) |
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2.7 How to Use Your Favorite Solvers in MATLAB? |
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115 | (8) |
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2.7.1 A Simple Example: Matrix Multiplication |
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117 | (5) |
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2.7.2 MEX-Files for ODE Solvers |
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122 | (1) |
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123 | (1) |
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123 | (2) |
3 Finite Differences and the Method of Lines |
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125 | (78) |
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3.1 Basic Finite Differences |
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126 | (1) |
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127 | (2) |
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3.3 Numerical Stability: Von Neumann and the Matrix Methods |
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129 | (7) |
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3.4 Numerical Study of the Advection Equation |
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136 | (6) |
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3.5 Numerical Study of the Advection-Diffusion Equation |
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142 | (8) |
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3.6 Numerical Study of the Advection-Diffusion-Reaction Equation |
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150 | (1) |
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3.7 Is it Possible to Enhance Stability? |
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151 | (2) |
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153 | (4) |
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3.9 Accuracy and the Concept of Differentiation Matrices |
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157 | (10) |
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3.10 Various Ways of Translating the Boundary Conditions |
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167 | (23) |
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3.10.1 Elimination of Unknown Variables |
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170 | (4) |
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174 | (2) |
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3.10.3 Solving Algebraic Equations |
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176 | (3) |
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3.10.4 Tricks Inspired by the Previous Methods |
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179 | (2) |
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3.10.5 An Illustrative Example (with Several Boundary Conditions) |
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181 | (9) |
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3.11 Computing the Jacobian Matrix of the ODE System |
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190 | (7) |
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3.12 Solving PDEs Using SCILAB and OCTAVE |
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197 | (3) |
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200 | (1) |
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201 | (2) |
4 Finite Elements and Spectral Methods |
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203 | (82) |
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4.1 The Methods of Weighted Residuals |
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211 | (4) |
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213 | (1) |
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213 | (1) |
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213 | (1) |
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214 | (1) |
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214 | (1) |
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4.1.6 Orthogonal Collocation Method |
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214 | (1) |
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4.2 The Basics of the Finite Element Method |
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215 | (1) |
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4.3 Galerkin Method Over Linear Lagrangian Elements |
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216 | (11) |
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4.3.1 LHS of the Weighted Residual Solution |
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218 | (1) |
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4.3.2 First Term in the RHS of the Weighted Residual Solution |
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219 | (1) |
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4.3.3 Second Term in the RHS of the Weighted Residual Solution |
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220 | (1) |
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4.3.4 Third Term in the RHS of the Weighted Residual Solution |
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221 | (3) |
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4.3.5 Fourth Term in the RHS of the Weighted Residual Solution |
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224 | (3) |
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4.4 Galerkin Method Over Linear Lagrangian Elements: Contribution of the Boundary Conditions |
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227 | (2) |
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4.4.1 Dirichlet Boundary Conditions |
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228 | (1) |
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4.4.2 Neumann Boundary Conditions |
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228 | (1) |
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4.5 The Finite Element Method in Action |
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229 | (6) |
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4.6 The Finite Element Method Applied to Systems of PDEs |
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235 | (2) |
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4.7 Galerkin Method Over Hermitian Elements |
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237 | (8) |
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4.7.1 LHS Term of the Weighted Residual Solution |
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237 | (2) |
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4.7.2 First and Second Terms of the RHS Term of the Weighted Residual Solution |
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239 | (2) |
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4.7.3 Third Term of the RHS Term of the Weighted Residual Solution |
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241 | (1) |
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4.7.4 Fourth Term of the RHS Term of the Weighted Residual Solution |
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242 | (1) |
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4.7.5 Galerkin Method Over Hermitian Elements: Contribution of the Boundary Conditions |
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243 | (2) |
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4.8 An Illustrative Example |
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245 | (4) |
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4.9 The Orthogonal Collocation Method |
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249 | (7) |
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4.9.1 LHS Term of the Collocation Residual Equation |
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251 | (1) |
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4.9.2 First Three Terms of Collocation Residual Equation |
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252 | (2) |
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4.9.3 Fourth Term of the RHS of the Collocation Residual Equation |
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254 | (1) |
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4.9.4 Contribution of the Boundary Conditions |
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255 | (1) |
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256 | (1) |
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4.10 Chebyshev Collocation |
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256 | (6) |
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4.11 The Proper Orthogonal Decomposition |
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262 | (15) |
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4.11.1 The Method of Snapshots |
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265 | (3) |
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4.11.2 Example: The Heat Equation |
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268 | (5) |
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4.11.3 Example: The Brusselator |
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273 | (4) |
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4.12 On the Use of SCILAB and OCTAVE |
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277 | (5) |
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282 | (1) |
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282 | (3) |
5 How to Handle Steep Moving Fronts? |
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285 | (54) |
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286 | (2) |
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5.2 The Methods of Characteristics and of Vanishing Viscosity |
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288 | (5) |
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5.3 Transformation-Based Methods |
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293 | (2) |
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5.4 Upwind Finite Difference and Finite Volume Schemes |
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295 | (3) |
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5.5 A Divide and Conquer Approach |
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298 | (5) |
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5.6 Finitt Volume Methods and Slope Limiters |
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303 | (18) |
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321 | (10) |
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5.8 An Additional PDE Application |
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331 | (3) |
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334 | (1) |
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335 | (4) |
6 Two Dimensional and Time Varying Spatial Domains |
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339 | (64) |
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6.1 Solution of Partial Differential Equations in More than 1D Using Finite Differences |
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339 | (22) |
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6.1.1 The Heat Equation on a Rectangle |
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340 | (4) |
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6.1.2 Graetz Problem with Constant Wall Temperature |
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344 | (4) |
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6.1.3 Tubular Chemical Reactor |
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348 | (4) |
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6.1.4 Heat Equation on a Convex Quadrilateral |
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352 | (5) |
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6.1.5 A Convection-Diffusion Equation on a Square |
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357 | (3) |
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6.1.6 Burgers Equation on a Square |
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360 | (1) |
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6.2 Solution of 2D PDEs Using Finite Element Techniques |
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361 | (27) |
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6.2.1 FitzHugh-Nagumo' s Model |
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364 | (18) |
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6.2.2 Reduced-Order Model for FitzHugh-Nagumo Model |
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382 | (6) |
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6.3 Solution of PDEs on Time-Varying Domains |
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388 | (11) |
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6.3.1 The Freeze-Drying Model |
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389 | (2) |
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6.3.2 The Landau Transform |
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391 | (3) |
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6.3.3 The Finite Element Representation |
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394 | (5) |
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399 | (1) |
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400 | (3) |
Index |
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403 | |