Partial Differential Equations

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171,19 

Modelling and Numerical Simulation, Computational Methods in Applied Sciences 16

ISBN: 9048179793
ISBN 13: 9789048179794
Herausgeber: Roland Glowinski/Pekka Neittaanmäki
Verlag: Springer Verlag GmbH
Umfang: xvi, 292 S.
Erscheinungsdatum: 25.11.2010
Auflage: 1/2008
Produktform: Kartoniert
Einband: KT

This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analysis of partial differential equations. The first part is devoted to discontinuous Galerkin and mixed finite element methods, both methodologies of fast growing popularity. They are applied to a variety of linear and nonlinear problems, including the Stokes problem from fluid mechanics and fully nonlinear elliptic equations of the Monge-Ampère type. Numerical methods for linear and nonlinear hyperbolic problems are discussed in the second part. The third part is concerned with domain decomposition methods, with applications to scattering problems for wave models and to electronic structure computations. The next part is devoted to the numerical simulation of problems in fluid mechanics that involve free surfaces and moving boundaries. The finite difference solution of a problem from spectral geometry has also been included in this part. Inverse problems are known to be efficient models used in geology, medicine, mechanics and many other natural sciences. New results in this field are presented in the fifth part. The final part of the book is addressed to another rapidly developing area in applied mathematics, namely, financial mathematics. The reader will find in this final part of the volume, recent results concerning the simulation of finance related processes modeled by parabolic variational inequalities.

Artikelnummer: 1551609 Kategorie:

Beschreibung

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 Navier-Stokes 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.

Inhaltsverzeichnis

Part I. Discontinuous Galerkin and Mixed Finite Element Methods. 1. Discontinuous Galerkin Methods. 2. Mixed Finite Element Methods on Polyhedral Meshes for Diffusion Equations. 3. On the Numerical Solution of the Elliptic Monge--Ampere Equation in Dimension Two: A Least-Squares Approach. Part II. Linear and Nonlinear Hyperbolic Problems. 1. Higher Order Time Stepping for Second Order Hyperbolic Problems and Optimal CFL Conditions. 2. Comparison of Two Explicit Time Domain Unstructured Mesh Algorithms for Computational Electromagnetics. 3. The von Neumann Triple Point Paradox. Part III. Domain Decomposition Methods. 1. A Lagrange Multiplier Based Domain Decomposition Method for the Solution of a Wave Problem with Discontinuous Coefficients. 2. Domain Decomposition and Electronic Structure Computations: A Promising Approach. Part IV. Free Surface, Moving Boundaries and Spectral Geometry Problems. 1. Numerical Analysis of a Finite Element/Volume Penalty Method. 2. A Numerical Method for Fluid Flows with Complex Free Surfaces. 3. Modelling and Simulating the Adhesion and Detachment of Chondrocytes in Shear Flow. Part V. Inverse Problems. 1. A Fixed Domain Approach in Shape Optimization Problems with Neumann Boundary Conditions. 2. Reduced-Order Modelling of Dispersion. Part VI. Finance (Option Pricing)

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