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Ames W.F. — Numerical methods for Partial Differential Equations
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Название: Numerical methods for Partial Differential Equations
Автор: Ames W.F.
Аннотация: This volume is designed as an introduction to the concepts of modern numerical analysis as they apply to partial differential equations. The book contains many practical problems and their solutions, but at the same time, strives to expose the pitfalls — such as overstability, consistency requirements, and the danger of extrapolation to nonlinear problems methods used on linear problems. Numerical Methods for Partial Differential Equations, Third Edition reflects the great accomplishments that have taken place in scientific computation in the fifteen years since the Second Edition was published. This new edition is a drastic revision of the previous one, with new material on boundary elements, spectral methods, the methods of lines, and invariant methods. At the same time, the new edition retains the self-contained nature of the older version, and shares the clarity of its exposition and the integrity of its presentation.
Key Features
* Material on finite elements and finite differences have been merged, and now constitute equal partners
* Additional material has been added on boundary elements, spectral methods, the method of lines, and invariant methods
* References have been updated, and reflect the additional material
* Self-contained nature of the Second Edition has been maintained
* Very suitable for PDE courses
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Рубрика: Математика /Численные методы /Численный анализ /
Статус предметного указателя: Готов указатель с номерами страниц
ed2k: ed2k stats
Издание: Second Edition
Год издания: 1977
Количество страниц: 367
Добавлена в каталог: 18.02.2005
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Предметный указатель
Explicit-implicit methods for two space variables 227
Explicit-implicit methods, advantages of 225
Extrapolation technique, extrapolation 247
Fairweather, G. 156 157 163 164 255 313
Fast Fourier Transform 304—307
Fast method, for Fourier series 305—307
Feller, W. 25 40
Ferguson, N. B. 337 350
Finite difference approximations, on nonuniform grid 275-278
Finite difference operators, averaging 20
Finite difference operators, backward 19
Finite difference operators, central difference 20
Finite difference operators, forward 19
Finite difference operators, shift 20
Finite elements 342—348
Finite elements by Bubnov — Galerkin method 344—348
Finite elements, final equations 347
Finite elements, geometry 343
Finite elements, node 344
Finite elements, triangular 344
Finite elements, weak solutions 345
Finlayson, B. A. 320 321 324 328 333 348 349
First-order method for conservation laws 222
First-order method, Lax 222
First-order method, stability limit 222
Fischer, J. 159 164
Fisher, G. D. 259 314
Fix, G. 343 350
Forsythe, G. E. 15 29 33 39 40 56 65 76 91 104 107 108 135 146 162 163 249 260(79) 276 313
Forward and backward space differences, method 211
Forward difference 22
Fourier analysis cyclic reduction for Poisson equation 306 307
Fourier series, discrete 304
Fourier stability analysis 195
Fourier stability analysis for hopscotch methods 222 223
Fourier stability analysis for vorticity equation 287
Fourier transform, fast 304—307
Fox, L. 2 33 39 40 42 85 90 241 242 252 260 300 312
Fractional steps method 307—311
Fractional steps method, approximate factorization 309 310
Fractional steps method, not approximation to solution 308
Fractional steps method, splitting method a la Yanenko 307—310
Fractional steps method, stabilizing corrections 307 (see also “Alternating direction implicit methods”)
Frank, R. M. 263 315
Frank, T. G. 101 130 139 144 161
Frankel, S. P. 2 39 61 106 150 162 163
Frazer, R. A. 322 349
Friberg, J. 200 228
Friedman, A. 42 74 90
Friedman, B. 106 145 162
Friedrichs, K. O. 1 39 167 179 194 205(14) 212 227 228 238 240 265 312 315
Fromm, J. E. 283 289 290 294(186) 316 318
Galerkin method see “Bubnov — Galerkin method”
Galerkin, B. G. 323 349
Garabedian, P. R. 93 125 162 167 227
Garabedian, successive over-relaxation method 125
Garder, A. O. 156(71) 163 255(56) 313
Gary, J. 219 221 229
Gas combustion in rocket 76
Gas dynamics, Eulerian form 212 213 216
Gas dynamics, implicit method for 272
Gas dynamics, Lagrangian form 213 220 272
Gas dynamics, one space variable 212—221
Gas dynamics, typical boundary conditions 220
Gas flow, characteristics solution 186—191
Gas flow, closed type 267
Gas flow, subsonic 9
Gas flow, supersonic 9
Gas flow, transonic 9
Gas flow, two dimensions 8
Gates, L. D. 106 145 162
Gaunt, J. A. 247 313
Gauss — Seidel iteration, column iteration 148
Gauss — Seidel iteration, convergence of 110—113
Gauss — Seidel iteration, lines 148
Gauss — Seidel iteration, rate of convergence 117
Gauss — Seidel iteration, row iteration 145
Gauss — Seidel iteration, spectral radius 114 118
Gauss — Seidel iteration, symmetric positive-definite systems 113
Gaussian (normal) distribution, probability density function 25
Gear, C. W. 302 319
Geiringer, H. 101 103 161
General solution 92
Gentry, R. A. 302 318
Gere, J. M 245 312
Gerling, C. L. 104 161
Gerschgorin, S. 31
Giaquinta, A. R. 283 285 317
Giese, J. H. 33 40 282 317
Ginsburg, T. 275(130) 316
Givens, W. 248 313
Godunov, S. K. 241 243 312
Golub, G. H. 141 143 163
Goodier, J. K 97 161 324 349
Gourlay, A. R. 219 221 222 223 229 265 315
Gradient 41
Greenberger, M 301(202) 318
Greenspan, D. 236 258 259 283 311 313 314 316
Green’s function, discrete analogue 302
Green’s Theorem 276
Griffin, D. S. 275 278 316
Guillemin, E. A. 114
Gunn, J. E. 259 314
Gustavson, F. 98
Gustin, W. 260(76) 314
Haack, W. 262 314
Habetler, G. J. 153
Hadamard, J. 41 90 94(2) 161
Hageman, L. A. 125
Hall, T. 322 349
Hamielec, A. R. 290 318
Hamming, R. W. 85 91
Harlow, F. H. 283 289 291 291(182) 294 302(201a) 316 318
Harrington, R. F. 331 349
Hartnett, J. P. 74 77 79 91
Hartree method, first-order equations 209 210
Hartree, D. R. 209 228
Haviland, J. K. 301 302 318
Hayashi, S. 149 156(63) 163
Head of rarefaction wave 238
Heliums, J. D. 283 289 291 294 295 298 317
Heller, J. 274 315
Higgins, T. J. 2 39
Hilbert, D. 41 90 167 173 227 245 246 262 312 314
Hildebrand, F. B. 20 24 32 40 44 90 326 349
Hill, R. 10
Hindmarsh, A. C 302 319
Hirasaki, G. J. 295 318
Hirt, C. W. 291
Hockney, R. W. 306 307 319
Hoffman, T. W. 290(179) 318
Holmboe, J. 260 314
Holt, M. 290 318
Hopscotch method for conservation laws 221—224
Hopscotch method for conservation laws, explicit Lax 222
Hopscotch method for conservation laws, fast version 223
Hopscotch method for conservation laws, Lax — Wendroff 223 224
Houghton, D. D. 304 319
Householder, A. S. 98 109 161 162
Howarth, L. 77 91
Hrenikoff, A. 320 348
Hubbard, B. E. 156 163 238(13) 312
Hugoniot conditions for shocks 240
Hung, T. K. 289 317
Hyman, M. A. 2 39 50 51 91 200(19) 228
Hyperbolic equations 4
Hyperbolic equations, error analyses 194 196
Hyperbolic equations, higher dimensions 262—270
Hyperbolic equations, higher dimensions, characteristics 262
Hyperbolic equations, higher dimensions, finite difference methods 263—265
Hyperbolic equations, higher dimensions, Lax — Wendroff method 264 265
Hyperbolic equations, implicit methods 199—201
Hyperbolic equations, nonlinear 201 203
Hyperbolic equations, overstability 197—199
Hyperbolic equations, singularities 265—270
Hyperbolic equations, stability 200
Hyperbolic equations, three levels 200
Hyperbolic equations, time quasilinear 202 203
Hyperbolic equations, von Neumann form 200
Implicit method, conservation laws 225
Implicit method, diffusion equation 49—51
Implicit method, matrix stability analysis 60 61
Implicit method, nonlinear parabolic equations 82
Implicit method, three level 60
Improperly posed problems, Laplace equations 94
Initial boundary value problems 4
Initial data, relation to characteristics 169
Initial value problem, pure parabolic 62
Initial value problem, transformation 62
Instability, control by artificial viscosity 87
Instability, numerical 28
Instability, physical 28
Integral method 323
Integration domain 36 37
Integration technique, irregularly shaped regions using nonuniform mesh 276—278
Interfaces 238
Interfaces, numerical calculation 239
Interpolation polynomial, Lagrange 243
Interpolation, linear 81
Interpolation, quadratic 81
Interval of dependence 195
Inverse iteration, convergence 249
Inverse iteration, properties 249
Inverse iteration, relation to power method 251
Irregular mesh point 79
Isaacson, E. 209(28) 211(28) 214(28) 219(28) 228
Israeli, M. 299 318
Iteration parameters, alternating direction 149
Iteration, block 100
Iteration, consistency condition 99
Iteration, convergence 109 110
Iteration, degree 99
Iteration, inner 82 133 158 250
Iteration, inner-outer 278
Iteration, linear 99 139
Iteration, outer 133 250 260 261
Iteration, Picard outer 158
Iteration, point 99
Iteration, stationary 99 139
Jackson, D. 326 349
Jackson, R. F. 159(90) 164 234(4) 311
Jacobi line iteration 145 148
Jacobi point iteration, convergence 110—112
Jacobi point iteration, rate of convergence 117
Jacobi, C. G. 103
Jaeger, J. C. 35 40 42 90
Jain, P. C. 283(151) 316
Jarvis, P. H. 275(133) 316
Jeffrey, A. 6 39 179 186 227 265 266 270 315
Jeffreys, H. 10 40
John, F. 29 40 65 91
Johnson, N. L. 27 40
Jones, B. F. 85 86 91
Jones, W. P. 322 349
Jordan canonical form 108
Jump conditions 238
Jump phenomena 203
Juncosa, M. L. 44 83 89 90 91 124 132 159(41) 162 259(70) 314
Jury problem 5
Kahan, W. 129 162
Kalaba, R. 83 89 91 124 132 159(41) 162 259(70) 313
Kantorovich, L. V. 336 350
Kaplan, S. 2 39 50 51 91 200(19) 228 336 350
Kashara, A. 304 519
Kawarada, H. 340 350
Keller, H. B. 106 145 162 244 283 290 312 316
Kellogg, R. A. 125 164
Kennedy, J. F. 131 162 283(155) 317
Kerbel, J. 301(202) 318
Koch 322 349
Kolsky, H. 263 314
Kopal, Z. 328 349
Kreiss, H. 299 318
Kruskal, M. D. 265 315
Krylov, V. I. 336 350
Kulsrud, H. E. 125 164
Laasonen, P. 44 90
Ladyzhenskaya, O. A. 238 312
Laganelli, A. L. 74 77 79 91
Lagrangian difference equations 219 221
Lagrangian difference equations, implicit methods 221
Lagrangian difference equations, stability 220
Lagrangian equations 212 213 220
Lagrangian equations with pseudoviscosity 240
Lagrangian equations, advantages 239
Lagrangian equations, conservation form 219 221 243
Lagrangian equations, difference equations 220 221
Lagrangian mesh, distortion 263
Lakshmikantham, S. 339 350
Lanczos, C. 322 325 349
Landau, E. 11 40
Langhaar, H. L. 35 40
Laplace equation 23 92
Laplace equation, Dirichlet problem 95 116
Laplace equation, eigenvectors and eigenvalues 116
Laplace equation, five-point molecule SOR 126
Laplace equation, Gauss — Seidel method 114
Laplace equation, Jacobi method 114
Laplace equation, Neumann problem 96
Laplace equation, nine-point molecule 127 128
Laplace equation, simple finite difference schemes 94—97
Laplace equation, unequal mesh spacing 129
Laplace operator, five-point method 19
Laplace operator, nine-point method 19
Laplace operator, vector 296
Lavrentiev, M. M. 41 90
Lax — Wendroff method 217—220 241—243
Lax — Wendroff method, Eulerian equations 217—219
Lax — Wendroff method, stability 218
Lax — Wendroff method, staggered scheme 241
Lax, first-order method 222
Lax, P. D. 216 217 222 226(49) 228 241 242 243 263 265 312 315
Lazarus, R. B. 263 315
Le Roux, J. 1
Least squares method 322
Lee, S. Y. 37(61) 40 176(6) 202(6) 227 265(105) 315
Leela, S. 339 350
Lees, M. 72 82 85 91 157 200 201 228 255 313
Lelevier’s scheme (Eulerian gas equations) 215
Lelevier’s scheme (Eulerian gas equations), stability 215
Leone, F. C. 27 40
Levine, D. A. 244(29) 312
Lewy, H. 205(14) 228
Lieberstein, H. M. 236 256 258 311 313
Liebmann method, extended 256
Liebmann, H. 1 39
Liittschwager, J. 302 319
Line method 302—304
Line method for diffusion equation 303 304
Linear equations, direct method 98
Linear equations, iteration methods 98—100
Linear operator 334
Linear operator, positive 334
Linear operator, positive definite 334
Linear operator, symmetric 334
Linearization, Newton 83 89
Linearization, Picard 83 89
Liniger, W. 98(8) 161
Lipschitz condition 337
Liskovets, O. A. 302 319
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