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3.4.3 Periodic Boundary Conditions

3.5 BESSEL S EQUATION

3.6 LEGENDRE S EQUATION

EXERCISES

HEAT EQUATION

4.1 HEAT EQUATION IN 1D

4.2 BOUNDARY CONDITIONS

4.3 HEAT EQUATION IN 2D

4.4 HEAT EQUATION IN 3D

4.5 POLAR-CYLINDRICAL COORDINATES

4.6 SPHERICAL COORDINATES

5.1 HOMOGENEOUS IBVP

5.1.1 Example: Insulated Ends

5.2 SEMIHOMOGENEOUS PDE

5.2.1 Variation of Parameters

5.2.2 Example: Semihomogeneous IBVP

5.3 NONHOMOGENEOUS BOUNDARY CONDITIONS

5.3.1 Example: Nonhomogeneous Boundary Condition

5.3.2 Example: Time-Dependent Boundary Condition

5.3.3 Laplace Transforms

5.3.4 Duhamel's Theorem

5.4 SPHERICAL COORDINATE EXAMPLE

HEAT TRANSFER IN 2D AND 3D

6.1 HOMOGENEOUS 2D IBVP

6.1.1 Example: Homogeneous IBVP

6.2 SEMIHOMOGENEOUS 2D IBVP

6.2.1 Example: Internal Source or Sink

6.3 NONHOMOGENEOUS 2D IBVP

6.4 2D BVP: LAPLACE AND POISSON EQUATIONS

6.4.1 Dirichlet Problems

6.4.2 Dirichlet Example

6.4.3 Neumann Problems

6.4.4 Neumann Example

6.4.5 Dirichlet, Neumann BC Example

6.4.6 Poisson Problems

6.5 NONHOMOGENEOUS 2D EXAMPLE

6.6 TIME-DEPENDENT BCS

6.7 HOMOGENEOUS 3D IBVP

WAVE EQUATION

7.1 WAVE EQUATION IN 1D

7.1.2 Homogeneous IBVP: Series Solution

7.1.5 Homogeneous IBVP in Polar Coordinates

7.2 WAVE EQUATION IN 2D

7.2.1 2D Homogeneous Solution

NUMERICAL METHODS: AN OVERVIEW

8.1 GRID GENERATION

8.1.1 Adaptive Grids

8.1.2 Multilevel Methods

8.2 NUMERICAL METHODS

8.2.1 Finite Difference Method

8.2.2 Finite Element Method

8.2.3 Finite Analytic Method

8.3 CONSISTENCY AND CONVERGENCE

THE FINITE DIFFERENCE METHOD

9.1 DISCRETIZATION

9.2 FINITE DIFFERENCE FORMULAS

9.2.1 First Partiais

The finite difference formula

9.2.2 Second Partíais

9.3 1D HEAT EQUATION

9.3.1 Explicit Formulation

9.3.2 Implicit Formulation

9.4 CRANK-NICOLSON METHOD

10.1 GENERAL FRAMEWORK

10.2 1D ELLIPTICAL EXAMPLE

10.2.1 Reformulations

10.2.2 Equivalence in Forms

10.2.3 Finite Element Solution

10.3 2D ELLIPTICAL EXAMPLE

10.3.1 Weak Formulation

10.3.2 Finite Element Approximation

10.4 ERROR ANALYSIS

10.5 1D PARABOLIC EXAMPLE

10.5.1 Weak Formulation

10.5.2 Method of Lines

10.5.3 Backward Euler s Method

FINITE ANALYTIC METHOD

11.1 1D TRANSPORT EQUATION

11.1.1 Finite Analytic Solution

11.1.2 FA and FD Coefficient Comparison

11.1.3 Hybrid Finite Analytic Solution

11.2 2D TRANSPORT EQUATION

11.2.1 FA Solution on Uniform Grids

11.2.2 The Poisson Equation

11.3 CONVERGENCE AND ACCURACY

P. 1

Fourier Series and Numerical Methods for Partial Differential EquationsRatings: (0)|Views: 69|Likes: 1

Published by Wiley

The importance of partial differential equations (PDEs) in modeling phenomena in engineering as well as in the physical, natural, and social sciences is well known by students and practitioners in these fields. Striking a balance between theory and applications, *Fourier Series and Numerical Methods for Partial Differential Equations* presents an introduction to the analytical and numerical methods that are essential for working with partial differential equations. Combining methodologies from calculus, introductory linear algebra, and ordinary differential equations (ODEs), the book strengthens and extends readers' knowledge of the power of linear spaces and linear transformations for purposes of understanding and solving a wide range of PDEs.

The book begins with an introduction to the general terminology and topics related to PDEs, including the notion of initial and boundary value problems and also various solution techniques. Subsequent chapters explore:

The solution process for Sturm-Liouville boundary value ODE problems and a Fourier series representation of the solution of initial boundary value problems in PDEs The concept of completeness, which introduces readers to Hilbert spaces The application of Laplace transforms and Duhamel's theorem to solve time-dependent boundary conditions The finite element method, using finite dimensional subspaces The finite analytic method with applications of the Fourier series methodology to linear version of non-linear PDEsThroughout the book, the author incorporates his own class-tested material, ensuring an accessible and easy-to-follow presentation that helps readers connect presented objectives with relevant applications to their own work. Maple is used throughout to solve many exercises, and a related Web site features Maple worksheets for readers to use when working with the book's one- and multi-dimensional problems.

*Fourier Series and Numerical Methods for Partial Differential Equations* is an ideal book for courses on applied mathematics and partial differential equations at the upper-undergraduate and graduate levels. It is also a reliable resource for researchers and practitioners in the fields of mathematics, science, and engineering who work with mathematical modeling of physical phenomena, including diffusion and wave aspects.

The importance of partial differential equations (PDEs) in modeling phenomena in engineering as well as in the physical, natural, and social sciences is well known by students and practitioners in these fields. Striking a balance between theory and applications, *Fourier Series and Numerical Methods for Partial Differential Equations* presents an introduction to the analytical and numerical methods that are essential for working with partial differential equations. Combining methodologies from calculus, introductory linear algebra, and ordinary differential equations (ODEs), the book strengthens and extends readers' knowledge of the power of linear spaces and linear transformations for purposes of understanding and solving a wide range of PDEs.

The book begins with an introduction to the general terminology and topics related to PDEs, including the notion of initial and boundary value problems and also various solution techniques. Subsequent chapters explore:

The solution process for Sturm-Liouville boundary value ODE problems and a Fourier series representation of the solution of initial boundary value problems in PDEs The concept of completeness, which introduces readers to Hilbert spaces The application of Laplace transforms and Duhamel's theorem to solve time-dependent boundary conditions The finite element method, using finite dimensional subspaces The finite analytic method with applications of the Fourier series methodology to linear version of non-linear PDEsThroughout the book, the author incorporates his own class-tested material, ensuring an accessible and easy-to-follow presentation that helps readers connect presented objectives with relevant applications to their own work. Maple is used throughout to solve many exercises, and a related Web site features Maple worksheets for readers to use when working with the book's one- and multi-dimensional problems.

*Fourier Series and Numerical Methods for Partial Differential Equations* is an ideal book for courses on applied mathematics and partial differential equations at the upper-undergraduate and graduate levels. It is also a reliable resource for researchers and practitioners in the fields of mathematics, science, and engineering who work with mathematical modeling of physical phenomena, including diffusion and wave aspects.

Publish date: Jul 30, 2010

Added to Scribd: Jun 04, 2013

Copyright:Traditional Copyright: All rights reservedISBN:9780470651377

List Price: $108.00 Buy Now

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9780470651377

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