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- Mathematics - A Jaun - Numerical Methods for Pde Equations

- Mathematics - A Jaun - Numerical Methods for Pde Equations

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NUMERICAL METHODS FOR PARTIALDIFFERENTIAL EQUATIONS
http://pde.fusion.kth.se
Andr´e Jaun
<
 jaun@fusion.kth.se
>
September 10, 2001
with the participation of Thomas Johnson
<
thomasj@fusion.kth.se
>
Thomas H¨urtig
<
hurtig@fusion.kth.se
>
Thomas Rylander
<
rylander@elmagn.chalmers.se
>
Mikael Persson
<
elfmp@elmagn.chalmers.se
>
Laurent Villard
<
Laurent.Villard@epfl.ch
>
     A    m    p     l     i     t    u     d    e
Position-3232
Zabuski’s finite difference scheme for solitons
10
2001 course of the Summer University of Southern Stockholm, held simultaneously at theEcole Polytechnique ed´erale de Lausanne, Lausanne, SwitzerlandChalmers Institute of Technology, G¨oteborg, SwedenRoyal Institute of Technology, Stockholm, Sweden
 
iiThis document is typeset with L
A
TEX2
ε
1
using the macros in the
latex2html
2
packageon Sun
3
and Linux
4
platforms.c
A. Jaun, J. Hedin, T. Johnson, 1999-2001,
TRITA-ALF-1999-05
report, Royal Instituteof Technology, Stockholm, Sweden.
1
http://www.tug.org/
2
http://cdc-server.cdc.informatik.tu-darmstadt.de/%7Elatex2html
3
http://www.sun.com
4
http://www.linux.org
 
CONTENTS 
iii
Contents
1 INTRODUCTION 5
1.1 How to study this course . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51.2 Dierential Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71.2.1 Ordinary dierential equations . . . . . . . . . . . . . . . . . . . . . 71.2.2 Partial dierential equations . . . . . . . . . . . . . . . . . . . . . . 81.2.3 Boundary / initial conditions . . . . . . . . . . . . . . . . . . . . . . 81.2.4 Characteristics and dispersion relations . . . . . . . . . . . . . . . . 91.2.5 Moments & conservation laws . . . . . . . . . . . . . . . . . . . . . . 91.3 Prototype problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101.3.1 Advection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101.3.2 Diusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101.3.3 Dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111.3.4 Wave-breaking . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111.3.5 Schr¨odinger . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121.4 Discretization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121.4.1 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131.4.2 Sampling on a grid . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131.4.3 Finite elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141.4.4 Splines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141.4.5 Harmonic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 161.4.6 Wavelets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161.4.7 Quasi-particles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211.0 E-publishing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211.1 StiODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211.2 Predator-Prey model . . . . . . . . . . . . . . . . . . . . . . . . . . . 211.3 Fourier-Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . 211.4 Random-walk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211.5 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221.6 Laplacian in 2D . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221.7 Hypercube . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221.6 Further reading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221.7 Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 231.8 Interactive evaluation form . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2 FINITE DIFFERENCES 27
2.1 Explicit 2 levels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272.2 Explicit 3 levels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292.3 Lax-Wendro. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292.4 Leapfrog, staggered grid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302.5 Implicit Crank-Nicholson . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312.5.1 Advection-diusion equation . . . . . . . . . . . . . . . . . . . . . . 312.5.2 Schr¨odinger equation . . . . . . . . . . . . . . . . . . . . . . . . . . . 332.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342.1 Upwind differences, boundary conditions . . . . . . . . . . . . . . . . 342.2 Numerical dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

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