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Table Of Contents

2.1 One dimensional Heat equation
2.2 Fourier transforms
2.3 Stability and convergence using Fourier transforms
2.4 Application to the θ schemes
3 Finite Differences for Elliptic Equations
4 Finite Differences for Hyperbolic Equations
5 Spectral methods
5.1 Unbounded grids and semidiscrete FT
5.2 Periodic grids and Discrete FT
5.3 Fast Fourier Transform (FFT)
5.4 Spectral approximation for unbounded grids
5.5 Application to PDE’s
6 Introduction to finite element methods
6.1 Elliptic equations
6.2 Galerkin approximation
6.3 An example of finite element method
7 Introduction to Monte Carlo methods
7.1 Method of characteristics
7.2 Probabilistic representation
7.3 Random Walk and Finite Differences
7.4 Monte Carlo method
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Published by: kui_tang on Jul 25, 2011
Copyright:Attribution Non-commercial

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02/28/2014

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