Introduction to computation and modeling for differential equations:
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Hoboken, NJ
Wiley
[2016]
|
Ausgabe: | Second edition |
Schlagworte: | |
Online-Zugang: | Klappentext Inhaltsverzeichnis |
Beschreibung: | Includes bibliographical references and index |
Beschreibung: | ix, 271 Seiten Illustrationen, Diagramme |
ISBN: | 9781119018445 |
Internformat
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245 | 1 | 0 | |a Introduction to computation and modeling for differential equations |c Lennart Edsberg |
250 | |a Second edition | ||
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264 | 4 | |c © 2016 | |
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650 | 4 | |a Mathematisches Modell | |
650 | 4 | |a Differential equations |x Data processing | |
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adam_text | introduction to Computation and Modeling for Differential Equations, Second Edition features the
essential principles and applications of problem solving across disciplines such as engineering,
physics, and chemistry. The Second Edition integrates the science of solving differential equations
with mathematical, numerical, and programming tools, specifically with methods involving ordinary
differential equations; numerical methods for initial value problems (IVPs); numerical methods
for boundary value problems (BVPs); partial differential equations (PDEs); numerical methods for
parabolic, elliptic, and hyperbolic PDEs; mathematical modeling with differential equations; numerical
solutions; and finite difference and finite element methods.
The author features a unique Five-M approach: Modeling, Mathematics, Methods, MATLAB®, and
Multiphysics, which facilitates a thorough understanding of how models are created and preprocessed
mathematically with scaling, classification, and approximation and also demonstrates how a problem is
solved numerically using the appropriate mathematical methods. With numerous real-world examples
to aid in the visualization of the solutions, Introduction to Computation and Modeling for Differential
Equations, Second Edition includes:
New sections on topics including variational formulation, the finite element method,
examples of discretization, ansatz methods such as Galerkin s method for BVPs,
parabolic and elliptic PDEs, and finite volume methods
Numerous practical examples with applications in mechanics, fluid dynamics, solid
mechanics, chemical engineering, heat conduction, electromagnetic field theory,
and control theory, some of which are solved with computer programs MATLAB and
COMSOL Multiphysics®
Additional exercises that introduce new methods, projects, and problems to further
illustrate possible applications
A related website with select solutions to the exercises, as well as the MATLAB data
sets for ordinary differential equations (ODEs) and PDEs
Introduction to Computation and Modeling for Differential Equations, Second Edition is a useful textbook
for upper-undergraduate and graduate-level courses in scientific computing, differential equations,
ordinary differential equations, partial differential equations, and numerical methods. The book is also
an excellent self-study guide for mathematics, science, computer science, physics, and engineering
students, as well as an excellent reference for practitioners and consultants who use differential
equations and numerical methods In everyday situations.
CONTENTS
Preface
1 Introduction
1.1 What is a Differential Equation? 1
12 Examples of an Ordinary and a Partial Differential Equation, 2
1.3 Numerical Analysis, a Necessity for Scientific Computing, 5
1.4 Outline of the Contents of this Book, 8
Bibliography, 10
2 Ordinary Differential Equations
2.1 Problem Classification, 11
2.2 Linear Systems of ODEs with Constant Coefficients, 16
2.3 Some Stability Concepts for ODEs, 19
2.3.1 Stability for a Solution Trajectory of an ODE System, 20
2.3.2 Stability for Critical Points of ODE Systems, 23
2.4 Some ODE models in Science and Engineering, 26
2.4.1 Newton’s Second Law, 26
2.4.2 Hamilton’s Equations, 27
2.4.3 Electrical Networks, 27
2.4.4 Chemical Kinetics, 28
2.4.5 Control Theory, 29
2.4.6 Compartment Models, 29
vi
CONTENTS
2.5 Some Examples From Applications, 30
Bibliography, 36
3 Numerical Methods For Initial Value Problems 37
3.1 Graphical Representation of Solutions, 38
3.2 Basic Principles of Numerical Approximation of ODEs, 40
3.3 Numerical Solution of IVPs with Euler’s method, 41
3.3.1 Euler’s Explicit Method: Accuracy, 43
3.3.2 Euler’s Explicit Method: Improving the Accuracy, 46
3.3.3 Euler’s Explicit Method: Stability, 48
3.3.4 Euler’s Implicit Method, 53
3.3.5 The Trapezoidal Method, 55
3.4 Higher Order Methods for the IVP, 56
3.4.1 Runge-Kutta Methods, 56
3.4.2 Linear Multistep Methods, 60
3.5 Special Methods for Special Problems, 62
3.5.1 Preserving Linear and Quadratic Invariants, 62
3.5.2 Preserving Positivity of the Numerical Solution, 64
3.5.3 Methods for Newton’s Equations of Motion, 64
3.6 The Variational Equation and Parameter Fitting in IVPs, 66
Bibliography, 69
4 Numerical Methods for Boundary Value Problems 71
4.1 Applications, 73
4.2 Difference Methods for BVPs, 78
4.2.1 A Model Problem for BVPs, Dirichlet’s BCs, 79
4.2.2 A Model Problem for BVPs, Mixed BCs, 83
4.2.3 Accuracy, 86
4.2.4 Spurious Solutions, 87
4.2.5 Lineai՜ Two-Point BVPs, 89
4.2.6 Nonlinear Two-Point BVPs, 91
4.2.7 The Shooting Method, 92
4.3 Ansatz Methods for BVPs, 94
4.3.1 Starting with the ODE Formulation, 95
4.3.2 Starting with the Weak Formulation, 96
4.3.3 The Finite Element Method, 100
Bibliography, 103
5 Partial Differential Equations 105
5.1 Classical PDE Problems, 106
5.2 Differential Operators Used for PDEs, 110
5.3 Some PDEs in Science and Engineering, 114
5.3.1 Navier-Stokes Equations for Incompressible Flow, 114
CONTENTS
vii
5.3.2 Euler’s Equations for Compressible Flow, 115
5.3.3 The Convection-Diffusion-Reaction Equations, 116
5.3.4 The Heat Equation, 117
5.3.5 The Diffusion Equation, 117
5.3.6 Maxwell’s Equations for the Electromagnetic Field, 117
5.3.7 Acoustic Waves, 118
5.3.8 Schrodinger’s Equation in Quantum Mechanics, 119
5.3.9 Navier’s Equations in Structural Mechanics, 119
5.3.10 Black-Scholes Equation in Financial Mathematics, 120
5.4 Initial and Boundary Conditions for PDEs, 121
5.5 Numerical Solution of PDEs, Some General Comments, 121
Bibliography, 122
6 Numerical Methods for Parabolic Partial Differential Equations 123
6.1 Applications, 125
6.2 An Introductory Example of Discretization, 127
6.3 The Method of Lines for Parabolic PDEs, 130
6.3.1 Solving the Test Problem with MoL, 130
6.3.2 Various Types of Boundary Conditions, 134
6.3.3 An Example of the Use of MoL for a Mixed Boundary
Condition, 135
6.4 Generalizations of the Heat Equation, 136
6.4.1 The Heat Equation with Variable Conductivity, 136
6.4.2 The Convection - Diffusion - Reaction PDE, 138
6.4.3 The General Nonlinear Parabolic PDE, 138
6.5 Ansatz Methods for the Model Equation, 139
Bibliography, 140
7 Numerical Methods for Elliptic Partial Differential Equations 143
7.1 Applications, 145
7.2 The Finite Difference Method, 150
7.3 Discretization of a Problem with Different BCs, 154
7.4 Ansatz Methods for Elliptic PDEs, 156
7.4.1 Starting with the PDE Formulation, 156
7.4.2 Starting with the Weak Formulation, 158
7.4.3 The Finite Element Method, 159
Bibliography, 164
8 Numerical Methods for Hyperbolic PDEs 165
8.1 Applications, 1/1
8.2 Numerical Solution of Hyperbolic PDEs, 174
8.2.1 The Upwind Method (FTBS), 175
8.2.2 The RTFS Method, 177
viii
CONTENTS
8.2.3 The FTCS Method, 178
8.2.4 The Lax-Friedrichs Method, 178
8.2.5 The Leap-Frog Method, 179
8.2.6 The Lax-Wendroff Method, 179
8.2.7 Numerical Method for the Wave Equation, 181
8.3 The Finite Volume Method, 183
8.4 Some Examples of Stability Analysis for Flyperbolic PDEs, 185
Bibliography, 187
9 Mathematical Modeling with Differential Equations 189
9.1 Nature Laws, 190
9.2 Constitutive Equations, 192
9.2.1 Equations in Heat Transfer Problems, 192
9.2.2 Equations in Mass Diffusion Problems, 193
9.2.3 Equations in Mechanical Moment Diffusion Problems, 193
9.2.4 Equations in Elastic Solid Mechanics Problems, 194
9.2.5 Equations in Chemical Reaction Engineering Problems, 194
9.2.6 Equations in Electrical Engineering Problems, 195
9.3 Conservative Equations, 195
9.3.1 Some Examples of Lumped Models, 196
9.3.2 Some Examples of Distributed Models, 197
9.4 Scaling of Differential Equations to Dimensionless Form, 201
Bibliography, 204
10 Applied Projects on Differential Equations 205
Project 1 Signal propagation in a long electrical conductor, 205
Project 2 Flow in a cylindrical pipe, 206
Project 3 Soliton waves, 208
Project 4 Wave scattering in a waveguide, 209
Project5 Metal block with heat sourse and thermometer, 210
Project 6 Deformation of a circular metal plate, 211
Project 7 Cooling of a chrystal glass, 212
Project 8 Rotating fluid in a cylinder, 212
Appendix A Some Numerical and Mathematical Tools 215
A.l Newton s Method for Systems of Nonlinear Algebraic Equations, 215
A. 1.1 Quadratic Systems, 215
A. 1.2 Overdetermined Systems, 218
A.2 Some Facts about Linear Difference Equations, 219
A.3 Derivation of Difference Approximations, 223
Bibliography, 225
A.4 The Interpretations of Grad, Div, and Curl, 225
A.5 Numerical Solution of Algebraic Systems of Equations, 229
CONTENTS
ix
A.5.1 Direct Methods, 229
A. 5.2 Iterative Methods for Linear Systems of Equations, 233
A. 6 Some Results for Fourier Transforms, 237
Bibliography, 239
Appendix B Software for Scientific Computing 241
B. l MATLAB, 242
B. 1.1 Chapter 3:1 VPs, 242
B.1.2 Chapter 4: BVPs, 244
B.1.3 Chapter 6: Parabolic PDEs, 245
B. 1.4 Chapter 7: Elliptic PDEs, 246
B. 1.5 Chapter 8: Hyperbolic PDEs, 246
B. 2 COMSOL MULTIPHYSICS, 247
Bibliography and Resources, 249
Appendix C Computer Exercises to Support the Chapters 251
C. l Computer Lab 1 Supporting Chapter 2, 251
C. l.l ODE Systems of LCC Type and Stability, 251
C.2 Computer Lab 2 Supporting Chapter 3, 254
C.2.1 Numerical Solution of Initial Value Problems, 254
C.3 Computer Lab 3 Supporting Chapter 4, 257
C.3.1 Numerical Solution of a Boundary Value Problem, 257
C.4 Computer Lab 4 Supporting Chapter 6, 258
C.4.1 Partial Differential Equation of Parabolic Type, 258
C.5 Computer Lab 5 Supporting Chapter 7, 261
C.5.1 Numerical Solution of Elliptic PDE Problems, 261
C.6 Computer Lab 6 Supporting Chapter 8, 263
C.6.1 Numerical Experiments with the Hyperbolic Model PDE
Problem, 263
Index
265
|
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spelling | Edsberg, Lennart 1946- (DE-588)108125131X aut Introduction to computation and modeling for differential equations Lennart Edsberg Second edition Hoboken, NJ Wiley [2016] © 2016 ix, 271 Seiten Illustrationen, Diagramme txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Datenverarbeitung Mathematisches Modell Differential equations Data processing Mathematical models Differentialgleichung (DE-588)4012249-9 gnd rswk-swf Numerisches Verfahren (DE-588)4128130-5 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Differentialgleichung (DE-588)4012249-9 s Mathematisches Modell (DE-588)4114528-8 s Numerisches Verfahren (DE-588)4128130-5 s DE-604 Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028744812&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Klappentext Digitalisierung UB Passau - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028744812&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Edsberg, Lennart 1946- Introduction to computation and modeling for differential equations Datenverarbeitung Mathematisches Modell Differential equations Data processing Mathematical models Differentialgleichung (DE-588)4012249-9 gnd Numerisches Verfahren (DE-588)4128130-5 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
subject_GND | (DE-588)4012249-9 (DE-588)4128130-5 (DE-588)4114528-8 |
title | Introduction to computation and modeling for differential equations |
title_auth | Introduction to computation and modeling for differential equations |
title_exact_search | Introduction to computation and modeling for differential equations |
title_full | Introduction to computation and modeling for differential equations Lennart Edsberg |
title_fullStr | Introduction to computation and modeling for differential equations Lennart Edsberg |
title_full_unstemmed | Introduction to computation and modeling for differential equations Lennart Edsberg |
title_short | Introduction to computation and modeling for differential equations |
title_sort | introduction to computation and modeling for differential equations |
topic | Datenverarbeitung Mathematisches Modell Differential equations Data processing Mathematical models Differentialgleichung (DE-588)4012249-9 gnd Numerisches Verfahren (DE-588)4128130-5 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
topic_facet | Datenverarbeitung Mathematisches Modell Differential equations Data processing Mathematical models Differentialgleichung Numerisches Verfahren |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028744812&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028744812&sequence=000002&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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