Partial Differential Equations Modeling and Numerical Simulation /
This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological de...
Συγγραφή απο Οργανισμό/Αρχή: | |
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Άλλοι συγγραφείς: | , |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Dordrecht :
Springer Netherlands,
2008.
|
Σειρά: | Computational Methods in Applied Sciences,
16 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Discontinuous Galerkin and Mixed Finite Element Methods
- Discontinuous Galerkin Methods
- Mixed Finite Element Methods on Polyhedral Meshes for Diffusion Equations
- On the Numerical Solution of the Elliptic Monge—Ampère Equation in Dimension Two: A Least-Squares Approach
- Linear and Nonlinear Hyperbolic Problems
- Higher Order Time Stepping for Second Order Hyperbolic Problems and Optimal CFL Conditions
- Comparison of Two Explicit Time Domain Unstructured Mesh Algorithms for Computational Electromagnetics
- The von Neumann Triple Point Paradox
- Domain Decomposition Methods
- A Lagrange Multiplier Based Domain Decomposition Method for the Solution of a Wave Problem with Discontinuous Coefficients
- Domain Decomposition and Electronic Structure Computations: A Promising Approach
- Free Surface, Moving Boundaries and Spectral Geometry Problems
- Numerical Analysis of a Finite Element/Volume Penalty Method
- A Numerical Method for Fluid Flows with Complex Free Surfaces
- Modelling and Simulating the Adhesion and Detachment of Chondrocytes in Shear Flow
- Computing the Eigenvalues of the Laplace-Beltrami Operator on the Surface of a Torus: A Numerical Approach
- Inverse Problems
- A Fixed Domain Approach in Shape Optimization Problems with Neumann Boundary Conditions
- Reduced-Order Modelling of Dispersion
- Finance (Option Pricing)
- Calibration of Lévy Processes with American Options
- An Operator Splitting Method for Pricing American Options.