Solving Numerical PDEs: Problems, Applications, Exercises

Written from years of teaching experience, this volume introduces students to the numerical approximation of Partial Differential Equations (PDEs). The text presents examples and exercises that focus on basic concepts of numerical analysis, as well as problems derived from practical application.

This book stems from the long standing teaching experience of the authors in the courses on Numerical Methods in Engineering and Numerical Methods for Partial Differential Equations given to undergraduate and graduate students of Politecnico di Milano (Italy), EPFL Lausanne (Switzerland), University of Bergamo (Italy) and Emory University (Atlanta, USA). It aims at introducing students to the numerical approximation of Partial Differential Equations (PDEs). One of the difficulties of this subject is to identify the right trade-off between theoretical concepts and their actual use in practice. With this collection of examples and exercises we try to address this issue by illustrating "academic" examples which focus on basic concepts of Numerical Analysis as well as problems derived from practical application which the student is encouraged to formalize in terms of PDEs, analyze and solve. The latter examples are derived from the experience of the authors in research project developed in collaboration with scientists of different fields (biology, medicine, etc.) and industry. We wanted this book to be useful both to readers more interested in the theoretical aspects and those more concerned with the numerical implementation.

Long standing teaching experience of the authors Introduction to the numerical approximation of Partial Differential Equations Practical applications Examples from different fields (biology, medicine) and industry

Texte du rabat

This book aims at introducing students to the numerical approximation of Partial Differential Equations (PDEs). One of the difficulties of this subject is to identify the right trade-off between theoretical concepts and their use in practice. With that collection of examples and exercises we try to address this issue by illustrating "standard" examples which focus on basic concepts of Numerical Analysis, as well as problems derived from practical applications which the student is encouraged to formalize in terms of PDEs, analyze and solve. The latter examples are derived from the experience of the authors in research project developed in collaboration with scientists of different fields (biology, medicine, etc.) and industry. We wanted this book to be useful both to readers more interested in the theoretical aspects, and also to those more concerned with the numerical implementation. To this aim, solutions to the exercises have been subdivided in three parts. The first concerns the mathematical analysis of the problem, the second its numerical approximation and the third part is devoted to implementation aspects and the analysis of the results. The book consists of three parts. The first deals with basic material and results provided as useful reference for the other sections. In particular, we recall the basics of functional analysis and the finite element method. The second part deals with steady elliptic problems, solved with finite elements or finite differences, while in the third part we address time-dependent problems, including linear hyperbolic systems and Navier-Stokes equations. Two appendices discuss some practical implementation issues and three-dimensional applications. Each section contains a brief introduction to the subject to make this book self contained.

Contenu

Part I Basic Material. 1 Some fundamental tools. 2 Fundamentals of finite elements and finite differences. Part II Stationary Problems. 3 Galerkin-finite element method for elliptic problems. 4 Advection-diffusion-reaction (ADR) problems. Part III Time dependent problems. 5 Equations of parabolic type. 6 Equations of hyperbolic type. 7 Navier-Stokes equations for incompressible fluids. Part IV Appendices. A The treatment of sparse matrices. B Who's who.