Partial Differential Equations Modelling 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...
Other Authors: | , |
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Format: | eBook |
Language: | English |
Published: |
Dordrecht
Springer Netherlands
2008, 2008
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Edition: | 1st ed. 2008 |
Series: | Computational Methods in Applied Sciences
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Subjects: | |
Online Access: | |
Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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