What is included with this book?
Introduction | p. 1 |
Motivation | p. 1 |
p. 2 | |
Problem Specification and Geometry Preparation | p. 2 |
Selection of Governing Equations and Boundary Conditions | p. 3 |
Selection of Gridding Strategy and Numerical Method | p. 3 |
Assessment and Interpretation of Results | p. 4 |
Overview | p. 4 |
Notation | p. 4 |
Conservation Laws and the Model Equations | p. 7 |
Conservation Laws | p. 7 |
The Navier-Stokes and Euler Equations | p. 8 |
The Linear Convection Equation | p. 11 |
Differential Form | p. 11 |
Solution in Wave Space | p. 12 |
The Diffusion Equation | p. 13 |
Differential Form | p. 13 |
SolutioninWaveSpace | p. 14 |
Linear Hyperbolic Systems | p. 15 |
Exercises | p. 17 |
Finite-Difference Approximations | p. 19 |
Meshes and Finite-Difference Notation | p. 19 |
Space DerivativeApproximations | p. 21 |
Finite-Difference Operators | p. 22 |
Point Difference Operators | p. 22 |
Matrix Difference Operators | p. 23 |
Periodic Matrices | p. 26 |
CirculantMatrices | p. 27 |
Constructing Differencing Schemes of Any Order | p. 28 |
TaylorTables | p. 28 |
Generalization of Difference Formulas | p. 31 |
Lagrange and Hermite Interpolation Polynomials | p. 33 |
Practical Application of Padé Formulas | p. 35 |
OtherHigher-OrderSchemes | p. 36 |
FourierErrorAnalysis | p. 37 |
ApplicationtoaSpatialOperator | p. 37 |
Difference Operators at Boundaries | p. 41 |
TheLinearConvectionEquation | p. 41 |
The Diffusion Equation | p. 44 |
Exercises | p. 46 |
The Semi-Discrete Approach | p. 49 |
Reduction of PDE's to ODE's | p. 50 |
The Model ODE's | p. 50 |
TheGenericMatrixForm | p. 51 |
ExactSolutionsofLinearODE's | p. 51 |
EigensystemsofSemi-discreteLinearForms | p. 52 |
Single ODE's of First and Second Order | p. 53 |
CoupledFirst-OrderODE's | p. 54 |
General Solution of Coupled ODE's with Complete Eigensystems | p. 56 |
RealSpaceandEigenspace | p. 58 |
Definition | p. 58 |
EigenvalueSpectrumsforModelODE's | p. 59 |
Eigenvectors of the Model Equations | p. 60 |
Solutions of the Model ODE's | p. 62 |
TheRepresentative Equation | p. 64 |
Exercises | p. 65 |
Finite-Volume Methods | p. 67 |
Basic Concepts | p. 67 |
ModelEquations in Integral Form | p. 69 |
TheLinearConvectionEquation | p. 69 |
The Diffusion Equation | p. 70 |
One-DimensionalExamples | p. 70 |
A Second-Order Approximation to the Convection Equation | p. 71 |
A Fourth-Order Approximation to the Convection Equation | p. 72 |
A Second-Order Approximation to the Diffusion Equation | p. 74 |
ATwo-Dimensional Example | p. 76 |
Exercises | p. 79 |
Time-Marching Methods for ODE'S | p. 81 |
Notation | p. 82 |
Converting Time-Marching Methods to O¿E's | p. 83 |
Solution of Linear O¿E's with Constant Coefficients | p. 84 |
First- and Second-Order Difference Equations | p. 84 |
Special Cases of Coupled First-Order Equations | p. 86 |
Solution of the Representative O¿E's | p. 87 |
The Operational Form and its Solution | p. 87 |
Examples of Solutions to Time-Marching O¿E's | p. 88 |
The ¿-¿ Relation | p. 89 |
Establishing the Relation | p. 89 |
The Principal ¿-Root | p. 90 |
Spurious ¿-Roots | p. 91 |
One-Root Time-Marching Methods | p. 92 |
Accuracy Measures of Time-Marching Methods | p. 92 |
Local and Global Error Measures | p. 92 |
Local Accuracy of the Transient Solution (er¿ ¿ , er&omgea;) | p. 93 |
Local Accuracy of the Particular Solution (er¿) | p. 94 |
Time Accuracy for Nonlinear Applications | p. 95 |
Global Accuracy | p. 96 |
Linear Multistep Methods | p. 96 |
The General Formulation | p. 97 |
Examples | p. 97 |
Two-Step Linear Multistep Methods | p. 100 |
Predictor-Corrector Methods | p. 101 |
Runge-Kutta Methods | p. 103 |
Implementation of Implicit Methods | p. 105 |
Application to Systems of Equations | p. 105 |
Application to Nonlinear Equations | p. 106 |
Local Linearization for Scalar Equations | p. 107 |
Local Linearization for Coupled Sets of Nonlinear Equations | p. 110 |
Exercises | p. 112 |
Stability of Linear Systems | p. 115 |
Dependence on the Eigensystem | p. 115 |
Inherent Stability of ODE's | p. 116 |
The Criterion | p. 116 |
Complete Eigensystems | p. 117 |
Defective Eigensystems | p. 117 |
Numerical Stability of O¿E's | p. 118 |
The Criterion | p. 118 |
Complete Eigensystems | p. 118 |
Defective Eigensystems | p. 119 |
Time-Space Stability and Convergence of O¿E's | p. 119 |
Numerical Stability Concepts in the Complex ¿-Plane | p. 121 |
¿-Root Traces Relative to the Unit Circle | p. 121 |
Stability for Small ¿t | p. 126 |
Numerical Stability Concepts in the Complex ¿h Plane | p. 127 |
Stability for Large h | p. 127 |
Unconditional Stability, A-Stable Methods | p. 128 |
Stability Contours in the Complex ¿h Plane | p. 130 |
Fourier Stability Analysis | p. 133 |
The Basic Procedure | p. 133 |
Some Examples | p. 134 |
Relation to Circulant Matrices | p. 135 |
Consistency | p. 135 |
Exercises | p. 138 |
Choosing a Time-Marching Method | p. 141 |
Stiffness Definition for ODE's | p. 141 |
Relation to ¿-Eigenvalues | p. 141 |
Driving and Parasitic Eigenvalues | p. 142 |
Stiffness Classifications | p. 143 |
Relation of Stiffness to Space Mesh Size | p. 143 |
Practical Considerations for Comparing Methods | p. 144 |
Comparing the Efficiency of Explicit Methods | p. 145 |
Imposed Constraints | p. 145 |
An Example Involving Diffusion | p. 146 |
An Example Involving Periodic Convection | p. 147 |
Coping with Stiffness | p. 149 |
Explicit Methods | p. 149 |
Implicit Methods | p. 150 |
A Perspective | p. 151 |
Steady Problems | p. 151 |
Exercises | p. 152 |
Relaxation Methods | p. 153 |
Formulation of the Model Problem | p. 154 |
Preconditioning the Basic Matrix | p. 154 |
The Model Equations | p. 156 |
Classical Relaxation | p. 157 |
The Delta Form of an Iterative Scheme | p. 157 |
The Converged Solution, the Residual, and the Error | p. 158 |
The Classical Methods | p. 158 |
The ODE Approach to Classical Relaxation | p. 159 |
The Ordinary Differential Equation Formulation | p. 159 |
ODE Form of the Classical Methods | p. 161 |
Eigensystems of the Classical Methods | p. 162 |
The Point-Jacobi System | p. 163 |
The Gauss-Seidel System | p. 166 |
The SOR System | p. 169 |
Nonstationary Processes | p. 171 |
Exercises | p. 176 |
Multigrid | p. 177 |
Motivation | p. 177 |
Eigenvector and Eigenvalue Identification with Space Frequencies | p. 177 |
Properties of the Iterative Method | p. 178 |
The Basic Process | p. 178 |
A Two-Grid Process | p. 185 |
Exercises | p. 187 |
Numerical Dissipation | p. 189 |
One-Sided First-Derivative Space Differencing | p. 189 |
The Modified Partial Differential Equation | p. 190 |
The Lax-Wendroff Method | p. 192 |
Upwind Schemes | p. 195 |
Flux-Vector Splitting | p. 196 |
Flux-Difference Splitting | p. 198 |
Artificial Dissipation | p. 199 |
Exercises | p. 200 |
Split and Factored Forms | p. 203 |
The Concept | p. 203 |
Factoring Physical Representations -Time Splitting | p. 204 |
Factoring Space MatrixOperators in 2D | p. 206 |
Mesh Indexing Convention | p. 206 |
Data-Bases and Space Vectors | p. 206 |
Data-Base Permutations | p. 207 |
Space Splitting and Factoring | p. 207 |
Second-Order Factored Implicit Methods | p. 211 |
Importance of Factored Forms in Two and Three Dimensions | p. 212 |
The Delta Form | p. 213 |
Exercises | p. 214 |
Analysis of Split and Factored Forms | p. 217 |
The Representative Equation for Circulant Operators | p. 217 |
Example Analysis of Circulant Systems | p. 218 |
Stability Comparisons of Time-Split Methods | p. 218 |
Analysisofa Second-Order Time-Split Method | p. 220 |
The Representative Equation for Space-Split Operators | p. 222 |
Example Analysis of the 2D Model Equation | p. 225 |
The Unfactored Implicit Euler Method | p. 225 |
The Factored Nondelta Form of the Implicit Euler Method | p. 226 |
The Factored Delta Form of the Implicit Euler Method | p. 227 |
The Factored Delta Form of the Trapezoidal Method | p. 227 |
Example Analysis of the 3D Model Equation | p. 228 |
Exercises | p. 230 |
Appendices | p. 231 |
Useful Relations from Linear Algebra | p. 231 |
Notation | p. 231 |
Definitions | p. 232 |
Algebra | p. 232 |
Eigensystems | p. 233 |
Vector and Matrix Norms | p. 235 |
Some Properties of Tridiagonal Matrices | p. 237 |
Standard Eigensystem for Simple Tridiagonal Matrices | p. 237 |
Generalized Eigensystem for Simple Tridiagonal Matrices | p. 238 |
The Inverse of a Simple Tridiagonal Matrix | p. 239 |
Eigensystems of Circulant Matrices | p. 240 |
Standard Tridiagonal Matrices | p. 240 |
General Circulant Systems | p. 241 |
Special Cases Found from Symmetries | p. 241 |
Special Cases Involving Boundary Conditions | p. 242 |
The Homogeneous Property of the Euler Equations | p. 245 |
Index | p. 247 |
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