Asymptotic And Stationary Preserving Schemes For Kinetic And Hyperbolic Partial Differential Equations
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Asymptotic And Stationary Preserving Schemes For Kinetic And Hyperbolic Partial Differential Equations
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Author : Farah Kanbar
language : en
Publisher: BoD – Books on Demand
Release Date : 2023-05-09
Asymptotic And Stationary Preserving Schemes For Kinetic And Hyperbolic Partial Differential Equations written by Farah Kanbar and has been published by BoD – Books on Demand this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-09 with Mathematics categories.
In this thesis, we are interested in numerically preserving stationary solutions of balance laws. We start by developing finite volume well-balanced schemes for the system of Euler equations and the system of Magnetohydrodynamics (MHD) equations with gravitational source term. Since fluid models and kinetic models are related, this leads us to investigate Asymptotic Preserving (AP) schemes for kinetic equations and their ability to preserve stationary solutions. In an attempt to mimic our result for kinetic equations in the context of fluid models, for the isentropic Euler equations we developed an AP scheme in the limit of the Mach number going to zero. The properties of the schemes we developed and its criteria are validated numerically by various test cases from the literature.
High Order Nonlinear Numerical Schemes For Evolutionary Pdes
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Author : Rémi Abgrall
language : en
Publisher: Springer
Release Date : 2014-05-19
High Order Nonlinear Numerical Schemes For Evolutionary Pdes written by Rémi Abgrall and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-19 with Mathematics categories.
This book collects papers presented during the European Workshop on High Order Nonlinear Numerical Methods for Evolutionary PDEs (HONOM 2013) that was held at INRIA Bordeaux Sud-Ouest, Talence, France in March, 2013. The central topic is high order methods for compressible fluid dynamics. In the workshop, and in this proceedings, greater emphasis is placed on the numerical than the theoretical aspects of this scientific field. The range of topics is broad, extending through algorithm design, accuracy, large scale computing, complex geometries, discontinuous Galerkin, finite element methods, Lagrangian hydrodynamics, finite difference methods and applications and uncertainty quantification. These techniques find practical applications in such fields as fluid mechanics, magnetohydrodynamics, nonlinear solid mechanics, and others for which genuinely nonlinear methods are needed.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2003
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Mathematics categories.
Hyperbolic Systems Of Conservation Laws
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Author : Philippe G. LeFloch
language : en
Publisher: Springer Science & Business Media
Release Date : 2002-07-01
Hyperbolic Systems Of Conservation Laws written by Philippe G. LeFloch and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-07-01 with Mathematics categories.
This book examines the well-posedness theory for nonlinear hyperbolic systems of conservation laws, recently completed by the author together with his collaborators. It covers the existence, uniqueness, and continuous dependence of classical entropy solutions. It also introduces the reader to the developing theory of nonclassical (undercompressive) entropy solutions. The systems of partial differential equations under consideration arise in many areas of continuum physics.
Optimal Transport For Applied Mathematicians
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Author : Filippo Santambrogio
language : en
Publisher: Birkhäuser
Release Date : 2015-10-17
Optimal Transport For Applied Mathematicians written by Filippo Santambrogio and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-10-17 with Mathematics categories.
This monograph presents a rigorous mathematical introduction to optimal transport as a variational problem, its use in modeling various phenomena, and its connections with partial differential equations. Its main goal is to provide the reader with the techniques necessary to understand the current research in optimal transport and the tools which are most useful for its applications. Full proofs are used to illustrate mathematical concepts and each chapter includes a section that discusses applications of optimal transport to various areas, such as economics, finance, potential games, image processing and fluid dynamics. Several topics are covered that have never been previously in books on this subject, such as the Knothe transport, the properties of functionals on measures, the Dacorogna-Moser flow, the formulation through minimal flows with prescribed divergence formulation, the case of the supremal cost, and the most classical numerical methods. Graduate students and researchers in both pure and applied mathematics interested in the problems and applications of optimal transport will find this to be an invaluable resource.
Discontinuous Galerkin Methods
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Author : Bernardo Cockburn
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Discontinuous Galerkin Methods written by Bernardo Cockburn and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
A class of finite element methods, the Discontinuous Galerkin Methods (DGM), has been under rapid development recently and has found its use very quickly in such diverse applications as aeroacoustics, semi-conductor device simula tion, turbomachinery, turbulent flows, materials processing, MHD and plasma simulations, and image processing. While there has been a lot of interest from mathematicians, physicists and engineers in DGM, only scattered information is available and there has been no prior effort in organizing and publishing the existing volume of knowledge on this subject. In May 24-26, 1999 we organized in Newport (Rhode Island, USA), the first international symposium on DGM with equal emphasis on the theory, numerical implementation, and applications. Eighteen invited speakers, lead ers in the field, and thirty-two contributors presented various aspects and addressed open issues on DGM. In this volume we include forty-nine papers presented in the Symposium as well as a survey paper written by the organiz ers. All papers were peer-reviewed. A summary of these papers is included in the survey paper, which also provides a historical perspective of the evolution of DGM and its relation to other numerical methods. We hope this volume will become a major reference in this topic. It is intended for students and researchers who work in theory and application of numerical solution of convection dominated partial differential equations. The papers were written with the assumption that the reader has some knowledge of classical finite elements and finite volume methods.
Factorization Of Non Symmetric Operators And Exponential H Theorem
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Author : Maria Pia Gualdani
language : en
Publisher:
Release Date : 2017
Factorization Of Non Symmetric Operators And Exponential H Theorem written by Maria Pia Gualdani and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017 with Banach spaces categories.
We present an abstract method for deriving decay estimates on the resolvents and semigroups of non-symmetric operators in Banach spaces, in terms of estimates in another smaller reference Banach space. The core of the method is a high-order quantitative factorization argument on the resolvents and semigroups, and it makes use of a semigroup commutator condition of regularization. We then apply this approach to the Fokker-Planck equation, to the kinetic Fokker-Planck equation in the torus, and to the linearized Boltzmann equation in the torus. Thanks to the latter results and to a non-symmetric energy method, we obtain the first constructive proof of exponential decay, with sharp rate, towards global equilibrium for the full non-linear Boltzmann equation for hard spheres, conditionally to some smoothness and (polynomial) moment estimates; this solves a conjecture about the optimal decay rate of the relative entropy in the H-theorem -- back cover.
Finite Difference Methods In Financial Engineering
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Author : Daniel J. Duffy
language : en
Publisher: John Wiley & Sons
Release Date : 2013-10-28
Finite Difference Methods In Financial Engineering written by Daniel J. Duffy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-28 with Business & Economics categories.
The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.
Numerical Approximation Of Partial Differential Equations
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Author : Alfio Quarteroni
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-02-11
Numerical Approximation Of Partial Differential Equations written by Alfio Quarteroni and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-02-11 with Mathematics categories.
Everything is more simple than one thinks but at the same time more complex than one can understand Johann Wolfgang von Goethe To reach the point that is unknown to you, you must take the road that is unknown to you St. John of the Cross This is a book on the numerical approximation ofpartial differential equations (PDEs). Its scope is to provide a thorough illustration of numerical methods (especially those stemming from the variational formulation of PDEs), carry out their stability and convergence analysis, derive error bounds, and discuss the algorithmic aspects relative to their implementation. A sound balancing of theoretical analysis, description of algorithms and discussion of applications is our primary concern. Many kinds of problems are addressed: linear and nonlinear, steady and time-dependent, having either smooth or non-smooth solutions. Besides model equations, we consider a number of (initial-) boundary value problems of interest in several fields of applications. Part I is devoted to the description and analysis of general numerical methods for the discretization of partial differential equations. A comprehensive theory of Galerkin methods and its variants (Petrov Galerkin and generalized Galerkin), as wellas ofcollocationmethods, is devel oped for the spatial discretization. This theory is then specified to two numer ical subspace realizations of remarkable interest: the finite element method (conforming, non-conforming, mixed, hybrid) and the spectral method (Leg endre and Chebyshev expansion).
Lattice Boltzmann Method And Its Application In Engineering
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Author : Zhaoli Guo
language : en
Publisher: World Scientific
Release Date : 2013-03-25
Lattice Boltzmann Method And Its Application In Engineering written by Zhaoli Guo and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-25 with Technology & Engineering categories.
Lattice Boltzmann method (LBM) is a relatively new simulation technique for the modeling of complex fluid systems and has attracted interest from researchers in computational physics. Unlike the traditional CFD methods, which solve the conservation equations of macroscopic properties (i.e., mass, momentum, and energy) numerically, LBM models the fluid consisting of fictive particles, and such particles perform consecutive propagation and collision processes over a discrete lattice mesh.This book will cover the fundamental and practical application of LBM. The first part of the book consists of three chapters starting form the theory of LBM, basic models, initial and boundary conditions, theoretical analysis, to improved models. The second part of the book consists of six chapters, address applications of LBM in various aspects of computational fluid dynamic engineering, covering areas, such as thermo-hydrodynamics, compressible flows, multicomponent/multiphase flows, microscale flows, flows in porous media, turbulent flows, and suspensions.With these coverage LBM, the book intended to promote its applications, instead of the traditional computational fluid dynamic method.