Finite Element Methods For Partial Integro Differential Equations
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Finite Element Methods For Partial Integro Differential Equations
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Author : Catherine Elizabeth Greenwell
language : en
Publisher:
Release Date : 1982
Finite Element Methods For Partial Integro Differential Equations written by Catherine Elizabeth Greenwell and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Finite element method categories.
Finite Element Methods For Integrodifferential Equations
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Author : Chuan Miao Chen
language : en
Publisher: World Scientific
Release Date : 1998-02-28
Finite Element Methods For Integrodifferential Equations written by Chuan Miao Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-02-28 with Mathematics categories.
Recently, there has appeared a new type of evaluating partial differential equations with Volterra integral operators in various practical areas. Such equations possess new physical and mathematical properties. This monograph systematically discusses application of the finite element methods to numerical solution of integrodifferential equations. It will be useful for numerical analysts, mathematicians, physicists and engineers. Advanced undergraduates and graduate students should also find it beneficial.
An Introduction To The Finite Element Method For Differential Equations
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Author : Mohammad Asadzadeh
language : en
Publisher: John Wiley & Sons
Release Date : 2020-08-27
An Introduction To The Finite Element Method For Differential Equations written by Mohammad Asadzadeh 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 2020-08-27 with Mathematics categories.
Master the finite element method with this masterful and practical volume An Introduction to the Finite Element Method (FEM) for Differential Equations provides readers with a practical and approachable examination of the use of the finite element method in mathematics. Author Mohammad Asadzadeh covers basic FEM theory, both in one-dimensional and higher dimensional cases. The book is filled with concrete strategies and useful methods to simplify its complex mathematical contents. Practically written and carefully detailed, An Introduction to the Finite Element Method covers topics including: An introduction to basic ordinary and partial differential equations The concept of fundamental solutions using Green's function approaches Polynomial approximations and interpolations, quadrature rules, and iterative numerical methods to solve linear systems of equations Higher-dimensional interpolation procedures Stability and convergence analysis of FEM for differential equations This book is ideal for upper-level undergraduate and graduate students in natural science and engineering. It belongs on the shelf of anyone seeking to improve their understanding of differential equations.
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.
The Finite Element Method Theory Implementation And Applications
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Author : Mats G. Larson
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-01-13
The Finite Element Method Theory Implementation And Applications written by Mats G. Larson 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 2013-01-13 with Computers categories.
This book gives an introduction to the finite element method as a general computational method for solving partial differential equations approximately. Our approach is mathematical in nature with a strong focus on the underlying mathematical principles, such as approximation properties of piecewise polynomial spaces, and variational formulations of partial differential equations, but with a minimum level of advanced mathematical machinery from functional analysis and partial differential equations. In principle, the material should be accessible to students with only knowledge of calculus of several variables, basic partial differential equations, and linear algebra, as the necessary concepts from more advanced analysis are introduced when needed. Throughout the text we emphasize implementation of the involved algorithms, and have therefore mixed mathematical theory with concrete computer code using the numerical software MATLAB is and its PDE-Toolbox. We have also had the ambition to cover some of the most important applications of finite elements and the basic finite element methods developed for those applications, including diffusion and transport phenomena, solid and fluid mechanics, and also electromagnetics.
Mesh Methods
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Author : Viktor A. Rukavishnikov
language : en
Publisher: MDPI
Release Date : 2021-03-29
Mesh Methods written by Viktor A. Rukavishnikov and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-29 with Mathematics categories.
Mathematical models of various natural processes are described by differential equations, systems of partial differential equations and integral equations. In most cases, the exact solution to such problems cannot be determined; therefore, one has to use grid methods to calculate an approximate solution using high-performance computing systems. These methods include the finite element method, the finite difference method, the finite volume method and combined methods. In this Special Issue, we bring to your attention works on theoretical studies of grid methods for approximation, stability and convergence, as well as the results of numerical experiments confirming the effectiveness of the developed methods. Of particular interest are new methods for solving boundary value problems with singularities, the complex geometry of the domain boundary and nonlinear equations. A part of the articles is devoted to the analysis of numerical methods developed for calculating mathematical models in various fields of applied science and engineering applications. As a rule, the ideas of symmetry are present in the design schemes and make the process harmonious and efficient.
Multiphysics Modeling With Finite Element Methods
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Author : William B J Zimmerman
language : en
Publisher: World Scientific Publishing Company
Release Date : 2006-10-25
Multiphysics Modeling With Finite Element Methods written by William B J Zimmerman and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-10-25 with Technology & Engineering categories.
Finite element methods for approximating partial differential equations that arise in science and engineering analysis find widespread application. Numerical analysis tools make the solutions of coupled physics, mechanics, chemistry, and even biology accessible to the novice modeler. Nevertheless, modelers must be aware of the limitations and difficulties in developing numerical models that faithfully represent the system they are modeling.This textbook introduces the intellectual framework for modeling with Comsol Multiphysics, a package which has unique features in representing multiply linked domains with complex geometry, highly coupled and nonlinear equation systems, and arbitrarily complicated boundary, auxiliary, and initial conditions. But with this modeling power comes great opportunities and great perils.Progressively, in the first part of the book the novice modeler develops an understanding of how to build up complicated models piecemeal and test them modularly. The second part of the book introduces advanced analysis techniques. The final part of the book deals with case studies in a broad range of application areas including nonlinear pattern formation, thin film dynamics and heterogeneous catalysis, composite and effective media for heat, mass, conductivity, and dispersion, population balances, tomography, multiphase flow, electrokinetic, microfluidic networks, plasma dynamics, and corrosion chemistry.As a revision of Process Modeling and Simulation with Finite Element Methods, this book uses the very latest features of Comsol Multiphysics. There are new case studies on multiphase flow with phase change, plasma dynamics, electromagnetohydrodynamics, microfluidic mixing, and corrosion. In addition, major improvements to the level set method for multiphase flow to ensure phase conservation is introduced.
Topics In Integral And Integro Differential Equations
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Author : Harendra Singh
language : en
Publisher: Springer Nature
Release Date : 2021-03-15
Topics In Integral And Integro Differential Equations written by Harendra Singh and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-15 with Technology & Engineering categories.
This book includes different topics associated with integral and integro-differential equations and their relevance and significance in various scientific areas of study and research. Integral and integro-differential equations are capable of modelling many situations from science and engineering. Readers should find several useful and advanced methods for solving various types of integral and integro-differential equations in this book. The book is useful for graduate students, Ph.D. students, researchers and educators interested in mathematical modelling, applied mathematics, applied sciences, engineering, etc. Key Features • New and advanced methods for solving integral and integro-differential equations • Contains comparison of various methods for accuracy • Demonstrates the applicability of integral and integro-differential equations in other scientific areas • Examines qualitative as well as quantitative properties of solutions of various types of integral and integro-differential equations
Finite Element Methods For Integrodifferential Equations
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Author : Chuanmiao Chen
language : en
Publisher: World Scientific
Release Date : 1998
Finite Element Methods For Integrodifferential Equations written by Chuanmiao Chen and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Mathematics categories.
Recently, there has appeared a new type of evaluating partial differential equations with Volterra integral operators in various practical areas. Such equations possess new physical and mathematical properties. This monograph systematically discusses application of the finite element methods to numerical solution of integrodifferential equations. It will be useful for numerical analysts, mathematicians, physicists and engineers. Advanced undergraduates and graduate students should also find it beneficial.
Analytical And Numerical Methods For Volterra Equations
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Author : Peter Linz
language : en
Publisher: SIAM
Release Date : 1985-07-01
Analytical And Numerical Methods For Volterra Equations written by Peter Linz and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985-07-01 with Mathematics categories.
Presents integral equations methods for the solution of Volterra equations for those who need to solve real-world problems.