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...
Clasificación: | Libro Electrónico |
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Autor Corporativo: | |
Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Dordrecht :
Springer Netherlands : Imprint: Springer,
2008.
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Edición: | 1st ed. 2008. |
Colección: | Computational Methods in Applied Sciences,
16 |
Temas: | |
Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- 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.