A gentle introduction to advanced topics such as parallel computing, multigrid methods, and special methods for systems of PDEs. The goal of all chapters is to acomputea solutions to problems, hence algorithmic and software issues play a central role. All software examples use the Diffpack programming environment - some experience with Diffpack is required. There are also some chapters covering complete applications, i.e., the way from a model, expressed as systems of PDEs, through to discretization methods, algorithms, software design, verification, and computational examples. Suitable for readers with a background in basic finite element and finite difference methods for partial differential equations.O. Skavhaugaquot;, B. F. Nielsena, and A. Tveitoa * Simula Research Laboratory * Department of Informatics, University of Oslo 12.1 Introduction Analytical solutions of the mathematical equations modeling the behavior of financial derivatives, likeanbsp;...

Title | : | Advanced Topics in Computational Partial Differential Equations |

Author | : | Hans Petter Langtangen, Aslak Tveito |

Publisher | : | Springer Science & Business Media - 2012-09-22 |

Continue