Advanced Topics in Computational Partial Differential Equations

Advanced Topics in Computational Partial Differential Equations

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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 a€˜computea€™ 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


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