原版英文书 第二版
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Preface to the first edition page viii& v. N3 j7 \6 g* t6 a
Preface to the second edition xi
7 ?9 \, V8 I7 W* V- `$ K. _$ {! D1 Introduction 1: o: {+ `( O- ^, e
2 Parabolic equations in one space variable 7
8 R; L' E# w9 ]+ i2.1 Introduction 7$ v2 q$ U! @; Z I
2.2 A model problem 7+ C& p f6 }/ r2 D* n+ q" @
2.3 Series approximation 9# h1 ~# I( ^1 H/ w) o
2.4 An explicit scheme for the model problem 105 K0 V- ~1 ]( A
2.5 Difference notation and truncation error 124 Q+ i& L7 z" m
2.6 Convergence of the explicit scheme 163 z" o) ]3 v2 ~0 `. O
2.7 Fourier analysis of the error 19. b, ]' d6 \& q+ l8 `- ?
2.8 An implicit method 22$ ~- x3 e/ n7 x! H1 f6 t# ^7 Y* s
2.9 The Thomas algorithm 243 W) B8 n$ i9 d, {8 Q) B
2.10 The weighted average or θ-method 26
/ c8 Z! D- z3 r0 U( a" p6 _2.11 A maximum principle and convergence1 T$ ~+ Y& [. ^
for μ(1−θ)≤ 1" ?6 Z- Q" L7 s* o ~
2 33
* ]$ t; @$ d; K' p5 h, h2.12 A three-time-level scheme 38
9 s* D: U: g8 |- e* [4 f6 D2 L2.13 More general boundary conditions 39, I/ ~9 ?6 s( e T! X
2.14 Heat conservation properties 44" i$ r7 x4 G5 _% D
2.15 More general linear problems 46
$ B T" p% x$ u% Q& l) F2.16 Polar co-ordinates 52; i: Z4 B0 Z7 l- r) M" \' F6 ~
2.17 Nonlinear problems 54& a" M' |' U) P. D* }: S! D8 i
Bibliographic notes 563 J+ v: n, r" I5 B; I5 z7 `
Exercises 56
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( I4 d8 A1 P& E! X! h8 Mvi Contents
3 |1 ~1 w- W, v I% L1 k3 2-D and 3-D parabolic equations 62% A- ]" h% c0 h7 y1 I, g) c% {
3.1 The explicit method in a rectilinear box 62
* ~: G: R' r/ i. q7 G# v3.2 An ADI method in two dimensions 642 O9 Z6 c, }$ p% [7 w$ d5 M( J8 m
3.3 ADI and LOD methods in three dimensions 70
" w9 `+ O* B* v% |" e3.4 Curved boundaries 71
" D/ l. n3 {% H9 b, g3.5 Application to general parabolic problems 80
, \: K$ O( U) l2 T% P+ n( bBibliographic notes 83
2 d. o! K# q2 H; ~( OExercises 83( j2 W" P+ [; H; N3 i
4 Hyperbolic equations in one space dimension 86- U/ S" T( |4 V k6 v9 `( \1 ]
4.1 Characteristics 86! `8 \; A# v: R8 K6 b
4.2 The CFL condition 893 l: v! c1 ^5 A k% N8 J( r
4.3 Error analysis of the upwind scheme 94
" M8 m' ]1 F7 g% h# w4.4 Fourier analysis of the upwind scheme 97 p1 J* P) U! P$ O+ `; _
4.5 The Lax–Wendroff scheme 100
8 g. N$ ]& Y% Q8 h$ \* ^4.6 The Lax–Wendroff method for conservation laws 103/ S4 m1 g% x6 n
4.7 Finite volume schemes 110
i* t/ z5 g- w6 v; C4.8 The box scheme 1166 q2 h! `' D! c7 {9 r
4.9 The leap-frog scheme 123
. D% q) ?+ {8 z6 _4.10 Hamiltonian systems and symplectic5 z' ~9 e( g! ]/ T0 y9 g
integration schemes 128
8 N! P9 T1 s" e1 m2 x/ c) P4.11 Comparison of phase and amplitude errors 135
: ^/ e) m& j& H/ E1 p4.12 Boundary conditions and conservation properties 139/ N |" p2 O; S/ k4 r. A. z6 [
4.13 Extensions to more space dimensions 143
/ L+ Y9 x. k$ QBibliographic notes 1462 L8 _" k& _$ U6 @
Exercises 146' z; I5 x% z7 k
5 Consistency, convergence and stability 151 V5 e& D" G, W6 g* J, a. ~: [9 r
5.1 Definition of the problems considered 151
b, m/ b( ^) v8 M# Y4 R5.2 The finite difference mesh and norms 152% N2 k+ S" V% a/ H, l( ?+ {$ H
5.3 Finite difference approximations 154# L5 H" V& v A Z) j4 b8 W
5.4 Consistency, order of accuracy and convergence 156
: s' f5 _2 d. o$ ?" k5.5 Stability and the Lax Equivalence Theorem 1575 A8 R! F" ^; N( V) ?
5.6 Calculating stability conditions 1607 w2 ~3 G% ~# `+ A2 X
5.7 Practical (strict or strong) stability 1664 d# U* z) X% {, w. P# ~
5.8 Modified equation analysis 169
4 P, R9 `0 g$ m$ f* O+ A7 T$ v5.9 Conservation laws and the energy method of analysis 177. m0 u% K5 ]0 r- q! y2 |! u
5.10 Summary of the theory 1862 K' @; z. u6 F8 O. z% z4 I8 Z# `8 N
Bibliographic notes 189
& U0 k! g* n( q0 R) OExercises 190) b4 u* Z) ^5 q8 `( E. Z! [
Contents vii
% _) V7 l' f5 q7 D: p) l6 h6 Linear second order elliptic equations in1 ^, U8 F( ^8 S! N9 b: n* r( X
two dimensions 194
! X2 J8 k/ h9 N# a0 h2 m6.1 A model problem 1944 T5 A* k, d d! E% t
6.2 Error analysis of the model problem 195
$ L$ {4 x# f9 b6.3 The general diffusion equation 197* ]% q8 ?+ y( S! H
6.4 Boundary conditions on a curved boundary 199: U2 ?" P/ ~+ T# |, d
6.5 Error analysis using a maximum principle 203' Y* w- K z' [" n/ r
6.6 Asymptotic error estimates 213. p. b5 X8 C6 x q
6.7 Variational formulation and the finite" Z* u g2 B/ v7 W# N
element method 218; n, N6 C& _5 @) `- o, N7 z
6.8 Convection–diffusion problems 224, {9 E8 l2 y: e+ k8 }( l
6.9 An example 228
! r5 v% R/ T' K% uBibliographic notes 231$ Q2 M1 I! c' a& x4 m; o# G
Exercises 232
- a2 q i4 Q; V% V3 F$ L5 w7 Iterative solution of linear algebraic equations 235; b8 w' i, F: ^
7.1 Basic iterative schemes in explicit form 237
8 S6 n3 h+ R& d# N: t' A: g' D% _7.2 Matrix form of iteration methods and. c1 B$ c* }6 v n9 O* w
their convergence 2394 r- o! o/ x1 p% q
7.3 Fourier analysis of convergence 244+ F0 n% g3 N4 Q4 e5 q9 F
7.4 Application to an example 2483 S$ o; g$ J6 L7 [6 i8 \5 k
7.5 Extensions and related iterative methods 250
# J3 y+ b4 g; ^3 f' I# m: W7.6 The multigrid method 252( A1 N: a, Q" `3 x5 q# }$ R' i
7.7 The conjugate gradient method 2582 k. k, F( U1 K" Q6 x2 x: b U
7.8 A numerical example: comparisons 261$ D4 y5 b+ ?& P, K- f; T+ I
Bibliographic notes 263
1 `3 w6 s2 V6 Y0 g# x2 ^Exercises 263, s6 z" P# y; M1 z& W
References 267
' P4 P( i& y; z0 j6 RIndex 273 " l) R* y" Y0 O$ _! h- J1 }
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