原版英文书 第二版
* k7 U7 d# c2 K( w' M8 Ucontents:
/ k# Y/ y% H' g& i- NPreface to the first edition page viii
1 p0 C/ L5 h* d& J0 {Preface to the second edition xi; V/ l6 X5 U: `3 f6 J. C' i# x
1 Introduction 1
, R# s) [, V v2 Parabolic equations in one space variable 7
$ ?1 N0 l$ S @$ s+ h2.1 Introduction 7* ?# Y5 K8 K2 T+ F
2.2 A model problem 7) Q9 O' B5 J+ g
2.3 Series approximation 94 s5 Y4 B$ I) e% E) t
2.4 An explicit scheme for the model problem 10+ E _: `: {0 \3 o6 Y" [
2.5 Difference notation and truncation error 122 }: O ]8 H: d( o! b
2.6 Convergence of the explicit scheme 16
* A& j6 R7 b- V" w2.7 Fourier analysis of the error 19
+ Y) Y4 |3 R4 G7 n% z$ C% q( x2.8 An implicit method 22
* {8 a* ~ c) b$ E" b9 T2 C2.9 The Thomas algorithm 24
8 |2 \ t+ b8 ~2 v5 ?3 \; d2.10 The weighted average or θ-method 26
" a4 I# D2 o1 _$ \/ |5 A& l. `2.11 A maximum principle and convergence
' d% B6 R' W& U+ @" S/ n5 hfor μ(1−θ)≤ 1" }: N4 G1 m4 D6 `* k
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2.12 A three-time-level scheme 38
0 ?# }: J/ B+ V" X/ G2.13 More general boundary conditions 39; j! E0 U. [9 K6 }
2.14 Heat conservation properties 44
2 r' a. f6 L, i6 r0 R2.15 More general linear problems 46
/ Q. F$ ~! J. c: J5 i3 R3 f2.16 Polar co-ordinates 52
$ a9 e. ]6 K1 ^9 ]2.17 Nonlinear problems 54
' ~& `2 ^! \+ N3 N! WBibliographic notes 56
; H! E" x, J7 @1 x8 uExercises 56
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5 L) {1 ] r% W0 i: k2 D- Hvi Contents
0 ]8 @ L- C* Y8 @3 L, _3 2-D and 3-D parabolic equations 62+ @3 r# B3 } H, {9 T
3.1 The explicit method in a rectilinear box 62
3 g9 d' W( K; g" F3.2 An ADI method in two dimensions 64
3 K' f, o4 ]1 W4 I+ u3.3 ADI and LOD methods in three dimensions 70' u4 n i9 D4 M5 m! f
3.4 Curved boundaries 71* x9 O$ Z7 ~6 G7 i9 X3 J( x
3.5 Application to general parabolic problems 80
# b: d1 R. }+ w4 X# ^8 {1 DBibliographic notes 83
0 N# s1 z& H. DExercises 83. z; c; C: {& x% b) ]/ x
4 Hyperbolic equations in one space dimension 86
8 B- E4 u0 p0 l4.1 Characteristics 86
% A% m& @! c+ N4 C" _. [4.2 The CFL condition 89
7 s7 q& ]" j7 y. D4.3 Error analysis of the upwind scheme 94
, [3 P y3 i8 Q/ i7 h& A" i4.4 Fourier analysis of the upwind scheme 97* ?4 a0 | d: [0 A2 x
4.5 The Lax–Wendroff scheme 1008 E- Y4 a6 Z" {& C1 P) A2 ?; q
4.6 The Lax–Wendroff method for conservation laws 103" y. `! {: m, K9 s) ~1 W/ ~6 q
4.7 Finite volume schemes 110
$ r+ A+ N7 t: ]+ L2 ?4.8 The box scheme 116
: C5 w/ U( Q2 R4.9 The leap-frog scheme 123
, b8 T7 b9 {( i7 ]4.10 Hamiltonian systems and symplectic
1 f# p8 p8 T, ]: c" fintegration schemes 128
3 i$ I% @; r7 e X9 O8 J9 [2 m4.11 Comparison of phase and amplitude errors 135
6 S: S5 A; f$ o4.12 Boundary conditions and conservation properties 139
" _3 [1 [5 E2 A! ~! {4.13 Extensions to more space dimensions 143
1 u3 Y3 M' d0 {( l( c6 l7 c1 U! _& LBibliographic notes 146
' D. W0 z, y6 b# U) R" V8 s2 lExercises 146$ B1 R& d0 j5 x4 \% Q
5 Consistency, convergence and stability 1516 W& H, ~- e' o+ u) Z% A
5.1 Definition of the problems considered 1511 P& L' P* S/ \$ N8 V
5.2 The finite difference mesh and norms 152; b2 i/ z/ q$ S) x% u
5.3 Finite difference approximations 154$ f+ N7 n& H6 h% \3 S
5.4 Consistency, order of accuracy and convergence 156+ C- a$ q2 d- c; s# i- u* U$ ^
5.5 Stability and the Lax Equivalence Theorem 1576 Y" c% i( d0 M$ W5 P& q
5.6 Calculating stability conditions 160
1 T# `* Y+ \, c% `5.7 Practical (strict or strong) stability 166
3 [- A6 F$ N8 C; b+ b5.8 Modified equation analysis 169& x, [- H, T) n w7 l7 Z
5.9 Conservation laws and the energy method of analysis 177- s$ E. W% _, T+ t4 J& P" Z: g/ e
5.10 Summary of the theory 186
2 e5 Y' w/ P$ P; k, K. W2 c/ kBibliographic notes 189
, e. [/ `' Y/ T: P$ o- \Exercises 190
Q& H0 {' f; }Contents vii8 t* K4 T4 u5 w1 S& r$ j2 s3 J3 s7 G
6 Linear second order elliptic equations in& H j5 y' f" W! Q% K$ ?# F
two dimensions 194
: A# ~& `+ _, a. c6.1 A model problem 194
, o7 K3 r6 T0 u0 b6.2 Error analysis of the model problem 195
& v" x' {( l0 a- i0 q6.3 The general diffusion equation 197
" W2 r1 {; P2 q% V$ ?8 i6.4 Boundary conditions on a curved boundary 199
. A" n9 B' m2 G) M6 R ?9 ^ t6.5 Error analysis using a maximum principle 203
- I% { V! D+ W; E ^6.6 Asymptotic error estimates 213
4 i* j: V1 z7 c# I$ N! Y3 f6.7 Variational formulation and the finite3 k6 c. [7 x; w R1 [7 [# z
element method 218
% D2 o( Y: h; z( g/ n6.8 Convection–diffusion problems 224; q* D) j+ @3 o* u5 ?+ \6 J
6.9 An example 2287 o% D8 L- p, q, s( W8 I8 m
Bibliographic notes 231
4 a+ n3 \, m9 b, A! ] LExercises 232
* R- k% r, b' m# z: J6 l7 Iterative solution of linear algebraic equations 235+ p* x" v* F" `# t( K) g( I4 q
7.1 Basic iterative schemes in explicit form 237
9 O3 L" I; Z: o7.2 Matrix form of iteration methods and
( _8 p2 y6 c, S) I: otheir convergence 239. V7 Q- X/ d8 M9 ]- j! S. a" ^1 b
7.3 Fourier analysis of convergence 244
/ {6 Q. o- I% \& `% i7 U4 K. b, M7.4 Application to an example 248+ C: \4 F4 g& l% ^2 W7 t
7.5 Extensions and related iterative methods 250" {- d8 o" B0 }9 c* \5 k
7.6 The multigrid method 252
: p) k( v; k2 E/ R/ S$ @* {7.7 The conjugate gradient method 258/ Z1 A% P4 K+ ?; C! _7 [, e. X
7.8 A numerical example: comparisons 261
% J1 ]( G. H- ~ ~" n1 r: M. |Bibliographic notes 263! I$ D9 Z! x2 }7 V: o0 W
Exercises 263
. U6 Y4 A; P% e6 c. ?0 R; w6 H! N9 gReferences 267
0 l6 [5 d- f& S* [4 AIndex 273 3 R `) Q* ~: m2 B, n8 c2 y8 U
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