Domain decomposition methods are designed to allow the effective numerical solution of partial differential equations on parallel computer architectures. They comprise a relatively new field of study but have already found important applications in many branches of physics and engineering. In this book the authors illustrate the basic mathematical concepts behind domain decomposition, looking at a large variety of boundary value problems. Contents include symmetric elliptic equations, advection-diffusion equations, the elasticity problem, the Stokes problem for incompressible and compressible...

The finite element method is a numerical method widely used in engineering. Experience shows that unreliable computation can lead to very serious consequences. Hence reliability questions stand are at the forefront of engineering and theoretical interests. This book presents the mathematical theory of the finite element method and is the first to focus on the questions of how reliable computed results really are. It addresses among other topics the local behaviour, errors caused by pollution, superconvergence, and optimal meshes. Many computational examples illustrate the importance of the...

This book is an introduction to the mathematical analysis of p- and hp-finite elements applied to elliptic problems in solid and fluid mechanics. In the last decade the p-, hp-, and spectral element methods have emerged as efficient and robust approximation methods for several classes of problems in this area. The aim of this book is to establish the exponential convergence of such methods for problems with the piecewise analytic solutions which typically arise in engineering. It looks at the variational formulation of boundary value problems with particular emphasis on the regularity of the...

In recent years, certain forms of the Boltzmann equation--now going by the name of "Lattice Boltzmann equation" (LBE)--have emerged which relinquish most mathematical complexities of the true Boltzmann equation without sacrificing physical fidelity in the description of complex fluid motion. This book provides the first detailed survey of LBE theory and its major applications to date. Accessible to a broad audience of scientists dealing with complex system dynamics, the book also portrays future developments in allied areas of science where fluid motion plays a distinguished role.

Toeplitz and Toeplitz-related systems arise in a variety of applications in mathematics and engineering, especially in signal and image processing. This book deals primarily with iterative methods for solving Toeplitz and Toeplitz-related linear systems, discussing both the algorithms and their convergence theories. A basic knowledge of real analysis, elementary numerical analysis and linear algebra is assumed. The first part of the book (chapters one and two) gives a brief review of some terms and results in linear algebra and the conjugate gradient method, which are important topics for...

This book is concerned with mathematical and numerical methods for compressible flow. It aims to provide the reader with a sufficiently detailed and extensive, mathematically precise, but comprehensible guide, through a wide spectrum of mathematical and computational methods used in Computational Fluid Dynamics (CFD) for the numerical simulation of compressible flow.
Up-to-date techniques applied in the numerical solution of inviscid as well as viscous compressible flow on unstructured meshes are explained, thus allowing the simulation of complex three-dimensional technically relevant...

This is the first book on constructive methods for, and applications of orthogonal polynomials, and the first available collection of relevant Matlab codes. The book begins with a concise introduction to the theory of polynomials orthogonal on the real line (or a portion thereof), relative to a positive measure of integration. Topics which are particularly relevant to computation are emphasized. The second chapter develops computational methods for generating the coefficients in the basic three-term recurrence relation. The methods are of two kinds: moment-based methods and discretization...

Intersecting two large research areas--numerical analysis and applied probability/quering theory--this book is a self -contained introduction to the numerical solution of structured Markov chains, which have a wide applicability in queueing theory and stochastic modeling. Aimed at graduates and researchers in numerical analysis, applied mathematics, probability, engineering and computer science it provides a thorough overview of the current literature. The book, consisting of nine chapters, is presented in three parts. Part 1 covers a basic description of the fundamental concepts related to...

Spectral methods have long been popular in direct and large eddy simulation of turbulent flows, but their use in areas with complex-geometry computational domains has historically been much more limited. More recently the need to find accurate solutions to the viscous flow equations around complex configurations has led to the development of high-order discretization procedures on unstructured meshes, which are also recognized as more efficient for solution of time-dependent oscillatory solutions over long time periods. Here Karniadakis and Sherwin present a much-updated and expanded version...

As scientific technology becomes increasingly more sophisticated, numerical analysts, mathematicians, and engineers have to solve larger and larger problems, necessitating the use of parallel computers. This book presents an up-to-date exposition of the current state of the art of numerical methods for solving ordinary equations in a parallel computing environment. Although the main focus is on problems of initial value type, boundary value problems and partial differentiation equations are also covered. Other chapters are devoted to the parallel solution of linear systems of equation,...