Partial differential equations: Modeling, analysis and numerical approximation (Q896047)

This book presents both a theoretical and a numerical approach to partial differential equations. From theoretical viewpoint, the book introduces the reader to the three main classes of partial differential equations: elliptic, parabolic and hyperbolic equations. These three classes of equations are subject to numerical treatment through finite difference, finite element and finite volume method. The book contains ten chapters. Chapter 1 presents several mathematical models taken from real life situations which motivate the use of partial differential equations. Chapter 2 introduces the reader to finite difference method which is applied to one and two dimensional problems. Here, the convergence of the method is rigorously proved. Chapter 3 is concerned with the main mathematical tools required in theoretical numerical analysis. Here, the reader is reminded of the general properties of Hilbert or function spaces, distribution and Sobolev spaces. Chapter 4 contains a study of the variational formulation for elliptic problems. Here, the general methods for existence and uniqueness of a weak solution are rigorously presented. In Chapter 5, the authors provide a systematic presentation of the finite element method for linear elliptic problems. For the sake of clarity, the presentation is done in a two dimensional setting. Here, the authors present the convergence results in the case of Lagrange rectangular element. Barycentric coordinates are then introduced in order to describe Lagrange triangular finite elements of degree up to three. Chapter 7 contains a study of the heat equation. Maximum principle, existence and uniqueness of regular solutions, energy estimates, variational setting and weak solutions, heat kernels are all described. Chapter 8 deals with the numerical approximation for the heat equation introduced in Chapter 7. Several finite difference schemes are described and their convergence is analysed. Chapter 9 discusses the wave equation. The existence and uniqueness of a regular and weak solution for the continuous problem is presented. Then, a numerical approximation through finite difference method is described. Chapter 10 deals with the finite volume method for elliptic and transport problems. Several linear finite volume schemes are discussed in terms of stability, consistency and convergence. The book appeals to graduate students as well as to researchers in any field of pure and applied mathematics who want to be introduced to numerical approximation method for PDEs through a rigorous approach.