0.
Preliminaries
A. Preface
B. Some Comments on Style
I.
Introduction
A. Overview
B. The Art of Computational Sciences
II.
Basic Tools
A. Introduction
B. Essential Concepts
1. Discrete Representations
2. Interpolation/Extrapolation
3. Types of Error
4. Discretization Error
5. Algorithmic Error
C. Interpolation/Extrapolation
1. Lagrange Interpolation
2. Piecewise Interpolation
3. Rational Function Approximation
4. Fourier and Chebyshev Interprolation
D. Numerical Differentiation
1. Introduction to Finite Differences
2. Low-order Approximation
3. High-order Approximation
E. Numerical Integration
1. General-purpose Quadrature
2. High Efficiency Quadrature
3. Stochastic Quadrature
F. Basic Tools Projects
III.
Ordinary Differential
Equations
A. Overview
1. Introduction
2. IVPs verses BVPs
3. Summary of ODE-IVP Methods
B. Initial Values Problems -- Basic Methods and
Issues
1. Euler’s Method
2. Stability
3. Backward Euler & Centered Schemes
4. Handling Implicitness
5. Simulation Examples
6. Basic Multi-Step Methods
C. Initial Value Problems -- One-Step Methods
1. Runge-Kutta Methods
2. Bulirsch-Stoer Method
3. Simulation Examples
4. Exponential Fitting Methods
D. Initial Value Problems -- Multi-Step Methods
1. Introduction
2. Adams-Bashforth-Moulton Methods
E. ODE Systems
1. Solving ODE Systems
2. Stiffness
3. Stiff Bulirsch-Stoer Method
4. Gear’s Methods
5. Simulation Example |
6. Asymptotic Approach
7. Oscillatory Behavior
F. Two-Point Boundary Value Problems
1. Shooting Methods
2. Implicit Methods
G. ODE Projects
IV. Partial Differential Equations: Finite-
Difference Methods
A. Overview
B. Parabolic PDEs
1. Diffusion Equation
2. A Low-Order Method
3. Stability
4. Crank-Nicolson
5. Compact Methods
6. Simulation examples: 1-D
7. Scalar Implicit Methods
8. Splitting Methods
9. Simulation examples: 2-D
C. Elliptic PDEs
1. Introduction
2. Relaxation Methods
3. Simulation Examples
4. Nonlinear Problems
5. Multi-Grid Approach
6. Conjugate-Gradient Method
7. Fast Direct Methods
8. Non-Uniform Grids
D. Hyperbolic PDEs
1. Wave Equation
2. Numerical Diffusion and
Dispersion
3. Low-Order Explicit Methods
4. High-Order Schemes
5. Flux-Corrected Transport
Algorithm
6. Simulation example
7. Nonlinear Problems
E. PDE Projects
V. Partial Differential
Equations: short introduction to Basis-Function
Expansion
Methods
A. Basics Function expansion Methods
B. Finite Element Method: Elliptic PDEs
1. Finite Elements in One
Dimension
C. Spectral Method: Hyperbolic PDEs
1. Introduction to the Spectral
Method
VI. References
VII. Appendices
A. Tridiagonal Systems
1. Algorithms
2. Examples
B. Vector Algebra and Vector Calculus
C. Input/Output
D. Project Guidelines |