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Convex Analysisの二,三の進展について

Preface 1. Introduction 2. Conservation laws and differential equations 3. Characteristics and Riemann problems for linear hyperbolic equations 4. Finite-volume methods 5. Introduction to the CLAWPACK software 6. High resolution methods 7. Boundary conditions and ghost cells 8. Convergence, accuracy, and stability 9. Variable-coefficient linear equations 10. Other approaches to high resolution 11. Nonlinear scalar conservation laws 12. Finite-volume methods for nonlinear scalar conservation laws 13. Nonlinear systems of conservation laws 14. Gas dynamics and the Euler equations 15. Finite-volume methods for nonlinear systems 16. Some nonclassical hyperbolic problems 17. Source terms and balance laws 18. Multidimensional hyperbolic problems 19. Multidimensional numerical methods 20. Multidimensional scalar equations 21. Multidimensional systems 22. Elastic waves 23. Finite-volume methods on quadrilateral grids Bibliography Index.

https://depts.washington.edu/clawpack/book2/sample.pdf

Finite Volume Methods for Hyperbolic Problems

N G van Kampen 1981 Amsterdam: North-Holland xiv + 419 pp price Dfl 180 This is a book which, at a lower price, could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.

https://iopscience.iop.org/article/10.1088/0031-9112/34/4/040/pdf

Stochastic Processes in Physics and Chemistry

to be done in this area. Face recognition is a problem that scarcely clamoured for attention before the computer age but, having surfaced, has involved a wide range of techniques and has attracted the attention of some fine minds (David Mumford was a Fields Medallist in 1974). This singular application of mathematical modelling to a messy applied problem of obvious utility and importance but with no unique solution is a pretty one to share with students: perhaps, returning to the source of our opening quotation, we may invert Duncan's earlier observation, 'There is an art to find the mind's construction in the face!'.

Linear and nonlinear waves, by G. B. Whitham. Pp.636. £50. 1999. ISBN 0 471 35942 4 (Wiley).

We explore in this chapter questions of existence and uniqueness for solutions to stochastic differential equations and offer a study of their properties. This endeavor is really a study of diffusion processes. Loosely speaking, the term diffusion is attributed to a Markov process which has continuous sample paths and can be characterized in terms of its infinitesimal generator.

Stochastic Differential Equations

Nonlinear stability of viscous shock waves

We extend our previous analysis of streamline diffusion finite element methods for hyperbolic systems of conservation laws to include a shock-capturing term adding artificial viscosity depending on the local absolute value of the residual of the finite element solution and the meh size. With this term present, we prove a maximum norm bound for finite element solutionsof Burgers' equation an thus complete an earlier convergence proof for this equation. We further prove, using entropy variables, that a strong limit of finite element solutions is a weak solution of the system of conservation laws and satisfies the entropy inequality asociated with the entropy variables. Results of some numerical experiments for the time-dependent compressible Euler equations in two dimensions are also reported.

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On the convergence of shock-capturing streamline diffusion finite element methods for hyperbolic conservation laws

We prove convergence of the discontinuous Galerkin finite element method with polynomials of arbitrary degree q≥0 on general unstructured meshes for scalar conservation laws in multidimensions. We also prove for systems of conservation laws that limits of discontinuous Galerkin finite element solutions satisfy the entropy inequalities of the system related to convex entropies.

Convergence of the discontinuous galerkin finite element method for hyperbolic conservation laws

We consider a space-time finite element discretization of a time-dependent nonlinear hyperbolic conservation law in one space dimension (Burgers' equation). The finite element method is higher-order accurate and is a Petrov-Galerkin method based on the so-called streamline diffusion modification of the test functions giving added stability. We first prove that if a sequence of finite element solutions converges boundedly almost everywhere (as the mesh size tends to zero) to a function u, then u is an entropy solution of the conservation law. This result may be extended to systems of conservation laws with convex entropy in several dimensions. We then prove, using a compensated compactness result of Murat-Tartar, that if the finite element solutions are uniformly bounded then a subsequence will converge to an entropy solution of Burgers' equation. We also consider a further modification of the test functions giving a method with improved shock capturing. Finally, we present the results of some numerical experiments.

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On the convergence of a finite element method for a nonlinear hyperbolic conservation law

We prove a posteriori error estimates for a finite element method for systems of strictly hyperbolic conservation laws in one space dimension, and design corresponding adaptive methods. The proof of the a posteriori error estimates is based on a strong stability estimate for an associated dual problem, together with the Galerkin orthogonality of the finite-element method. The strong stability estimate uses the entropy condition for the system in an essential way. ©1995 John Wiley & Sons, Inc.

Anders Szepessy

Papers

Nonlinear stability of viscous shock waves

On the convergence of shock-capturing streamline diffusion finite element methods for hyperbolic conservation laws

Convergence of the discontinuous galerkin finite element method for hyperbolic conservation laws

On the convergence of a finite element method for a nonlinear hyperbolic conservation law

Adaptive finite element methods for conservation laws based on a posteriori error estimates