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

Boundary conditions for direct simulations of compressible viscous flows

This comprehensive text and reference work on numerical weather prediction, first published in 2002, covers not only methods for numerical modeling, but also the important related areas of data assimilation and predictability. It incorporates all aspects of environmental computer modeling including an historical overview of the subject, equations of motion and their approximations, a modern and clear description of numerical methods, and the determination of initial conditions using weather observations (an important science known as data assimilation). Finally, this book provides a clear discussion of the problems of predictability and chaos in dynamical systems and how they can be applied to atmospheric and oceanic systems. Professors and students in meteorology, atmospheric science, oceanography, hydrology and environmental science will find much to interest them in this book, which can also form the basis of one or more graduate-level courses.

/pdf/atmospheric-modeling-data-assimilation-and-predictability-1qxqadvqdq.pdf

Atmospheric Modeling, Data Assimilation and Predictability

We present an adaptive method based on the idea of multiple, component grids for the solution of hyperbolic partial differential equations using finite difference techniques. Based upon Richardson-type estimates of the truncation error, refined grids are created or existing ones removed to attain a given accuracy for a minimum amount of work. Our approach is recursive in that fine grids can themselves contain even finer grids. The grids with finer mesh width in space also have a smaller mesh width in time, making this a mesh refinement algorithm in time and space. We present the algorithm, data structures and grid generation procedure, and conclude with numerical examples in one and two space dimensions.

Adaptive mesh refinement for hyperbolic partial differential equations

In these lecture notes we describe the construction, analysis, and application of ENO (Essentially Non-Oscillatory) and WENO (Weighted Essentially Non-Oscillatory) schemes for hyperbolic conservation laws and related Hamilton-Jacobi equations. ENO and WENO schemes are high order accurate finite difference schemes designed for problems with piecewise smooth solutions containing discontinuities. The key idea lies at the approximation level, where a nonlinear adaptive procedure is used to automatically choose the locally smoothest stencil, hence avoiding crossing discontinuities in the interpolation procedure as much as possible. ENO and WENO schemes have been quite successful in applications, especially for problems containing both shocks and complicated smooth solution structures, such as compressible turbulence simulations and aeroacoustics.

https://www3.nd.edu/~zxu2/acms60790S13/Shu-WENO-notes.pdf

Essentially Non-Oscillatory and Weighted Essentially Non-Oscillatory Schemes for Hyperbolic Conservation Laws

Praise for the First Edition

	". . . fills a considerable gap in the numerical analysis literature by providing a self-contained treatment . . . this is an important work written in a clear style . . . warmly recommended to any graduate student or researcher in the field of the numerical solution of partial differential equations."
	—SIAM Review

	Time-Dependent Problems and Difference Methods, Second Edition continues to provide guidance for the analysis of difference methods for computing approximate solutions to partial differential equations for time-dependent problems. The book treats differential equations and difference methods with a parallel development, thus achieving a more useful analysis of numerical methods.

	The Second Edition presents hyperbolic equations in great detail as well as new coverage on second-order systems of wave equations including acoustic waves, elastic waves, and Einstein equations. Compared to first-order hyperbolic systems, initial-boundary value problems for such systems contain new properties that must be taken into account when analyzing stability. Featuring the latest material in partial differential equations with new theorems, examples, and illustrations,Time-Dependent Problems and Difference Methods, Second Edition also includes:

	
		High order methods on staggered grids
	
		Extended treatment of Summation By Parts operators and their application to second-order derivatives
	
		Simplified presentation of certain parts and proofs


	Time-Dependent Problems and Difference Methods, Second Edition is an ideal reference for physical scientists, engineers, numerical analysts, and mathematical modelers who use numerical experiments to test designs and to predict and investigate physical phenomena. The book is also excellent for graduate-level courses in applied mathematics and scientific computations.

Time Dependent Problems and Difference Methods

Stability theory of difference approximations for mixed initial boundary value problems. II

/pdf/stability-theory-of-difference-approximations-for-mixed-4qsfcrjuir.pdf

The convergence rate for difference approximations to mixed initial boundary value problems

/pdf/the-convergence-rate-for-difference-approximations-to-mixed-45tpqi23dr.pdf

When are High Order Methods Effective?.- Well-posedness and Stability.- Order of Accuracy and the Convergence Rate.- Approximation in Space.- Approximation in Time.- Coupled Space-Time Approximations.- Boundary Treatment.- The Box Scheme.- Wave Propagation.- A Problem in Fluid Dynamics.- Nonlinear Problems with Shocks.- to Other Numerical Methods.

High Order Difference Methods for Time Dependent PDE

Some partial differential equations encountered in physical applications are of incompletely parabolic type; the Navier–Stokes equations in fluid dynamics are a typical example. In this paper we analyze such systems; in particular we treat the mixed initial-boundary value problem. In many applications there is a small parameter $\varepsilon $ multiplying the coefficient for the highest derivative. The energy method is used to derive well-posed boundary conditions such that, when $\varepsilon $ tends to zero, the reduced problem is also well posed.

Bertil Gustafsson

Papers

Time Dependent Problems and Difference Methods

Stability theory of difference approximations for mixed initial boundary value problems. II

The convergence rate for difference approximations to mixed initial boundary value problems

High Order Difference Methods for Time Dependent PDE

Incompletely parabolic problems in fluid dynamics