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

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).

Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

Solving Ordinary Differential Equations

New High-Resolution Central Schemes for Nonlinear Conservation Laws and Convection—Diffusion Equations

Stochastic equations in infinite dimensions

In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference operators to approximate spatial derivatives and a Simultaneous Approximation Term (SAT) technique for implementing boundary conditions. The resulting schemes are shown to be energy stable. Various numerical experiments demonstrating both the stability and the high order of accuracy of the schemes are presented.

Higher order finite difference schemes for the magnetic induction equations with resistivity

In this paper we analyze operator splitting for the Benjamin-Ono equation, u_t = uu_x + Hu_xx, where H denotes the Hilbert transform. If the initial data are sufficiently regular, we show the convergence of both Godunov and Strang splitting.

Operator splitting for the Benjamin-Ono equation

The variational heat equation is a nonlinear, parabolic equation not in divergence form that arises as a model for the dynamics of the director field in a nematic liquid crystal. We present a finite difference scheme for a transformed, possibly degenerate version of this equation and prove that a subsequence of the numerical solutions converges to a weak solution. This result is supplemented by numerical examples that show that weak solutions are not unique and give some intuition about how to obtain the physically relevant solution.

A Convergent Finite Difference Scheme for the Variational Heat Equation

We study the global existence of spatially periodic solutions for certain models of gas flow in Lagrangian coordinates for which the pressure has the form , where v, as usual, is the specific volume, and , are smooth functions of the variable coefficient , which is assumed to satisfy suitable smoothness and decay properties, in particular, , uniformly, as t →0. One important feature of our analysis is that the initial total variation over one period may be taken as large as we wish as long as is sufficiently close to 1. We also prove a non-homogeneous entropy inequality which implies the decay of the solution to the mean value as t → ∞.

Spatially periodic solutions for gas flows with pressure depending on a variable coefficient

In this paper we develop an existence theory for the nonlinear initial-boundary value problem with singular diffusion $\partial_t u = \text{div}(k(x)\nabla G(u))$, $u|_{t=0}=u_0$ with Neumann boundary conditions $k(x)\nabla G(u)\cdot \nu = 0$. Here $x\in B\subset \mathbb{R}^d$, a bounded open set with locally Lipchitz boundary, and with $\nu$ as the unit outer normal. The function $G$ is Lipschitz continuous and nondecreasing, while $k(x)$ is diagonal matrix. We show that any two weak entropy solutions $u$ and $v$ satisfy $\Vert{u(t)-v(t)}\Vert_{L^1(B)}\le \Vert{u|_{t=0}-v|_{t=0}}\Vert_{L^1(B)}e^{Ct}$, for almost every $t\ge 0$, and a constant $C=C(k,G,B)$. If we restrict to the case when the entries $k_i$ of $k$ depend only on the corresponding component, $k_i=k_i(x_i)$, we show that there exists an entropy solution, thus establishing in this case that the problem is well-posed in the sense of Hadamard.

Nils Henrik Risebro

Papers

Higher order finite difference schemes for the magnetic induction equations with resistivity

Operator splitting for the Benjamin-Ono equation

A Convergent Finite Difference Scheme for the Variational Heat Equation

Spatially periodic solutions for gas flows with pressure depending on a variable coefficient

Singular Diffusion with Neumann boundary conditions