Wolfgang Hackbusch Livres

This book has developed from lectures that the author gave for mathematics students at the Ruhr-Universitat Bochum and the Christian-Albrechts-Uni versitat Kiel. This edition is the result of the translation and correction of the German edition entitled Theone und Numenk elliptischer Differential gleichungen. The present work is restricted to the theory of partial differential equa tions of elliptic type, which otherwise tends to be given a treatment which is either too superficial or too extensive. The following sketch shows what the problems are for elliptic differential equations. A: Theory of B: Discretisation: c: Numerical analysis elliptic Difference Methods, convergence, equations finite elements, etc. stability Elliptic Discrete boundary value equations f-------- ----- problems E: Theory of D: Equation solution: iteration Direct or with methods iteration methods The theory of elliptic differential equations (A) is concerned with ques tions of existence, uniqueness, and properties of solutions. The first problem of VI Foreword numerical treatment is the description of the discretisation procedures (B), which give finite-dimensional equations for approximations to the solu tions. The subsequent second part of the numerical treatment is numerical analysis (0) of the procedure in question. In particular it is necessary to find out if, and how fast, the approximation converges to the exact solution.

Focusing on the efficiency of multi-grid methods for solving elliptic boundary value problems, this book provides an accessible introduction to multi-grid algorithms alongside a thorough convergence analysis. It includes special applications such as convection-diffusion equations and eigenvalue problems. A detailed presentation of the multi-grid method of the second kind is also featured, highlighting its significance in integral equations and various other issues. Both practical and theoretical readers will find valuable insights within its pages.

Focusing on practical tensor methods, the book explores numerical operations applicable in various fields. It covers significant applications such as quantum chemistry, multivariate function approximation, and the solution of partial differential equations, providing readers with a comprehensive understanding of how to effectively utilize tensors in complex problem-solving scenarios.

The second edition offers an in-depth exploration of both classical and modern methods of linear iteration, highlighting the often-overlooked algebraic structure. With the addition of four new chapters and updated references, it provides a comprehensive analysis that enhances understanding of the subject. This edition stands out by focusing on the theoretical underpinnings that are frequently neglected in other works, making it a valuable resource for readers seeking a deeper insight into linear iteration methods.

This self-contained monograph presents matrix algorithms and their analysis. The new technique enables not only the solution of linear systems but also the approximation of matrix functions, e. g., the matrix exponential. Other applications include the solution of matrix equations, e. g., the Lyapunov or Riccati equation. The required mathematical background can be found in the appendix. The numerical treatment of fully populated large-scale matrices is usually rather costly. However, the technique of hierarchical matrices makes it possible to store matrices and to perform matrix operations approximately with almost linear cost and a controllable degree of approximation error. For important classes of matrices, the computational cost increases only logarithmically with the approximation error. The operations provided include the matrix inversion and LU decomposition. Since large-scale linear algebra problems are standard in scientific computing, the subject of hierarchicalmatrices is of interest to scientists in computational mathematics, physics, chemistry and engineering.

In this book, the author compares the meaning of stability in different subfields of numerical mathematics. Concept of Stability in numerical mathematics opens by examining the stability of finite algorithms. A more precise definition of stability holds for quadrature and interpolation methods, which the following chapters focus on. The discussion then progresses to the numerical treatment of ordinary differential equations (ODEs). While one-step methods for ODEs are always stable, this is not the case for hyperbolic or parabolic differential equations, which are investigated next. The final chapters discuss stability for discretisations of elliptic differential equations and integral equations. In comparison among the subfields we discuss the practical importance of stability and the possible conflict between higher consistency order and stability. 

KlappentextThis volume contains a selection from the papers presented at the Fifth European Multigrid Conference, held in Stuttgart, October 1996. All contributions were carefully refereed. The conference was organized by the Institute for Computer Applications (ICA) of the University of Stuttgart, in cooperation with the GAMM Committee for Scientific Computing, SFB 359 and 404 and the reserach network WiR Ba-Wü. The list of topics contained lectures on Multigrid Methods: robustness, adaptivity, wavelets, parallelization, application in computational fluid dynamics, porous media flow, optimisation and computational mechanics. A considerable part of the talks focused on algebraic multigrid methods.

Englischer Text: The volume contains 21 contributions to the 12th GAMM-Seminar (Kiel, January 1996), which was devoted to advanced algorithms in the field of boundary element methods. The topics were e. g. cubature techniques, multiscale methods, hp-discretisation, error estimation, domain decomposition, and programm design. Deutscher Text: Der Band enthält die 21 Beiträge zum 12. GAMM-Seminar (Kiel, Jaunuar 1996), welches sich mit fortgeschrittenen Algorithmen auf dem Gebiet der Randwertprobleme befaßte.

The coupling considered in this volume may be of physical or numerical nature. Examples of the first kind are the solid-fluid interactions, microelectronic systems, and the coupled modelling in groundwater flow. Examples of the latter kind are the domain or subspace decomposition, the local defect correction method, and the very important FEM-BEM coupling.