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Numerical Analysis Using R: Solutions to ODEs and PDEs

Numerical Analysis Using R: Solutions to ODEs and PDEs

by Graham W. Griffiths


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This book presents the latest numerical solutions to initial value problems and boundary value problems described by ODEs and PDEs. The author offers practical methods that can be adapted to solve wide ranges of problems and illustrates them in the increasingly popular open source computer language R, allowing integration with more statistically based methods. The book begins with standard techniques, followed by an overview of 'high resolution' flux limiters and WENO to solve problems with solutions exhibiting high gradient phenomena. Meshless methods using radial basis functions are then discussed in the context of scattered data interpolation and the solution of PDEs on irregular grids. Three detailed case studies demonstrate how numerical methods can be used to tackle very different complex problems. With its focus on practical solutions to real-world problems, this book will be useful to students and practitioners in all areas of science and engineering, especially those using R.

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Product Details

ISBN-13: 9781107115613
Publisher: Cambridge University Press
Publication date: 04/26/2016
Pages: 632
Product dimensions: 7.20(w) x 10.24(h) x 1.46(d)

About the Author

Graham W. Griffiths is a visiting professor in the School of Engineering and Mathematical Sciences, City University, London. His primary interests are in numerical methods and climate modelling, on which he has previously published four books. Griffiths was a founder of Special Analysis and Simulation Technology Ltd, and later vice president of operations and technology with AspenTech. He is a Chartered Engineer and a Fellow of the Institute of Measurement and Control, and was granted Freedom of the City of London in 1995.

Table of Contents

1. ODE integration methods; 2. Stability analysis of ODE integrators; 3. Numerical solution of PDEs; 4. PDE stability analysis; 5. Dissipation and dispersion; 6. High resolution schemes; 7. Meshless methods; 8. Conservation laws; 9. Case study: analysis of golf ball flight; 10. Case study: Taylor–Sedov blast wave; 11. Case study: the carbon cycle.

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