Index

a

  • adaptive time step  177
  • adaptive triangulation  44, 86, 152
  • arch  79
  • artificial diffusion  53
  • axisymmetric elasticity equations  84, 86
  • axisymmetric fluid flow  111, 116
  • axisymmetric problem  47, 127, 131

b

  • back flow  111
  • backward Euler method  24
  • band solver  13, 180
  • basket option  69
  • beam bending  31
  • Black-Scholes equation  61, 63
  • Bohr radius  126
  • boundary value problem  29
  • Burgers' equation  53

c

  • call option  61
  • chain rule  86, 118
  • Cholesky decomposition  179
  • collocation method  1, 37, 47, 52, 65, 69, 78, 81, 105, 122, 140, 142, 145
  • complex differential equation 28
  • complex eigenvalues 133
  • conjugate‐gradient method  91
  • continuity equation 95
  • convection  40, 42, 52, 53, 101
  • Crank-Nicolson method  177
  • cubic Hermites  165
  • cubic spline  10, 168
  • Cuthill-McKee ordering  13

d

  • damped spring problem 21
  • differential‐algebraic system 22
  • diffusion  39, 43, 44, 56
  • diffusion‐reaction problem 51
  • Dirac delta function  29, 34, 36
  • displacements 75
  • divergence equation  95, 118
  • divergence form  1, 78
  • divergence theorem  39, 76, 139

e

f

g

h

  • heat conduction  40, 55
  • Hessian matrix  173
  • hydrogen atom  120
  • hyperbolic problem  41

i

  • image processing  48, 56
  • incompressible fluid flow  95
  • integro-differential equations  69, 74
  • interactive ...

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