Solving Partial Differential Equation Applications with PDE2D

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

• eigenvalue problem  28, 89, 120, 130
• EISPACK  179
• elasticity  75

f

• Fortran  28, 29, 46, 49, 154
• free‐slip boundary condition  81, 98, 103, 105
• frontal method  13

g

• Galerkin method  1, 34, 35, 44, 47, 52, 78, 81, 98, 140, 145
• GUI  7, 174

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 ...