Incompressible Flow and Finite Element V 2: Isothermal Laminar Flow - Softcover

M. Gresho, P.

Softcover

ISBN 10: 0471492507 ISBN 13: 9780471492504

Verlag: John Wiley and Sons, 2000

Inhaltsangabe

This comprehensive two-volume reference covers the application of the finite element method to incompressible flows in fluid mechanics, addressing the theoretical background and the development of appropriate numerical methods applied to their solution.

Volume One provides extensive coverage of the prototypical fluid mechanics equation: the advection-diffusion equation. For both this equation and the equations of principal interest - the Navier-Stokes equations (covered in detail in Volume Two) - a discussion of both the continuous and discrete equations is presented, as well as explanations of how to properly march the time-dependent equations using smart implicit methods. Boundary and initial conditions, so important in applications, are carefully described and discussed, including well-posedness. The important role played by the pressure, so confusing in the past, is carefully explained.

The book explains and emphasizes consistency in six areas:

* consistent mass matrix

* consistent pressure Poisson equation

* consistent penalty methods

* consistent normal direction

* consistent heat flux

* consistent forces

Fully indexed and referenced, this book is an essential reference tool for all researchers, students and applied scientists in incompressible fluid mechanics.

Über diesen Titel

Über die Autorin bzw. den Autor

P. M. Gresho is the author of Incompressible Flow and the Finite Element Method, Volume 2: Isothermal Laminar Flow, published by Wiley. R. L. Sani is the author of Incompressible Flow and the Finite Element Method, Volume 2: Isothermal Laminar Flow, published by Wiley.

Von der hinteren Coverseite

This comprehensive two volume reference work is devoted to the important details regarding the application of the finite element method to incompressible flows, addressing the theoretical background and the detailed development of appropriate numerical methods applied to their solution. Volume One provides extensive coverage of the prototypical fluid mechanics equation: the advection-diffusion equation. In addition, for both this equation and the equations of principal interest - the Navier-Stokes equations - (covered in detail in Volume Two), a discussion of both the continuous and discrete equations is presented. Also addressed are explanations of how to properly march the time-dependent equations using smart implicit methods. Boundary and initial conditions, so important in applications, are thoroughly described and discussed, including well-posedness. The important role played by the pressure, so confusing in the past, is carefully explained. Together, this two volume work explains and emphasizes consistency in six areas:
* consistent mass matrix

* consistent pressure Poisson equation

* consistent penalty methods

* consistent normal direction

* consistent heat flux

* consistent forces
Fully indexed and referenced, these two volumes form an essential reference tool for all research students and applied scientists in incompressible fluid mechanics.

Aus dem Klappentext

Fixed-Income Securities is essential reading for those involved with and requiring a detailed understanding of fixed-income securities. Combining theory with an abundance of practical examples and illustrations, this book provides a comprehensive treatment of the subject.

The first part of the book is devoted to the question of hedging and pricing certain cash-flows in the presence of interest rate risk. The level of mathematical sophistication involved for understanding of that material is relatively limited, and essentially includes basic notions of calculus and statistics. Hence, this first part should be accessible to those with no background in the theory of stochastic processes.

The second part of the book is devoted to the question of hedging and pricing uncertain cash-flows, such as cash-flows generated by any fixed-income contingent claim, in the presence of interest rate risk. It involves more sophisticated mathematical tools, especially those borrowed from stochastic calculus, which are introduced on an Appendix. As such, this second part is more suited to students and professionals with exposure to, or at least appetite for a more quantitative treatment of financial concepts.

Details zur Ausgabe

• Verlag: John Wiley and Sons
• Erscheinungsdatum: 2000
• Sprache: Englisch
• ISBN 10: 0471492507
• ISBN 13: 9780471492504
• Einband: Taschenbuch
• Auflage: 1
• Anzahl der Seiten: 628
• Kontakt zum Hersteller: Wiley-VCH GmbH; product_safety@wiley.com; ; Boschstrasse 12; Weinheim; 69469; Deutschland