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Literatur [Ada75] [AF83] [Arn73] [Atk89] [BD74] [BM92] [B078] [Boe80] [Bri74] Adams D. (1975) Sobolev Spaces. Academic Press, New York. Alonso M. and Finn E. (1983) Fundamental University Phy- sics, volume 3. Addison-Wesley, Reading, Massachusetts. Arnold V. 1. (1973) Ordinary Differential Equations. The MIT Press, Cambridge, Massachusetts. Atkinson K. E. (1989) An Introduction to Numerical Analysis. John Wiley, New York. Bj6rck A. and Dahlquist G. (1974) Numerical Methods. Prentice-Hall, Englewood Cliffs, N.J. Bernardi C. and Maday Y. (1992) Approximations Spectrales des Problemes aux Limites Elliptiques. Springer-Verlag, Paris. Bender C. M. and Orszag S. A. (1978) Advanced Mathemati- cal Methods for Scientists and Engineers. McGraw-Hill, New York. Boehm W. (1980) Inserting New Knots into B-spline Curves. Computer Aided Design 12: 199-201. Brigham E. O. (1974) The Fast Fourier Transform. Prentice- Hall, Englewood Cliffs, New York.
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Page 1: Literatur - link.springer.com3A978-3-642-56191-7%2F… · rical Integration of Ordinary Differential Equations. Math. Scand. 4: 33-53. [Dah63] Dahlquist G. (1963) A Special Stability

Literatur

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[Arn73]

[Atk89]

[BD74]

[BM92]

[B078]

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[Bri74]

Adams D. (1975) Sobolev Spaces. Academic Press, New York.

Alonso M. and Finn E. (1983) Fundamental University Phy­sics, volume 3. Addison-Wesley, Reading, Massachusetts.

Arnold V. 1. (1973) Ordinary Differential Equations. The MIT Press, Cambridge, Massachusetts.

Atkinson K. E. (1989) An Introduction to Numerical Analysis. John Wiley, New York.

Bj6rck A. and Dahlquist G. (1974) Numerical Methods. Prentice-Hall, Englewood Cliffs, N.J.

Bernardi C. and Maday Y. (1992) Approximations Spectrales des Problemes aux Limites Elliptiques. Springer-Verlag, Paris.

Bender C. M. and Orszag S. A. (1978) Advanced Mathemati­cal Methods for Scientists and Engineers. McGraw-Hill, New York.

Boehm W. (1980) Inserting New Knots into B-spline Curves. Computer Aided Design 12: 199-201.

Brigham E. O. (1974) The Fast Fourier Transform. Prentice­Hall, Englewood Cliffs, New York.

Page 2: Literatur - link.springer.com3A978-3-642-56191-7%2F… · rical Integration of Ordinary Differential Equations. Math. Scand. 4: 33-53. [Dah63] Dahlquist G. (1963) A Special Stability

318 Literatur

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320 Literatur

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Index der MATLAB Programme

interpol

dividif hermpol par -spline bernstein bezier midpnte trapeze simps one newteot trapmode romberg simpadpt redmidpt redtrap midptr2d traptr2d eoeflege eoeflagu eoefherm zplege zplagu zpherm dft

Lagrangesehes Polynom unter Verwendung der Newtonsehen Darstellungsformel 9 Newtonsehe dividierte Differenzen 10 Oskulierendes Polynom 17 Parametrisehe Splines 34 Bernstein-Polynome . . 36 Bezier-Kurven. . . . . . 36 Zusammengesetzte Mittelpunktsformel 51 Zusammengesetzte Trapezregel . . . . 53 Zusammengesetzte Cavalieri-Simpson-Formel 54 Gesehlossene Newton-Cotes-Formeln . . . 59 Zusammengesetzte korrigierte Trapezregel 64 Romberg-Integration. . . . . . . . . 67 Adaptive Cavalieri-Simpson-Formel . 74 Mittelpunktreduktionsformel .... 82 Trapezreduktionsformel . . . . . . . 82 Mittelpunktregel auf einem Dreieek . 84 Trapezregel auf einem Dreieek. . . . 84 Koeffizienten der Legendre-Polynome . 108 Koeffizienten der Laguerre-Polynome . 108 Koeffizienten der Hermite-Polynome 109 Koeffizienten der GauB-Legendre-Formel 109 Koeffizienten der GauB-Laguerre-Formel 109 Koeffizienten der GauB-Hermite-Formel 109 Diskrete Fouriertransformation . . . . . 118

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324 Index of MATLAB Programs

idft fftree eompdiff multistep predeor ellfem femmatr Hlerror artvise sgvise bern thetameth pardglegl

ipeidgO ipeidgl

Inverse diskrete Fouriertransformation 118 FFT-Algorithmus in der rekursiven Version 120 Kompakte Differenzen Sehemen . 125 Lineare Mehrsehrittverfahren . . 173 Pradiktor-Korrektor-Verfahren 191 Lineare FE fur Zweipunkt-RWP 244 Konstruktion der Steifigkeitsmatrix . 244 Bereehnung der HI-Norm des Fehlers 245 Kunstliehe Viskositat. . . . . . . . . 258 Optimale kunstliehe Viskositat . . . . 258 Auswertung der Bernoulli-Funktion. . 259 B-Methode fur die Warmeleitungsgleiehung 280 dG(I)eG(I)-Methode fur die Warmeleitungs-gleichung ............. 284 dG(O) implizites Euler-Verfahren 311 dG(I) implizites Euler-Verfahren 311

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Index

A-Stabilitat 164 Abhiingigkeitsgebiet 289 - numerisches 295 A bschatzung - a-posteriori 58, 69, 72 - a-priori 58,69,72 Adaptivitat - Runge-Kutta-Verfahren Approximation - beste polynomiale 4

B-Splines 29 - parametrische 37 Bahn 207 Bandbreite 132 Bernoulli - Funktion 254 - Zahlen 66 Bezier-Kurve 35 Bezier-Polygon 35

CFL - Bedingung 295 - Zahl 295 charakteristische - Kurven 286

196

- Polygon 35 - Variablen 288

Dahlquist - erste Schranke 183 - zweite Schranke 183 diskrete - Fourier-Transformation 117 - Laplace-Transformation 138 - Legendre-Transformation 106 - Tschebyscheff-Transformation diskretes - Maximumprinzip 300 - Skalarprodukt 103 Dispersion 127,302 Dissipation 300 Distribution 234 - Ableitung einer 234 dividierte Differenzen 8

Eigenfunktionen 277 Exaktheitsgrad 48,56,57,83,98 exponentiell gefittet 254

Fehler - globaler Abbruchfehler 156 - Interpolationsfehler 3

104

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326 Index

- lokaler Abbruchfehler 156,293 - Quadraturfehler 48 finite Differenzen 219 - kompakte 124 - Riickwfu"tsdifferenz 123 - Vorwartsdifferenz 122 - zentrale 122, 123 finite Elemente 22 - unstetige 282, 308 finite upwind Differenz 252 Fourierkoeffizient - diskreter 116 Fourierkoeffizienten 115 Freiheitsgrad 239 Funktion - Gamma 213 - Gewichts- 93 - Greensche 218 - Haar 140 - Stabilitatsfunktion 201

Galerkin - finite Elemente Methode 41,238 - - stabilisierte 255 - Methode 231 - pseudospektrale Approximation

279 - verallgemeinerte Methode 247 Gibbsches Phanomen 118 Gleichung - Differenzengleichung 165, 183 - Warmeleitung 269, 280 Gronwall-Lemma 154, 159

Hauptwurzel der Eins

Integration - adaptive 68 - automatische 68 - mehrdimensionale - nicht adaptive 68 Interpolation - Hermite 15 - oskulierende 16 - stiickweise 12 - Taylorsche 45 - zweidimensionale Interpolationsknoten - stiickweise 20

116

80

18 2

kleinste Quadrate 95 - diskrete 110 Knoten - GauE 104 - GauE-Lobatto Knotenpolynome Konditionszahl

102, 105 3

- Interpolation 6 Konsistenz 156, 177, 194

Lagrange - Darstellung 3 - Interpolation 2 Laplace-Operator 260 Lebesguekonstante 5,6 line are Regression 111

Massekonzentration 276 Matrix - Interpolation 4 - Massematrix 275 - Steifigkeitsmatrix 235 - Vandermondesche 44 Matrixmuster 263 Maximumprinzip 218, 220 - diskretes 254 Methode - {I-Methode 272 - Crank-Nicolson 281 - Euler-riickwarts/zentral 293 - Euler-vorwarts/nichtzentral 292 - Euler-vorwarts/zentral 291 - finite Elemente 261 - Lax-Friedrichs 291,297 - Lax-Wendroff 292, 297 - Leap-Frog 300 - Monte-Carlo 84 - Newmark 300 - Reduktionsformel 80 - Richardson-Extrapolation 64 - Romberg-Integration 66,87 - upwind 292, 296 Minimaxeigenschaft 96

Norm - Maximumnorm 4 - streng konvexe 111 numerischer Fluss 291

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Operator - elliptischer 290 - hyperbolischer 290 - parabolischer 290

Pecietzahl 248 - lokale 250 Pade Approximation 46 Phasenraum 208 Phasenwinkel 301 Poisson-Gleichung 260 Polynom - Basis 3 - Bernstein 35 - bester Approximation 113 - Fourier 114 - Hermite 107 - interpolierendes 2 - Laguerre 107 - orthogonales 93 - stiickweise Lagrange 21 Problem - Cauchy 151 - steifes 204 - verallgemeinertes Eigenwertproblem

277 pseudo-spektrale - Ableitung 128 - Differentiationsmatrix 129

Quadraturformel 47 - auf Dreiecken 82 - Cavalieri-Simpson 53, 77, 78, 87 - - zusammengesetzte 53 - Cavalieri-Simpson-Regel 62 - GauB 99 - - auf Dreiecken 84 - GauB-Kronrod 70 - GauB-Lobatto 100, 103 - GauB-Radau - - auf Dreiecken 84 - Hermite 48, 62 - Lagrange 48 - Mittelpunktsregel 49, 62 - - auf Dreiecken 83 - - zusammengesetzte 50 - Newton-Cotes 54 - - zusammengesetzte 60 - pseudo-zufiillige 86

Index 327

- Trapezregel 51,62,118 - - auf Dreiecken 83 - - korrigierte 63 - - zusammengesetzte 52

Randbedingung - Dirichlet 227 - Neumann 227,270 - Robin 267 Raum - Sobolev 230 Reduktionsformel - Mittelpunkts- 81 - Trapez- 81 Referenzdreieck 19 Reihe - Fourier 94, 270 - Legendre 97 - Tschebyscheff 96 Runge's Gegenbeispiel 5, 18, 28

Schranke - von de la Vallee-Poussin 113 schwache - Formulierung 232 - Lasung 232,287 Semidiskretisierung SinguIare Integrale Spline

272,274 75

- eindimensionaler 23 - Kardinal 26 - kubischer 24 - natiirlicher 24 - nicht-ein-Knoten 25 - parametrischer 34 - periodischer 23 Stabilitat - absolute 162, 183, 185 -- Bereich der 162 - asymptotische 153 - der Interpolation 6 - Ljapunov 153 - Nullstabilitat 179, 185 - relative 185 starke Formulierung 234 statistischer Mittelwert 85 Stern 125 Stetigkeitsmodul 62 System

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328 Index

- hyperbolisches 288 - - streng 288

Theorem - Tschebyscheff 113 Transformation - Fourier 130 - - schnelle 104 - Laplace 135 - Zeta 137 Triangulation 19,261

Ungleichung - Cauchy-Schwarz 14, 256 - Dreiecks- 257

- Poincare - Young

223,256 230

Verfahren - Crank-Nicolson - Euler-Riickwarts - Euler-Vorwarts - Heun 155 - Leap-Frog 293 - Merson 215

155 155

155

- modifiziertes Euler 214 - Newmark 293 - Nystron 214 Verstarkungsfaktor 298 Verstarkungsfehler 301

Page 13: Literatur - link.springer.com3A978-3-642-56191-7%2F… · rical Integration of Ordinary Differential Equations. Math. Scand. 4: 33-53. [Dah63] Dahlquist G. (1963) A Special Stability

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