Recently, there has appeared a new type of evaluating partial differential equations with Volterra integral operators in various practical areas. Such equations possess new physical and mathematical properties. This monograph systematically discusses application of the finite element methods to numerical solution of integrodifferential equations. It will be useful for numerical analysts, mathematicians, physicists and engineers. Advanced undergraduates and graduate students should also find it beneficial.

Master the finite element method with this masterful and practical volume An Introduction to the Finite Element Method (FEM) for Differential Equations provides readers with a practical and approachable examination of the use of the finite element method in mathematics. Author Mohammad Asadzadeh covers basic FEM theory, both in one-dimensional and higher dimensional cases. The book is filled with concrete strategies and useful methods to simplify its complex mathematical contents. Practically written and carefully detailed, An Introduction to the Finite Element Method covers topics including: An introduction to basic ordinary and partial differential equations The concept of fundamental solutions using Green's function approaches Polynomial approximations and interpolations, quadrature rules, and iterative numerical methods to solve linear systems of equations Higher-dimensional interpolation procedures Stability and convergence analysis of FEM for differential equations This book is ideal for upper-level undergraduate and graduate students in natural science and engineering. It belongs on the shelf of anyone seeking to improve their understanding of differential equations.

Finite element methods for approximating partial differential equations that arise in science and engineering analysis find widespread application. Numerical analysis tools make the solutions of coupled physics, mechanics, chemistry, and even biology accessible to the novice modeler. Nevertheless, modelers must be aware of the limitations and difficulties in developing numerical models that faithfully represent the system they are modeling.This textbook introduces the intellectual framework for modeling with Comsol Multiphysics, a package which has unique features in representing multiply linked domains with complex geometry, highly coupled and nonlinear equation systems, and arbitrarily complicated boundary, auxiliary, and initial conditions. But with this modeling power comes great opportunities and great perils.Progressively, in the first part of the book the novice modeler develops an understanding of how to build up complicated models piecemeal and test them modularly. The second part of the book introduces advanced analysis techniques. The final part of the book deals with case studies in a broad range of application areas including nonlinear pattern formation, thin film dynamics and heterogeneous catalysis, composite and effective media for heat, mass, conductivity, and dispersion, population balances, tomography, multiphase flow, electrokinetic, microfluidic networks, plasma dynamics, and corrosion chemistry.As a revision of Process Modeling and Simulation with Finite Element Methods, this book uses the very latest features of Comsol Multiphysics. There are new case studies on multiphase flow with phase change, plasma dynamics, electromagnetohydrodynamics, microfluidic mixing, and corrosion. In addition, major improvements to the level set method for multiphase flow to ensure phase conservation is introduced.

This book presents a systematic description and case studies of chemical engineering modelling and simulation based on the MATLAB/FEMLAB tools, in support of selected topics in undergraduate and postgraduate programmes that require numerical solution of complex balance equations (ordinary differential equations, partial differential equations, nonlinear equations, integro-differential equations). These systems arise naturally in analysis of transport phenomena, process systems, chemical reactions and chemical thermodynamics, and particle rate processes. Templates are given for modelling both state-of-the-art research topics (e.g. microfluidic networks, film drying, multiphase flow, population balance equations) and case studies of commonplace design calculations -- mixed phase reactor design, heat transfer, flowsheet analysis of unit operations, flash distillations, etc. The great strength of this book is that it makes modelling and simulating in the MATLAB/FEMLAB environment approachable to both the novice and the expert modeller.

Recently, there has appeared a new type of evaluating partial differential equations with Volterra integral operators in various practical areas. Such equations possess new physical and mathematical properties. This monograph systematically discusses application of the finite element methods to numerical solution of integrodifferential equations. It will be useful for numerical analysts, mathematicians, physicists and engineers. Advanced undergraduates and graduate students should also find it beneficial.

Finite element methods for approximating partial differential equations have reached a high degree of maturity, and are an indispensible tool in science and technology. This textbook aims at providing a thorough introduction to the construction, analysis, and implementation of finite element methods for model problems arising in continuum mechanics. The first part of the book discusses elementary properties of linear partial differential equations along with their basic numerical approximation, the functional-analytical framework for rigorously establishing existence of solutions, and the construction and analysis of basic finite element methods. The second part is devoted to the optimal adaptive approximation of singularities and the fast iterative solution of linear systems of equations arising from finite element discretizations. In the third part, the mathematical framework for analyzing and discretizing saddle-point problems is formulated, corresponding finte element methods are analyzed, and particular applications including incompressible elasticity, thin elastic objects, electromagnetism, and fluid mechanics are addressed. The book includes theoretical problems and practical projects for all chapters, and an introduction to the implementation of finite element methods.

The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the days when it was possible to price these derivatives analytically. For most problems we must resort to some kind of approximate method. In this book we employ partial differential equations (PDE) to describe a range of one-factor and multi-factor derivatives products such as plain European and American options, multi-asset options, Asian options, interest rate options and real options. PDE techniques allow us to create a framework for modeling complex and interesting derivatives products. Having defined the PDE problem we then approximate it using the Finite Difference Method (FDM). This method has been used for many application areas such as fluid dynamics, heat transfer, semiconductor simulation and astrophysics, to name just a few. In this book we apply the same techniques to pricing real-life derivative products. We use both traditional (or well-known) methods as well as a number of advanced schemes that are making their way into the QF literature: Crank-Nicolson, exponentially fitted and higher-order schemes for one-factor and multi-factor options Early exercise features and approximation using front-fixing, penalty and variational methods Modelling stochastic volatility models using Splitting methods Critique of ADI and Crank-Nicolson schemes; when they work and when they don't work Modelling jumps using Partial Integro Differential Equations (PIDE) Free and moving boundary value problems in QF Included with the book is a CD containing information on how to set up FDM algorithms, how to map these algorithms to C++ as well as several working programs for one-factor and two-factor models. We also provide source code so that you can customize the applications to suit your own needs.