8 Stability of Initial-Boundary-Value Schemes
8.1 Introduction
8.2 Stability
8.2.1 Stability: An Easy Case
8.2.2 Stability: Another Easy Case
8.2.3 GKSO: General Theory
8.2.4 Left Quarter Plane Problems
8.3 Constructing Stable Difference Schemes
8.4 Consistency and Convergence
8.4.1 Norms and Consistency
8.4.2 Consistency of Numerical Boundary Conditions
8.4.3 Convergence Theorem: Gustafsson
8.5 Schemes Without Numerical Boundary Conditions
8.6 Parabolic Initial-Boundary-Value Problems
9 Conservation Laws
9.1 Introduction
9.2 Theory of Scalar Conservation Laws
9.2.1 Shock Formation
9.2.2 Weak Solutions
9.2.3 Discontinuous Solutions
9.2.4 The Entropy Condition
9.2.5 Solution of Scalar Conservation Laws
9.3 Theory of Systems of Conservation Laws
9.3.1 Solution of Riemann Problems
9.4 Computational Interlude VI
9.5 Numerical Solution of Conservation Laws
9.5.1 Introduction
9.6 Difference Schemes for Conservation Laws
9.6.1 Consistency
9.6.2 Conservative Schemes
9.6.3 Discrete Conservation
9.6.4 The Courant-Friedrichs-Levy Condition
9.6.5 Entropy
9.7 Difference Schemes for Scalar Conservation Laws
9.7.1 Definitions
9.7.2 Theorems
9.7.3 Godunov Scheme
9.7.4 High Resolution Schemes
9.7.5 Flux-Limiter Methods
9.7.6 Slope-Limiter Methods
9.7.7 Modified Flux Method
9.8 Difference Schemes for K-System Conservation Laws
9.9 Godunov Schemes
9.9.1 Godunov Scheme for Linear K-System Conservation Laws
9.9.2 Godunov Schemes for K-System Conservation Laws
9.9.3 Approximate Riemann Solvers: Theory
9.9.4 Approximate Riemann Solvers: Application
9.10 High Resolution Schemes for Linear K-System Conservation Laws
9.10.1 Flux-Limiter Schemes for Linear
K-System Conservation Laws
9.10.2 Slope-Limiter Schemes for Linear
K-System Conservation Laws
9.10.3 A Modified Flux Scheme for Linear
K-System Conservation Laws
9.10.4 High Resolution Schemes for K-System Conservation Laws
9.11 Implicit Schemes
9.12 Difference Schemes for Two Dimensional Conservation Laws
9.12.1 Some Computational Examples
9.12.2 Some Two Dimensional High Resolution Schemes
9.12.3 The Zalesak-Smolarkiewicz Scheme
9.12.4 A Z-S Scheme for Nonlinear Conservation Laws
9.12.5 Two Dimensional K-System Conservation Laws
10 Elliptic Equations
10.1 Introduction
10.2 Solvability of Elliptic Difference Equations:
Dirichlet Boundary Conditions
10.3 Convergence of Elliptic Difference Schemes:
Dirichlet Boundary Conditions
10.4 Solution Schemes for Elliptic Difference Equations: Introduction
10.5 Residual Correction Methods
10.5.1 Analysis of Residual Correction Schemes
10.5.2 Jacobi Relaxation Scheme
10.5.3 Analysis of the Jacobi Relaxation Scheme
10.5.4 Stopping Criteria
10.5.5 Implementation of the Jacobi Scheme
10.5.6 Gauss-Seidel Scheme
10.5.7 Analysis of the Gauss-Seidel Relaxation Scheme
10.5.8 Successive Overrelaxation Scheme
10.5.9 Elementary Analysis of SOR Scheme
10.5.10 More on the SOR Scheme
10.5.11 Line Jacobi, Gauss-Seidel and SOR Schemes
10.5.12 Approximating
: Reality
10.6 Elliptic Difference Equations: Neumann Boundary Conditions
10.6.1 First Order Approximation
10.6.2 Second Order Approximation
10.6.3 Second Order Approximation on an Offset Grid
10.7 Numerical Solution of Neumann Problems
10.7.1 Introduction
10.7.2 Residual Correction Schemes
10.7.3 Jacobi and Gauss-Seidel Iteration
10.7.4 SOR Scheme
10.7.5 Approximation of

10.7.6 Implementation: Neumann Problems
10.8 Elliptic Difference Equations: Mixed Problems
10.8.1 Introduction
10.8.2 Mixed Problems: Solvability
10.8.3 Mixed Problems: Implementation
10.9 Elliptic Difference Equations: Polar Coordinates
10.10 Multigrid
10.10.1 Introduction
10.10.2 Smoothers
10.10.3 Grid Transfers
10.10.4 Multigrid Algorithm
10.11 Computational Interlude VII
10.11.1 Blocking Out: Irregular Regions
10.11.2 HW0.0.4
10.12 ADI Schemes
10.13 Conjugate Gradient Scheme
10.13.1 Preconditioned Conjugate Gradient
10.13.2 SSOR as a Preconditioner
10.13.2 Implementation
10.14 Using Iterative Methods to Solve Time Dependent Problems
10.15 Using FFT's to Solve Elliptic Problems
10.16 Computational Interlude VIII
11 Irregular Regions and Grids
11.1 Introduction
11.2 Irregular Geometries
11.2.1 Blocking Out
11.2.2 Map the Region
11.2.3 Grid Generation
11.3 Grid Refinement
11.3.1 Grid Refinement: Explicit Schemes for Hyperbolic Problems
11.3.2 Grid Refinement for Implicit Schemes
11.4 Unstructured Grids
James Thomas
10/18/1999