Table of Contents

INTRODUCTION
DISCRETE TIME-SPACE MODELS
Newton Cooling Models
Heat Diffusion in a Wire
Diffusion in a Wire with Little Insulation
Flow and Decay of a Pollutant in a Stream
Heat and Mass Transfer in Two Directions
Convergence Analysis

STEADY STATE DISCRETE MODELS
Steady State and Triangular Solves
Heat Diffusion and Gauss Elimination
Cooling Fin and Tridiagonal Matrices
Schur Complement
Convergence to Steady State
Convergence to Continuous Model

POISSON EQUATION MODELS
Steady State and Iterative Methods
Heat Transfer in 2D Fin and SOR
Fluid Flow in a 2D Porous Medium
Ideal Fluid Flow
Deformed Membrane and Steepest Descent
Conjugate Gradient Method

NONLINEAR AND 3D MODELS
Nonlinear Problems in One Variable
Nonlinear Heat Transfer in a Wire
Nonlinear Heat Transfer in 2D
Steady State 3D Heat Diffusion
Time Dependent 3D Diffusion
High Performance Computations in 3D

EPIDEMICS, IMAGES AND MONEY
Epidemics and Dispersion
Epidemic Dispersion in 2D
Image Restoration
Restoration in 2D
Option Contract Models
Black-Scholes Model for Two Assets

HIGH PERFORMANCE COMPUTING
Vector Computers and Matrix Products
Vector Computations for Heat Diffusion
Multiprocessors and Mass Transfer
MPI and IBM/SP
MPI and Matrix Products
MPI and 2D Models

MESSAGE PASSING INTERFACE
Basic MPI Subroutines
Reduce and Broadcast
Gather and Scatter
Grouped Data Types
Communicators
Fox Algorithm for AB

CLASSICAL METHODS FOR Ax = D
Gauss Elimination
Symmetric Positive Definite Matrices
Domain Decomposition and MPI
SOR and P-Regular Splittings
SOR and MPI
Parallel ADI Schemes

KRYLOV METHODS FOR Ax = D
Conjugate Gradient Method
Preconditioners
PCG and MPI
Least Squares
GMRES
GMRES(m) and MPI
BIBLIOGRAPHY
INDEX

Reviews

"Overall this book is not just about mathematics, not just about computing, and not just about applications, but about computational science. One interesting characteristics of this book is the writing styleanother interesting thing found in this book is an abundance of MATLAB codethis book is suitable for an undergraduate level topics course." -Zentralblatt MATH 1042