Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems / Edition 1

Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems / Edition 1

by Randall J. LeVeque
     
 

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ISBN-10: 0898716292

ISBN-13: 9780898716290

Pub. Date: 07/10/2007

Publisher: SIAM

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE

Overview

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples. Exercises and student projects are available on the book's webpage, along with Matlab mfiles for implementing methods. Readers will gain an understanding of the essential ideas that underlie the development, analysis, and practical use of finite difference methods as well as the key concepts of stability theory, their relation to one another, and their practical implications. The author provides a foundation from which students can approach more advanced topics.

Product Details

ISBN-13:
9780898716290
Publisher:
SIAM
Publication date:
07/10/2007
Edition description:
New Edition
Pages:
350
Product dimensions:
6.85(w) x 9.72(h) x 0.71(d)

Table of Contents

Preface; Part I. Boundary Value Problems and Iterative Methods: 1. Finite difference approximations; 2. Steady states and boundary value problems; 3. Elliptic equations; 4. Iterative methods for sparse linear systems; Part II. Initial Value Problems; 5. The initial value problem for ordinary differential equations; 6. Zero-stability and convergence for initial value problems; 7. Absolute stability for ordinary differential equations; 8. Stiff ordinary differential equations; 9. Diffusion equations and parabolic problems; 10. Advection equations and hyperbolic systems; 11. Mixed equations; A. Measuring errors; B. Polynomial interpolation and orthogonal polynomials; C. Eigenvalues and inner-product norms; D. Matrix powers and exponentials; E. Partial differential equations; Bibliography; Index.

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