Title: Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems
Publisher: Society for Industrial and Applied Mathematics
Publication Date: 2007
Language: English
ISBN 10: 0898716292
ISBN 13: 9780898716290
Binding: Soft cover
Condition: New

About this title

Synopsis

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.

About the Author

Randall J. LeVeque is a Professor in the Departments of Mathematics and Applied Mathematics at the University of Washington, Seattle.

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