Numerical Solution of Differential Equations

This volume discusses in detail the derivation of the methods of the finite difference and finite element for solving initial and boundary problems of ordinary and partial differential equations. Included in it are recently developed methods for three types of system; stiff, high oscillatory and convection-diffusion. Each chapter contains a number of problems including BIT Problems and a bibliographical note. The book emphasizes comprehension of basic concepts and applicability of the methods. It is written for advanced students of applied mathematics, physics, computer science and engineering (for at least two courses). This volume discusses in detail the derivation of the methods of the finite difference and finite element for solving initial and boundary problems of ordinary and partial differential equations. Included in it are recently developed methods for three types of system; stiff, high oscillatory and convection-diffusion. Each chapter contains a number of problems including BIT Problems and a bibliographical note. The book emphasizes comprehension of basic concepts and applicability of the methods. It is written for advanced students of applied mathematics, physics, computer science and engineering (for at least two courses).