Finite Difference Methods for Ordinary and Partial Differential Equations
Steady-state and Time-dependent Problems
By (author) Randall J. LeVeque
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Finite Difference Methods for Ordinary and Partial Differential Equations by Randall J. LeVeque
Book DescriptionThis 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.
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Book DetailsISBN: 9780898716290
(247mm x 174mm x 18mm)
Imprint: Society for Industrial & Applied Mathematics,U.S.
Publisher: Society for Industrial & Applied Mathematics,U.S.
Publish Date: 6-Sep-2007
Country of Publication: United States
Books By Author Randall J. LeVeque
Finite Volume Methods for Hyperbolic Problems, Paperback (August 2002)» View all books by Randall J. LeVeque
An introduction to hyperbolic PDEs and a class of numerical methods for approximating their solution, including both linear problems and nonlinear conservation laws.
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Author Biography - Randall J. LeVeque
Randall J. LeVeque is a Professor in the Departments of Mathematics and Applied Mathematics at the University of Washington, Seattle.
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