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

ISBN-10: 0898716292

ISBN-13: 9780898716290

Edition: 2007

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Book details

Copyright year: 2007
Publisher: Society for Industrial and Applied Mathematics
Binding: Paperback
Pages: 350
Size: 7.00" wide x 10.00" long x 0.75" tall
Weight: 1.364
Language: English

Preface
Boundary Value Problems and Iterative Methods
Finite difference approximations
Steady states and boundary value problems
Elliptic equations
Iterative methods for sparse linear systems
Initial Value Problems
The initial value problem for ordinary differential equations
Zero-stability and convergence for initial value problems
Absolute stability for ordinary differential equations
Stiff ordinary differential equations
Diffusion equations and parabolic problems
Advection equations and hyperbolic systems
Mixed equations
Measuring errors
Polynomial interpolation and orthogonal polynomials
Eigenvalues and inner-product norms
Matrix powers and exponentials
Partial differential equations
Bibliography
Index
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