Finite Difference Schemes and Partial Differential Equations
John C. Strikwerda(Author)
CRC Press
1st Edition
Published on 15. May 1990
Book
Hardback
392 pages
978-0-412-07221-5 (ISBN)
Description
This book combines practical aspects of implementation with theoretical analysis of finite difference schemes and partial differences schemes. There is a thorough discussion of the concepts of convergence, consistency, and stability for time-dependent equations. The von Neumann analysis of stability is developed rigorously using the methods of Fourier analysis. Fourier analysis is used throughout the text, providing a unified treatment of the basic concepts and results. A complete proof of the Lax-Richtmyer theorem for equations with constant coefficients is included.
More details
Series
Edition
1., 989
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Professional and scholarly
Research
Dimensions
Height: 235 mm
Width: 156 mm
Weight
644 gr
ISBN-13
978-0-412-07221-5 (9780412072215)
Schweitzer Classification
Content
Hyperbolic partial differential equations and finite difference schemes. Analysis of finite difference schemes. Accuracy of finite difference schemes. Multistep finite difference schemes. Dissipation and dispersion. Parabolic partial differential equations in higher dimensions. Second-order equations. Analysis of well-posed and stable problems. Convergence estimates for initial value problems. Initial boundary value problems. Elliptic partial differential equations. Linear iterative methods. The method of steepest descent and the conjugate gradient methods.