» » Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems (Classics in Applied Mathematics)
Download Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems (Classics in Applied Mathematics) epub book
ISBN:0898716292
Author: Randall LeVeque
ISBN13: 978-0898716290
Title: Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems (Classics in Applied Mathematics)
Format: azw rtf mbr mobi
ePUB size: 1400 kb
FB2 size: 1720 kb
DJVU size: 1323 kb
Language: English
Category: Mathematics
Publisher: Society for Industrial and Applied Mathematics; 1 edition (July 10, 2007)
Pages: 184

Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-dependent Problems (Classics in Applied Mathematics) by Randall LeVeque



The book is organized into two main sections and a set of appendices. Part I addresses steady-state boundary value problems, starting with two-point boundary value problems in one dimension, followed by coverage of elliptic problems in two and three dimensions. Part II addresses time-dependent problems, starting with the initial value problem for ODEs, moving on to initial boundary value problems for parabolic and hyperbolic PDEs, and concluding with.

I heartily recommend this text to students who want a solid grounding in the theory and practice of solving differential equations ordinary and partial. The book well repays serious study. -Peter Lax, Professor, Courant Institute of Math. 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.

Partial Differential Equations with Numerical Methods (Texts in Applied Mathematics). Computer Methods for Ordinary Differential Equations and ic Equations. Numerical Solution of Boundary Value Problems for Ordinary Differential Equations (Classics in Applied Mathematics). Ordinary Differential Equations SIAM's Classics in Applied Mathematics series consists of books that were previously. Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems. Ordinary and Partial Differential Equations.

ISBN13:9780898716290. Release Date:July 2007.

Author(s): Randall LeVeque.

Start by marking Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems as Want to Read: Want to Read savin. ant to Read. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE anal 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.

Finite Difference Methods for Ordinary and Partial Differential Equations. Steady-State and Time-Dependent Problems. University of Washington Seattle, Washington. 10 9 8 7 6 5 4 3 2 1. All rights reserved. Printed in the United States of America. No part of this book may be reproduced, stored, or transmitted in any manner without the written permission of the publisher. LeVeque, Randall . 1955-Finite difference methods for ordinary and partial differential equations : steady-state and time-dependent problems, Randall J. LeVeque. Includes bibliographical references and index.

Chapter 4 Iterative Methods for Sparse Linear Systems. Part II: Initial Value Problems. Chapter 5 The Initial Value Problem for ODEs. Chapter 6 Zero-Stability and Convergence for Initial Value Problems. Chapter 7 Absolute Stability for ODEs. Chapter 8 Stiff ODEs. Chapter 9 Diffusion Equations and Parabolic Problems. Chapter 10 Advection Equations and Hyperbolic Systems. Chapter 11 Mixed Equations. Part III: Appendices. Chapter 12 Measuring Errors.

Physical description.

The book offers a hollistic approach to the theory and numerics of random differential equations from an interdisciplinary and problem-centered point of view. In this interdisciplinary work, the authors examine state–of-the-art concepts of both dynamical systems and scientific computing. 50 Years with Hardy Spaces. High Performance Computing. Second Latin American Conference, CARLA 2015, Petrópolis, Brazil, August 26-28, 2015, Proceedings.

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.
Reviews: 7
Umdwyn
I'm literally in love with this book. It helped me tremendously in my computational methods class during the first year of my applied math PhD. I still try to read a section of it every night. It has a great section on Fourier analysis and PDEs in general in the appendix. I strongly strongly STRONGLY recommend you get this essential resource if you are going to be taking any class that involves numerical methods for solving ODEs and PDEs or if you have an interest in these subjects. This book is an easy read.
Jaiarton
If you are an applied mathematician, then you will be working with partial differential equations on several occasions. As one of my favorite professors says, analytic solutions to PDEs are almost useless, as the world can hardly ever be modeled by such PDEs that are simple enough to be solved. Welcome to the world of difference methods. Learn to approximate them solutions. The text here is in clear language. It is a book for an applied mathematician (i.e. no rigorous proofs of convergence and nonsense like that). Buy this book and learn the stuff. And then keep it and love it.
Yozshubei
This is one of the best Books on the subject among many books that I have seen. It is very well explained, and covers both ODE's and PDE's very well. Although the book is SIAM publication, it is not too heavy on the math side, making it approachable for engineers interested in the subject. The book has many great appendices explaining the necessary mathematical concepts.
Ces
Good book, good condition.
Gir
One addition I would make is discuss mixed boundary conditions (Derichlet and Neumann), especially elliptical PDEs. Very readable with many examples. I like the MATLAB code excerpts.
Deorro
This is one of those books you're required to buy for a class and after getting it, you think, "If I already knew all of this, I wouldn't have bought the book; as I don't already know it all, I had hoped for a book that explained something and this wasn't it". If you don't already know it, get Burden & Faires' "Numerical Analysis".
Grillador
If you want to learn finite differences there are better books. For pde's, J. W. Thomas is a great source, even for the self learner. I lack a good source for ode's. This text seems better suited to be used with a instructor.
This is a great book for numerical analysis and finite differences. The author makes it simple to understand(well mostly) without sacrificing rigor.