LeVeque, Randall J., 1955-

Finite difference methods for ordinary and partial differential equations : steady-state and time-dependent problems / Randall J. LeVeque. - Philadelphia, PA : Society for Industrial and Applied Mathematics, c2007. - xv, 341 p. : ill. ; 26 cm.

Includes bibliographical references (p. 329-335) and index.

Finite difference approximations -- Steady states and boundary value problems -- Elliptic equations -- Iterative methods for sparse linear systems -- 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 -- Addiction equations and hyperbolic systems -- Mixed equations -- Appendixes: A. Measuring errors -- B. Polynomial interpolation and orthogonal polynomials -- C. Eigenvalues and inner-product norms -- D. Matrix powers and exponentials -- E. Partial differential equations.

9780898716290 (alk. paper)

2007061732


Finite differences.
Differential equations.

515.35 / LEV