Numerical Solution of Partial Differential Equations Finite Difference Methods

• Main Author: Smith, G. D. (Gordon D.) (Author)
• Format: Book
• Language: English
• Published: Oxford [Oxfordshire] Oxford University Press 1985 (2010 printing)
• Edition: Third Edition
• Series: Oxford applied mathematics and computing science series
• Subjects: Difference equations > Numerical solutions; Differential equations, Partial > Numerical solutions
• Online Access: Click Here to View Status and Holdings.
• Physical Description: xi, 337 pages illustrations 22 cm
• Bibliography: Includes bibliographical references (p. 331-333) and index
• ISBN: 0198596413; 0198596502; 9780198596509

Substantially revised, this authoritative study covers the standard finite difference methods of parabolic, hyperbolic, and elliptic equations, and includes the concomitant theoretical work on consistency, stability, and convergence. The new edition includes revised and greatly expanded sections on stability based on the Lax-Richtmeyer definition, the application of Pade approximants to systems of ordinary differential equations for parabolic and hyperbolic equations, and a considerably improved presentation of iterative methods. A fast-paced introduction to numerical methods, this will be a useful volume for students of mathematics and engineering, and for postgraduates and professionals who need a clear, concise grounding in this discipline.