Finite difference methods for ordinary and partial differential equations : steady-state and time-dependent problems /

• Main Author: LeVeque, Randall J., 1955-
• Format: Book
• Language: English
• Published: Philadelphia, : Society for Industrial and Applied Mathematics. SIAM, c2007.
• Subjects: Ecuaciones diferenciales ordinarias.; Ecuaciones diferenciales parciales.; Ordinary differential equations.; Partial differential equations.; Stability and convergence of numerical methods.; Error bounds.; Finite differences.; Differential equations.
• Online Access: Table of contents only; Publisher description; Contributor biographical information

Table of Contents:

• 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.