Author | Ashyralyev, Allaberen. author |
---|---|

Title | New Difference Schemes for Partial Differential Equations [electronic resource] / by Allaberen Ashyralyev, Pavel E. Sobolevskii |

Imprint | Basel : Birkhรคuser Basel : Imprint: Birkhรคuser, 2004 |

Connect to | http://dx.doi.org/10.1007/978-3-0348-7922-4 |

Descript | IX, 446 p. online resource |

SUMMARY

The present monograph is devoted to the construction and investigation of the new high order of accuracy difference schemes of approximating the solutions of regular and singular perturbation boundary value problems for partial differential equations. The construction is based on the exact difference scheme and Taylor's decomposition on the two or three points. This approach permitted essentially to extend to a class of problems where the theory of difference methods is applicable. Namely, now it is possible to investigate the differential equations with variable coefficients and regular and singular perturbation boundary value problems. The investigation is based on new coercivity inequalities. The book will be of value to professional mathematicians, as well as advanced students in the fields of numerical analysis, functional analysis, and ordinary and partial differential equations

CONTENT

1 Linear Difference Equations -- 1.1 Difference Equations of the First Order -- 1.2 Difference Equations of the Second Order -- 1.3 Difference Equations with Constant Coefficients -- 2 Difference Schemes for First-Order Differential Equations -- 2.1 Single-Step Exact Difference Scheme and Its Applications -- 2.2 Taylorโ{128}{153}s Decomposition on Two Points and Its Applications -- 3 Difference Schemes for Second-Order Differential Equations -- 3.1 Two-Step Exact Difference Scheme and Its Applications -- 3.2 Taylorโ{128}{153}s Decomposition on Three Points and Its Applications -- 4 Partial Differential Equations of Parabolic Type -- 4.1 A Cauchy Problem. Well-posedness -- 4.2 Difference Schemes Generated by an Exact Difference Scheme -- 4.3 Single-Step Difference Schemes Generated by Taylorโ{128}{153}s Decomposition -- 5 Partial Differential Equations of Elliptic Type -- 5.1 A Boundary-Value Problem. Well-posedness -- 5.2 Difference Schemes Generated by an Exact Difference Scheme -- 5.3 Two-Step Difference Schemes Generated by Taylorโ{128}{153}s Decomposition -- 6 Partial Differential Equations of Hyperbolic Type -- 6.1 A Cauchy Problem -- 6.2 Difference Schemes Generated by an Exact Difference Scheme -- 6.3 Two-Step Difference Schemes Generated by Taylorโ{128}{153}s Decomposition -- 7 Uniform Difference Schemes for Perturbation Problems -- 7.1 A Cauchy Problem for Parabolic Equations -- 7.2 A Boundary-Value Problem for Elliptic Equations -- 7.3 A Cauchy Problem for Hyperbolic Equations -- 8 Appendix: Delay Parabolic Differential Equations -- 8.1 The Initial-Value Differential Problem -- 8.2 The Difference Schemes -- Comments on the Literature

Mathematics
Algebra
Mathematical analysis
Analysis (Mathematics)
Functional analysis
Operator theory
Partial differential equations
Numerical analysis
Mathematics
Analysis
Operator Theory
Algebra
Functional Analysis
Partial Differential Equations
Numerical Analysis