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AuthorLarsson, Stig. author
TitlePartial Differential Equations with Numerical Methods [electronic resource] / by Stig Larsson, Vidar Thomรฉe
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 2003
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Descript X, 262 p. online resource


The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices


A Two-Point Boundary Value Problem -- Elliptic Equations -- Finite Difference Methods for Elliptic Equations -- Finite Element Methods for Elliptic Equations -- The Elliptic Eigenvalue Problem -- Initial-Value Problems for Ordinary Differential Equations -- Parabolic Equations -- Finite Difference Methods for Parabolic Problems -- The Finite Element Method for a Parabolic Problem -- Hyperbolic Equations -- Finite Difference Methods for Hyperbolic Equations -- The Finite Element Method for Hyperbolic Equations -- Some Other Classes of Numerical Methods

Mathematics Mathematical analysis Analysis (Mathematics) Partial differential equations Numerical analysis Mathematics Analysis Numerical Analysis Partial Differential Equations


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