Numerical Solution of Partial Differential Equations

Product Description

Partial differential equations are the chief means of providing mathematical models in science, engineering and other fields. Generally these models must be solved numerically. This book provides a concise introduction to standard numerical techniques, ones chosen on the basis of their general utility for practical problems. The authors emphasise finite difference methods for simple examples of parabolic, hyperbolic and elliptic equations; finite element, finite volume and spectral methods are discussed briefly to see how they relate to the main theme. Stability is treated clearly and rigorously using maximum principles, energy methods, and discrete Fourier analysis. Methods are described i…