Finite Difference Schemes and Partial Differential Equations - Hardcover

Strikwerda, John C.

Hardcover

ISBN 10: 0412072211 ISBN 13: 9780412072215

Publisher: Chapman and Hall/CRC, 1990

Synopsis

This book combines practical aspects of implementation with theoretical analysis of finite difference schemes and partial differences schemes. There is a thorough discussion of the concepts of convergence, consistency, and stability for time-dependent equations. The von Neumann analysis of stability is developed rigorously using the methods of Fourier analysis. Fourier analysis is used throughout the text, providing a unified treatment of the basic concepts and results. A complete proof of the Lax-Richtmyer theorem for equations with constant coefficients is included.

About this title

Book Description

This book provides a unified and accessible introduction to the basic theory of finite difference schemes applied to the numerical solution of partial differential equations. Its objective remains to clearly present the basic methods necessary to perform finite difference schemes and to understand the theory underlying these schemes.

Synopsis

This text combines practical aspects of implementation with theoretical analysis of finite difference schemes and partial differences schemes. It offers a discussion of the concepts of convergence, consistency and stability for time-dependent equations. The author rigorously develops the von Neumann analysis of stability using the methods of Fourier analysis throughout the text to provide a unified treatment of the basic concepts and results. A complete proof of the Lax-Richtmyer theorem for equations with constant coefficients is included.

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 1990
• ISBN 10: 0412072211
• ISBN 13: 9780412072215
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 392