The Numerical Solution of Ordinary and Partial Differential Equations

Description

The Numerical Solution of Ordinary and Partial Differential Equations is an introduction to the numerical solution of ordinary and partial differential equations. Finite difference methods for solving partial differential equations are mostly classical low order formulas, easy to program but not ideal for problems with poorly behaved solutions or (especially) for problems in irregular multidimensional regions. FORTRAN77 programs are used to implement many of the methods studied. Comprised of six chapters, this book begins with a review of direct methods for the solution of linear systems, with emphasis on the special features of the linear systems that arise when differential equations are solved. The next four chapters deal with the more commonly used finite difference methods for solving a variety of problems, including both ordinary differential equations and partial differential equations, and both initial value and boundary value problems. The final chapter is an overview of the basic ideas behind the finite element method and covers the Galerkin method for boundary value problems. Examples using piecewise linear trial functions, cubic hermite trial functions, and triangular elements are presented. This monograph is appropriate for senior-level undergraduate or first-year graduate students of mathematics.

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Other editions

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  The Numerical Solution of Ordinary and Partial Differential Equations

  • 2014-12-16
  • 348 pages
  • Ebook
  • World Scientific
• 

  The Numerical Solution of Ordinary and Partial Differential Equations

  • 2005-07-25
  • 351 pages
  • Paperback
  • John Wiley & Sons

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