Partial differential equations with numerical methods

Bibliographic Information

Partial differential equations with numerical methods

Stig Larsson, Vidar Thomée

(Texts in applied mathematics, 45)

Springer, 2005

Corr. 2nd printing

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Note

Includes bibliographical references (p. [253]-255) and index

Corrected version of the work originally published: c2003

"In the second printing 2005 we have corrected several misprints and minor inadequacies, and added a few problems" -- Pref

Description and Table of Contents

Description

The main theme is the integration of the theory of linear PDE and the theory of finite difference and finite element methods. 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. The chapters on elliptic equations are preceded by a chapter on the two-point boundary value problem for ordinary differential equations. Similarly, the chapters on time-dependent problems are preceded by a chapter on the initial-value problem for ordinary differential equations. 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. The required background on linear functional analysis and Sobolev spaces is reviewed in an appendix. The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering.

Table of Contents

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.

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