*Steady-State and Time-Dependent Problems*

Author: Randall J. LeVeque

Publisher: SIAM

ISBN: 9780898717839

Category: Differential equations

Page: 339

View: 995

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.