Difference equations from differential equations
Dufort-Frankel schemeexact difference schemesforward-time backward-space algorithmsRichardson schemestiff equationsTaylor seriestextbookvolume integral method
Mathematics for nonmathematicians (engineering, social sciences, etc.) (00A06) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Iterative numerical methods for linear systems (65F10) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite difference methods for boundary value problems involving PDEs (65N06) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
The book consists of five chapters. In the first chapter the author describes the Taylor series, the volume integral method and some other ways for discretization of initial and boundary value problems of ordinary differential equations. Many interesting examples are given such as problems with a small parameter, systems of stiff equations, exact difference schemes and others. In the second chapter well-known difference schemes for one- and two- dimensional parabolic equations are considered; the difference schemes of Richardson, Dufort-Frankel, higher order accuracy schemes, etc. The construction of difference schemes for hyperbolic equations is discussed in the third chapter. For the transport equation forward-time backward- space algorithms, second order accurate algorithms and others are used. In chapter four difference schemes for elliptic differential equations are obtained. The methods used here are Taylor series and integral method. The case of piecewise continuous conditions is studied. The last chapter contains more important applied problems. The book is destined to engineers, mechanicians and other nonspecialists in numerical analysis. The great number of concrete suitable problems illustrate applications of difference schemes by an accessible manner.
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