Numerical methods for partial differential equations (Q4700802)

This book provides a complete introduction to the numerical methods for partial differential equations and is very helpful for second or third year undergraduates or for non-specialist graduate courses. The first chapter is a background mathematics, where some essential knowledges of linear algebra (vector and matrix norms, iterative solution of linear algebraic equations, eigenvalues and eigenvectors and their properties) and a classification of second order partial differential equations is presented. In the second chapter one can find numerical solutions to the heat equation (parabolic PDE), the finite difference method with stability considerations and the convergence of implicit methods. The wave equations (hyperbolic PDE) and the method of characteristics is explained in the third chapter. Elliptic equations, esspecially the Laplace equation is the material for the fourth chapter. Numerical finite difference methods are used also for curved boundaries. The soolution of sparse systems of linear equations is also included in this chapter. Chapters 5 and 6 contain an explanation of finite elements method for ordinary (Chapter 5) and also for partial differential equations. In all chapters many examples and exercises are included together with full solutions that can be found in the Appendix.