Partial differential equations with numerical methods

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This book presents a very well written and systematic introduction to the finite difference and finite element methods for the numerical solution of the basic types of linear partial differential equations (PDE). The book contains 14 chapters and 2 appendices as follows: Chapter 1 is introductory. Here the authors introduce the basic types of linear PDE and the asscociated boundary and initial-boundary value problems that are studied in the sequel, and they also present their physical derivations from concrete real phenomena. Chapter 2 is dealing with the two-point boundary value problem for second order ordinary differential equations and this chapter is introductory for the following Chapters 3-6 which are devoted to elliptic equations. Chapter 3 presents some basic results for the general theory of linear elliptic equations. Starting with the maximum principle, the authors consider successively the Dirichlet problem for a disc, Poisson integral, fundamental solutions, Green function, variational formulation of the Dirichlet problem, regularity properties, etc. Chapter 4 presents finite difference methods for elliptic equations. The authors consider the Poisson equation and also the related two-point boundary value problem. Chapter 5 is devoted to the finite element methods for elliptic equations starting again with the two-point boundary value problem. This chapter investigates a model problem in the plane, some basic facts from approximation theory, error estimates, numerical integration, a mixed finite element method, etc. Chapter 6 deals with the elliptic eigenvalue problem and it is auxiliary for the subsequent studies of the time-dependent PDE. Chapter 7 deals with some basic facts about initial value problems for ordinary differential equations and their numerical solution and this chapter is preparatory for the following ones dealing with parabolic and hyperbolic equations. Chapter 8 presents basic results from the theory of parabolic equations. Here the authors consider the Cauchy problem and the mixed initial-boundary value problem, maximum principle, variational formulation, energy estimates, etc. Chapter 9 is devoted to the finite difference methods for parabolic equations and the Cauchy problem as well as the mixed initial-boundary value problems are considered here. Chapter 10 is dealing with the finite element method for parabolic equations. The semidiscrete Galerkin finite element method and some complete discrete schemes are presented here. Chapters 11-13 are devoted to hyperbolic equations as follows: in Chapter 11 some basic properties of hyperbolic equations are given; Chapters 12 and 13 deal respectively with finite difference and finite element methods for hyperbolic equations. Finally, in Chapter 14 the authors also present other numerical methods that are close to the finite difference and finite element methods. The authors give a brief review of collocation, spectral, finite volume and boundary element methods. The two appendices give basic tools from mathematical analysis and numerical linear algebra. In conclusion, the book is very well written, the exposition is clear, readable and very systematic.




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