Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems
Randall J. LeVeque, University of Washington
SIAM, 2007
ISBN: 978-0-898716-29-0;
Language: English
Written for graduate-level students, 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. The text emphasizes standard classical methods, but several newer approaches are also introduced. Topics include finite difference approximations, steady states and boundary value problems, elliptic equations, and iterative methods for sparse linear systems.
MATLAB is used to solve some examples in the book. In addition, a supplemental set of MATLAB code files is available for download.
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