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Time dependent problems and difference methods
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ISBN: 0471507342 9780471507345 Year: 1996 Volume: *99 Publisher: New York ; Chichester ; Brisbane John Wiley & sons

Finite difference schemes and partial differential equations
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ISBN: 0898715679 Year: 2004 Publisher: Philadelphia : Society for Industrial and Applied Mathematics,

Difference schemes : an introduction to the underlying theory
Authors: ---
ISBN: 9780444702333 0444702334 9780080875408 0080875408 1281798061 9781281798060 9786611798062 6611798064 Year: 1987 Publisher: Amsterdam ; New York : New York, N.Y., U.S.A. : North-Holland ; Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co.,

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Abstract

Much applied and theoretical research in natural sciences leads to boundary-value problems stated in terms of differential equations. When solving these problems with computers, the differential problems are replaced approximately by difference schemes.This book is an introduction to the theory of difference schemes, and was written as a textbook for university mathematics and physics departments and for technical universities. Some sections of the book will be of interest to computations specialists.While stressing a mathematically rigorous treatment of model problems, the boo

Finite difference methods in financial engineering : a partial differential equation approach
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ISBN: 9780470858820 0470858826 Year: 2006 Publisher: Chichester, England ; Hoboken, NJ : John Wiley,


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Numerical solution of partial differential equations : finite difference methods
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ISBN: 019859626X 0198596251 9780198596257 9780198596264 Year: 1978 Publisher: Oxford Clarendon

Finite difference methods for ordinary and partial differential equations : steady-state and time-dependent problems.
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ISBN: 9780898716290 0898716292 Year: 2007 Publisher: Philadelphia SIAM

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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. Exercises and student projects are available on the book's webpage, along with Matlab mfiles for implementing methods. Readers will gain an understanding of the essential ideas that underlie the development, analysis, and practical use of finite difference methods as well as the key concepts of stability theory, their relation to one another, and their practical implications. The author provides a foundation from which students can approach more advanced topics.

Numerical solution of partial differential equations : finite difference methods
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ISBN: 0198596502 0198596413 9780198596509 Year: 1985 Publisher: Oxford Clarendon

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Substantially revised, this authoritative study covers the standard finite difference methods of parabolic, hyperbolic, and elliptic equations, and includes the concomitant theoretical work on consistency, stability, and convergence. The new edition includes revised and greatly expanded sections on stability based on the Lax-Richtmeyer definition, the application of Pade approximants to systems of ordinary differential equations for parabolic and hyperbolic equations, and a considerably improved presentation of iterative methods. A fast-paced introduction to numerical methods, this will be a useful volume for students of mathematics and engineering, and for postgraduates and professionals who need a clear, concise grounding in this discipline.


Book
The finite difference method in partial differential equations
Authors: ---
ISBN: 0471276413 9780471276418 Year: 1980 Publisher: Chichester Wiley

Numerical partial differential equations : conservation laws and elliptic equations
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ISBN: 0387983465 0387979999 1461268214 1461205697 1441931058 1489972781 Year: 1999 Volume: 22, 33 Publisher: New York (N.Y.): Springer

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Abstract

Of the many different approaches to solving partial differential equations numerically, this book studies difference methods. Written for the beginning graduate student in applied mathematics and engineering, this text offers a means of coming out of a course with a large number of methods that provide both theoretical knowledge and numerical experience. The reader will learn that numerical experimentation is a part of the subject of numerical solution of partial differential equations, and will be shown some uses and taught some techniques of numerical experimentation.Prerequisites suggested for using this book in a course might include at least one semester of partial differential equations and some programming capability. The author stresses the use of technology throughout the text, allowing the student to utilize it as much as possible. The use of graphics for both illustration and analysis is emphasized, and algebraic manipulators are used when convenient. This is the second volume of a two-part book.

Keywords

Differential equations, Partial --- -Finite differences --- 519.6 --- 681.3 *G18 --- 681.3 *G18 Partial differential equations: difference methods elliptic equations finite element methods hyperbolic equations method of lines parabolic equations (Numerical analysis) --- Partial differential equations: difference methods elliptic equations finite element methods hyperbolic equations method of lines parabolic equations (Numerical analysis) --- 519.6 Computational mathematics. Numerical analysis. Computer programming --- Computational mathematics. Numerical analysis. Computer programming --- Differences, Finite --- Finite difference method --- Numerical analysis --- Partial differential equations --- Numerical solutions --- Finite differences --- Différences finies --- Différences finies --- 681.3 *G18 Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- Partial differential equations: difference methods; elliptic equations; finite element methods; hyperbolic equations; method of lines; parabolic equations (Numerical analysis) --- Numerical solutions of differential equations --- Finite differences. --- Numerical solutions. --- Equations aux dérivées partielles --- Solutions numériques --- Mathematical analysis. --- Analysis (Mathematics). --- Numerical analysis. --- Analysis. --- Numerical Analysis. --- Mathematical analysis --- 517.1 Mathematical analysis

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