Numerical Solution of Partial Differential Equations
An Introduction

Gives a complete introduction to partial differential equations and numerical analysis for upper undergraduates and beginning graduates.

K. W. Morton (Author), D. F. Mayers (Author)

9780521607933, Cambridge University Press

Paperback, published 11 April 2005

294 pages, 134 b/w illus. 50 exercises
22.9 x 15.2 x 1.6 cm, 0.4 kg

' … attractive text … very clear and supported by many illuminating figures. Therefore, the book is suitable for a course for applied mathematicians or engineers at the advanced undergraduate level.' Math. Meth. Oper. Res.

This is the 2005 second edition of a highly successful and well-respected textbook on the numerical techniques used to solve partial differential equations arising from mathematical models in science, engineering and other fields. The authors maintain an emphasis on finite difference methods for simple but representative examples of parabolic, hyperbolic and elliptic equations from the first edition. However this is augmented by new sections on finite volume methods, modified equation analysis, symplectic integration schemes, convection-diffusion problems, multigrid, and conjugate gradient methods; and several sections, including that on the energy method of analysis, have been extensively rewritten to reflect modern developments. Already an excellent choice for students and teachers in mathematics, engineering and computer science departments, the revised text includes more latest theoretical and industrial developments.

1. Introduction
2. Parabolic equations in one space variable
3. 2-D and 3-D parabolic equations
4. Hyperbolic equations in one space dimension
5. Consistency, convergence and stability
6. Linear second order elliptic equations in two dimensions
7. Iterative solution of linear algebraic equations
Bibliography
Index.

Subject Areas: Applied mathematics [PBW], Numerical analysis [PBKS], Investment & securities [KFFM]