Finite difference methods for ordinary and partial differential equations: steady-state and time-dependent problems
Philadelphia, PA
Society for Industrial and Applied Mathematics
c2007
xv, 341 p. : ill
Includes bibliographical references )p.329-335( and index
Randall J. LeVeque
Finite difference approximations -- Steady states and boundary value problems -- Elliptic equations -- Iterative methods for sparse linear systems -- The initial value problem for ordinary differential equations -- Zero-stability and convergence for initial value problems -- Absolute stability for ordinary differential equations -- Stiff ordinary differential equations -- Diffusion equations and parabolic problems -- Addiction equations and hyperbolic systems -- Mixed equations -- Appendixes: A. Measuring errors -- B. Polynomial interpolation and orthogonal polynomials -- C. Eigenvalues and inner-product norms -- D. Matrix powers and exponentials -- E. Partial differential equations