Bibliograph

Analysis of Finite Difference Schemes, For Linear Partial Differential Equations with Generalized Solutions, by Boško S. Jovanović, Endre Süli

Type

Label

Analysis of Finite Difference Schemes, For Linear Partial Differential Equations with Generalized Solutions, by Boško S. Jovanović, Endre Süli

Language

eng

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Literary Form

non fiction

Main title

Analysis of Finite Difference Schemes

Medium

electronic resource

Oclc number

863823003

Responsibility statement

by Boško S. Jovanović, Endre Süli

Series statement

Springer Series in Computational Mathematics,, 46, 0179-3632Springer eBooks

Sub title

For Linear Partial Differential Equations with Generalized Solutions

Summary

This book develops a systematic and rigorous mathematical theory of finite difference methods for linear elliptic, parabolic and hyperbolic partial differential equations with nonsmooth solutions. Finite difference methods are a classical class of techniques for the numerical approximation of partial differential equations. Traditionally, their convergence analysis presupposes the smoothness of the coefficients, source terms, initial and boundary data, and of the associated solution to the differential equation. This then enables the application of elementary analytical tools to explore their stability and accuracy. The assumptions on the smoothness of the data and of the associated analytical solution are however frequently unrealistic. There is a wealth of boundary -- and initial -- value problems, arising from various applications in physics and engineering, where the data and the corresponding solution exhibit lack of regularity. In such instances classical techniques for the error analysis of finite difference schemes break down. The objective of this book is to develop the mathematical theory of finite difference schemes for linear partial differential equations with nonsmooth solutions. Analysis of Finite Difference Schemes is aimed at researchers and graduate students interested in the mathematical theory of numerical methods for the approximate solution of partial differential equations

Table Of Contents

Distributions and function spaces -- Elliptic boundary-value problems -- Finite difference approximation of parabolic problems -- Finite difference approximation of hyperbolic problems

Contributor

Creator