The numerical solution of ordinary and partial differential equations /

Saved in:
Bibliographic Details
Author / Creator:Sewell, Granville.
Edition:2nd ed.
Imprint:Hoboken, N.J. : John Wiley, 2005.
Description:xii, 333 p. : ill. ; 24 cm.
Language:English
Series:Pure and applied mathematics; a Wiley-Interscience series of texts, monographs, and tracts
Pure and applied mathematics (John Wiley & Sons : Unnumbered)
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5929952
Hidden Bibliographic Details
ISBN:9780471735809 (acid-free paper)
0471735809 (cloth : acid-free paper)
Notes:Includes bibliographical references (p. 327-329) and index.
Table of Contents:
  • Preface
  • 0. Direct Solution of Linear Systems
  • 0.0. Introduction
  • 0.1. General Linear Systems
  • 0.2. Systems Requiring No Pivoting
  • 0.3. The LU Decomposition
  • 0.4. Banded Linear Systems
  • 0.5. Sparse Direct Methods
  • 0.6. Problems
  • 1. Initial Value Ordinary Differential Equations
  • 1.0. Introduction
  • 1.1. Euler's Method
  • 1.2. Truncation Error, Stability, and Convergence
  • 1.3. Multistep Methods
  • 1.4. Adams Multistep Methods
  • 1.5. Backward Difference Methods for Stiff Problems
  • 1.6. Runge-Kutta Methods
  • 1.7. Problems
  • 2. The Initial Value Diffusion Problem
  • 2.0. Introduction
  • 2.1. An Explicit Method
  • 2.2. Implicit Methods
  • 2.3. A One-Dimensional Example
  • 2.4. Multidimensional Problems
  • 2.5. A Diffusion-Reaction Example
  • 2.6. Problems
  • 3. The Initial Value Transport and Wave Problems
  • 3.0. Introduction
  • 3.1. Explicit Methods for the Transport Problem
  • 3.2. The Method of Characteristics
  • 3.3. An Explicit Method for the Wave Equation
  • 3.4. A Damped Wave Example
  • 3.5. Problems
  • 4. Boundary Value Problems
  • 4.0. Introduction
  • 4.1. Finite Difference Methods
  • 4.2. A Nonlinear Example
  • 4.3. A Singular Example
  • 4.4. Shooting Methods
  • 4.5. Multidimensional Problems
  • 4.6. Successive Overrelaxation
  • 4.7. Successive Overrelaxation Examples
  • 4.8. The Conjugate-Gradient Method
  • 4.9. Systems of Differential Equations
  • 4.10. The Eigenvalue Problem
  • 4.11. The Inverse Power Method
  • 4.12. Problems
  • 5. The Finite Element Method
  • 5.0. Introduction
  • 5.1. The Galerkin Method
  • 5.2. Example Using Piecewise Linear Trial Functions
  • 5.3. Example Using Cubic Hermite Trial Functions
  • 5.4. A Singular Example and The Collocation Method
  • 5.5. Linear Triangular Elements
  • 5.6. An Example Using Triangular Elements
  • 5.7. Time-Dependent Problems
  • 5.8. A One-Dimensional Example
  • 5.9. Time-Dependent Example Using Triangles
  • 5.10. The Eigenvalue Problem
  • 5.11. Eigenvalue Examples
  • 5.12. Problems
  • Appendix A. Solving PDEs with PDE2D
  • A.1. History
  • A.2. The PDE2D Interactive User Interface
  • A.3. One-Dimensional Steady-State Problems
  • A.4. Two-Dimensional Steady-State Problems
  • A.5. Three-Dimensional Steady-State Problems
  • A.6. Nonrectangular 3D Regions
  • A.7. Time-Dependent Problems
  • A.8. Eigenvalue Problems
  • A.9. The PDE2D Parallel Linear System Solvers
  • A.10. Examples
  • A.11. Problems
  • Appendix B. The Fourier Stability Method
  • Appendix C. MATLAB Programs
  • Appendix D. Can "ANYTHING" Happen in an Open System?
  • Appendix E. Answers to Selected Exercises
  • References