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Analysis of Finite Difference Schemes: For Linear Partial Differential Equations with Generalized Solutions

Analysis of Finite Difference Schemes: For Linear Partial Differential Equations with Generalized Solutions
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Field name Details
Dewey Class 518
Title Analysis of Finite Difference Schemes (EB) : For Linear Partial Differential Equations with Generalized Solutions / by Boško S. Jovanović, Endre Süli.
Author Jovanović, Boško S.
Added Personal Name Süli, Endre author.
Other name(s) SpringerLink (Online service)
Publication London : Springer London, 2014.
Physical Details XIII, 408 p. 7 illus. : online resource.
ISBN 9781447154600
Summary Note 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.:
Contents note Distributions and function spaces -- Elliptic boundary-value problems -- Finite difference approximation of parabolic problems -- Finite difference approximation of hyperbolic problems.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-1-4471-5460-0
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