
Partial Differential Equations with Numerical Methods
By: Stig Larsson, Vidar Thomee
Paperback | 5 December 2008
At a Glance
276 Pages
23.5 x 15.88 x 1.91
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The main theme is the integration of the theory of linear PDE and the theory of finite difference and finite element methods. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. The chapters on elliptic equations are preceded by a chapter on the two-point boundary value problem for ordinary differential equations. Similarly, the chapters on time-dependent problems are preceded by a chapter on the initial-value problem for ordinary differential equations. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. The required background on linear functional analysis and Sobolev spaces is reviewed in an appendix. The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering.
Industry Reviews
From the reviews:
"The book under review is an introduction to the field of linear partial differential equations and to standard methods for their numerical solution. ... The balanced combination of mathematical theory with numerical analysis is an essential feature of the book. ... The book is easily accessible and concentrates on the main ideas while avoiding unnecessary technicalities. It is therefore well suited as a textbook for a beginning graduate course in applied mathematics." (A. Ostermann, IMN - Internationale Mathematische Nachrichten, Vol. 59 (198), 2005)
"This book, which is aimed at beginning graduate students of applied mathematics and engineering, provides an up to date synthesis of mathematical analysis, and the corresponding numerical analysis, for elliptic, parabolic and hyperbolic partial differential equations. ... This widely applicable material is attractively presented in this impeccably well-organised text. ... Partial differential equations with numerical methods covers a lot of ground authoritatively and without ostentation and with a constant focus on the needs of practitioners." (Nick Lord, The Mathematical Gazette, March, 2005)
"Larsson and Thomee ... discuss numerical solution methods of linear partial differential equations. They explain finite difference and finite element methods and apply these concepts to elliptic, parabolic, and hyperbolic partial differential equations. ... The text is enhanced by 13 figures and 150 problems. Also included are appendixes on mathematical analysis preliminaries and a connection to numerical linear algebra. Summing Up: Recommended. Upper-division undergraduates through faculty." (D. P. Turner, CHOICE, March, 2004)
"This book presents a very well written and systematic introduction to the finite difference and finite element methods for the numerical solution of the basic types of linear partial differential equations (PDE). ... the book is very well written,the exposition is clear, readable and very systematic." (Emil Minchev, Zentralblatt MATH, Vol. 1025, 2003)
"The author's purpose is to give an elementary, relatively short, and readable account of the basic types of linear partial differential equations, their properties, and the most commonly used methods for their numerical solution. ... We warmly recommend it to advanced undergraduate and beginning graduate students of applied mathematics and/or engineering at every university of the world." (Ferenc Moricz, Acta Scientiarum Mathematicarum, Vol. 71, 2005)
"The presentation of the book is smart and very classical; it is more a reference book for applied mathematicians ... . The convergence results, error estimates, variation formulations, all the theorems proofs, are very clear and well presented, the annexes A and B summary the necessary background for the understanding, without redundant generalisation or forgotten matter. The bibliography is presented by theme, well targeted on the topic of the book." (Anne Lemaitre, Physicalia Magazine, Vol. 28 (1), 2006)
"Offers basic theory of linear partial differential equations and discusses the most commonly used numerical methods to solve these equations. ... There are two appendices providing some extra basic material, useful to help understanding some of the theoretical principles that might be unfamiliar to unexperienced readers and students. The text is elementary and meant for students in mathematics, physics, engineering. ... The bibliography is well arranged according to the important issues, which makes it easy to get informed about possible references for further study." (Paula Bruggen, Bulletin of the Belgian Mathematical Society, Vol. 15 (1), 2008)
| Introduction | p. 1 |
| Background | p. 1 |
| Notation and Mathematical Preliminaries | p. 4 |
| Physical Derivation of the Heat Equation | p. 7 |
| Problems | p. 12 |
| A Two-Point Boundary Value Problem | p. 15 |
| The Maximum Principle | p. 15 |
| Green's Function | p. 18 |
| Variational Formulation | p. 20 |
| Problems | p. 23 |
| Elliptic Equations | p. 25 |
| Preliminaries | p. 25 |
| A Maximum Principle | p. 26 |
| Dirichlet's Problem for a Disc. Poisson's Integral | p. 28 |
| Fundamental Solutions. Green's Function | p. 30 |
| Variational Formulation of the Dirichlet Problem | p. 32 |
| A Neumann Problem | p. 35 |
| Regularity | p. 37 |
| Problems | p. 38 |
| Finite Difference Methods for Elliptic Equations | p. 43 |
| A Two-Point Boundary Value Problem | p. 43 |
| Poisson's Equation | p. 46 |
| Problems | p. 49 |
| Finite Element Methods for Elliptic Equations | p. 51 |
| A Two-Point Boundary Value Problem | p. 51 |
| A Model Problem in the Plane | p. 57 |
| Some Facts from Approximation Theory | p. 60 |
| Error Estimates | p. 63 |
| An A Posteriori Error Estimate | p. 66 |
| Numerical Integration | p. 67 |
| A Mixed Finite Element Method | p. 71 |
| Problems | p. 73 |
| The Elliptic Eigenvalue Problem | p. 77 |
| Eigenfunction Expansions | p. 77 |
| Numerical Solution of the Eigenvalue Problem | p. 88 |
| Problems | p. 93 |
| Initial-Value Problems for ODEs | p. 95 |
| The Initial Value Problem for a Linear System | p. 95 |
| Numerical Solution of ODEs | p. 101 |
| Problems | p. 106 |
| Parabolic Equations | p. 109 |
| The Pure Initial Value Problem | p. 109 |
| Solution by Eigenfunction Expansion | p. 114 |
| Variational Formulation. Energy Estimates | p. 120 |
| A Maximum Principle | p. 122 |
| Problems | p. 124 |
| Finite Difference Methods for Parabolic Problems | p. 129 |
| The Pure Initial Value Problem | p. 129 |
| The Mixed Initial-Boundary Value Problem | p. 138 |
| Problems | p. 146 |
| The Finite Element Method for a Parabolic Problem | p. 149 |
| The Semidiscrete Galerkin Finite Element Method | p. 149 |
| Some Completely Discrete Schemes | p. 156 |
| Problems | p. 159 |
| Hyperbolic Equations | p. 163 |
| Characteristic Directions and Surfaces | p. 163 |
| The Wave Equation | p. 166 |
| First Order Scalar Equations | p. 169 |
| Symmetric Hyperbolic Systems | p. 173 |
| Problems | p. 181 |
| Finite Difference Methods for Hyperbolic Equations | p. 185 |
| First Order Scalar Equations | p. 185 |
| Symmetric Hyperbolic Systems | p. 192 |
| The Wendroff Box Scheme | p. 196 |
| Problems | p. 198 |
| The Finite Element Method for Hyperbolic Equations | p. 201 |
| The Wave Equation | p. 201 |
| First Order Hyperbolic Equations | p. 205 |
| Problems | p. 216 |
| Some Other Classes of Numerical Methods | p. 217 |
| Collocation methods | p. 217 |
| Spectral Methods | p. 218 |
| Finite Volume Methods | p. 219 |
| Boundary Element Methods | p. 221 |
| Problems | p. 223 |
| Some Tools from Mathematical Analysis | p. 225 |
| Abstract Linear Spaces | p. 225 |
| Function Spaces | p. 231 |
| The Fourier Transform | p. 238 |
| Problems | p. 240 |
| Orientation on Numerical Linear Algebra | p. 245 |
| Direct Methods | p. 245 |
| Iterative Methods. Relaxation, Overrelaxation, and Acceleration | p. 246 |
| Alternating Direction Methods | p. 248 |
| Preconditioned Conjugate Gradient Methods | p. 249 |
| Multigrid and Domain Decomposition Methods | p. 250 |
| Bibliography | p. 253 |
| Index | p. 257 |
| Table of Contents provided by Ingram. All Rights Reserved. |
ISBN: 9783540887058
ISBN-10: 3540887059
Series: Texts in Applied Mathematics
Published: 5th December 2008
Format: Paperback
Language: English
Number of Pages: 276
Audience: Professional and Scholarly
Publisher: Springer Nature B.V.
Country of Publication: GB
Dimensions (cm): 23.5 x 15.88 x 1.91
Weight (kg): 0.39
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