Finite Difference Methods for Ordinary and Partial Differential Equations
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Author(s): R.J. LeVeque
Publisher: SIAM
ISBN: 9780898716290
Format: softback
341pp
Price: $63.00
Review Date: 24 March 2008
Review: This book derives from lecture notes for a course on this subject which has been taught at the University of Washington to first year undergraduates for over 20 years. Many exercises for the book are located on the SIAM website. The site also contains MATLAB files and some exercise require programming in the system. The author also provides LATEX source and hints how to use this for students who wish to typeset their homework. The book is in two parts, the first covers steady-state boundary value problems with two-point boundary value problems in one dimension leading to elliptic equations in two and three dimensions. Part II covers time-dependent problems starting with the initial value problem for ODEs leading to initial-boundary value problems for parabolic and hyperbolic PDEs. The author’s goal in the presentation of the material is to form a foundation from which students can approach the vast literature on more advanced topics and further explore the theory or the use of the finite difference methods.