Numerical Partial Differential Equations: Finite Difference Methods

This text will be divided into two books which cover the topic of numerical partial differential equations. Of the many different approaches to solving partial differential equations numerically, this book studies difference methods. Written for the begin

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Editors ].E. Marsden L. Sirovich M. Golubitsky W.Jiiger F. John (deceased) Advisor G. Iooss

Springer Science+Business Media, LLC

Texts in Applied Mathematics 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22.

Sirovich: Introduction to Applied Mathematics. Wiggins: Introduction to Applied Nonlinear Dynamical Systems and Chaos. Hale/Ko9ak: Dynamics and Bifurcations. Chorin/Marsden: A Mathematical Introduction to Fluid Mechanics, 3rd ed. Hubbard/West: Differential Equations: A Dynamical Systems Approach: Ordinary Differential Equations. Sontag: Mathematical Control Theory: Deterministic Finite Dimensional Systems. Perko: Differential Equations and Dynamical Systems. Seaborn: Hypergeometric Functions and Their Applications. Pipkin: A Course on Integral Equations. Hoppensteadt/Peskin: Mathematics in Medicine and the Life Sciences. Braun: Differential Equations and Their Applications, 4th ed. Stoer!Bulirsch: Introduction to Numerical Analysis, 2nd ed. Renardy/Rogers: A First Graduate Course in Partial Differential Equations. Banks: Growth and Diffusion Phenomena: Mathematical Frameworks and Applications. Brenner/Scott: The Mathematical Theory of Finite Element Methods. Van de Velde: Concurrent Scientific Computing. Marsden/Ratiu: Introduction to Mechanics and Symmetry. Hubbard/West: Differential Equations: A Dynamical Systems Approach: Higher-Dimensional Systems. Kaplan/Glass: Understanding Nonlinear Dynamics. Holmes: Introduction to Perturbation Methods. Curtain/Zwart: An Introduction to Infinite-Dimensional Linear Systems Theory. Thomas: Numerical Partial Differential Equations: Finite Difference Methods.

]. W. Thomas

Numerical Partial Differential Equations: Finite Difference Methods

With 70 Illustrations

~ Springer

J.W. Thomas Department of Mathematics Colorado State University Fort Collins, CO 80543 USA

Series Editors J .E. Marsden Department of Mathematics U niversity of California Berkeley, CA 94720 USA

L. Sirovich Division of Applied Mathematics Brown University Providence, RI 02912 USA

M. Golubitsky Department of Mathematics U niversity of Houston Houston, TX 77204-3476 USA

W.Jiiger Department of Applied Mathematics Universitiit Heidelberg Im Neuenheimer Feld 294 69120 Heidelberg, Germany

Mathematics Subject Classification: 02/03/40, 02/30/55 Library of Congress Cataloging-in-Publication Data Thomas,J.W. (James William), 1941N umerical partial differential equations : finite difference methods 1J.W. Thomas. p. cm. - (Texts in applied mathematics ; 22) Includes bibliographical references and index. ISBN 978-1-4419-3105-4 ISBN 978-1-4899-7278-1 (eBook) DOI 10.1007/978-1-4899-7278-1 1. Differential equations, Partial- Numerica! solutions. 2. Finite differences. I. Title. II. Series. ~A377.T495 1995 515' .353-dc20 95-17143 Printed on acid-free paper.

© 1995 Springer Science+Business Media New York Originally published by Springer-Verlag New York, Inc in 1995. Softcover reprint of the hardcover 1st edition 1995 Ali rights reserved. This work may not be translated or co