New Difference Schemes For Partial Differential Equations

New Difference Schemes for Partial Differential Equations

The present monograph is devoted to the construction and investigation of the new high order of accuracy difference schemes of approximating the solutions of regular and singular perturbation boundary value problems for partial differential equations. The construction is based on the exact difference scheme and Taylor's decomposition on the two or three points. This approach permitted essentially to extend to a class of problems where the theory of difference methods is applicable. Namely, now it is possible to investigate the differential equations with variable coefficients and regular and singular perturbation boundary value problems. The investigation is based on new coercivity inequalities. The book will be of value to professional mathematicians, as well as advanced students in the fields of numerical analysis, functional analysis, and ordinary and partial differential equations.

Finite Difference Schemes and Partial Differential Equations

Finite Difference Methods for Ordinary and Partial Differential Equations

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.