Time-Dependent Problems and Difference Methods / Wiley Series in Pure and Applied Mathematics (PDF)

Praise for the First Edition

". . . fills a considerable gap in the numerical analysis
literature by providing a self-contained treatment . . . this is an
important work written in a clear style . . . warmly recommended to
any graduate student or researcher in the field of the numerical
solution of partial differential equations."

--SIAM Review

Time-Dependent Problems and Difference Methods, Second
Edition continues to provide guidance for the analysis of
difference methods for computing approximate solutions to partial
differential equations for time-dependent problems. The book treats
differential equations and difference methods with a parallel
development, thus achieving a more useful analysis of numerical
methods.

The Second Edition presents hyperbolic equations in great
detail as well as new coverage on second-order systems of wave
equations including acoustic waves, elastic waves, and Einstein
equations. Compared to first-order hyperbolic systems,
initial-boundary value problems for such systems contain new
properties that must be taken into account when analyzing
stability. Featuring the latest material in partial differential
equations with new theorems, examples, and
illustrations,Time-Dependent Problems and Difference Methods,
Second Edition also includes:

* High order methods on staggered grids

* Extended treatment of Summation By Parts operators and their
application to second-order derivatives

* Simplified presentation of certain parts and proofs

Time-Dependent Problems and Difference Methods, Second
Edition is an ideal reference for physical scientists,
engineers, numerical analysts, and mathematical modelers who use
numerical experiments to test designs and to predict and
investigate physical phenomena. The book is also excellent for
graduate-level courses in applied mathematics and scientific
computations.