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High Order Difference Methods for Time Dependent PDE by Bertil Gustafsson

High Order Difference Methods for Time Dependent PDE

Part of the Springer Series in Computational Mathematics Series


High Order Difference Methods for Time Dependent PDE by Bertil Gustafsson

This book covers high order finite difference methods for time dependent PDE. It gives an overview of the basic theory and construction principles by using model examples. The book also contains a general presentation of the techniques and results for well-posedness and stability, with inclusion of the three fundamental methods of analysis both for PDE in its original and discretized form: the Fourier transform, the eneregy method and the Laplace transform.


From the reviews:

This book presents the theory and construction principles of high order finite difference methods (FDM) for numerical solving of time dependent partial differential equations. ... Many types of finite difference schemes are completely studied and numerical experiments and graphs are presented. ... The book is written in a clear and comprehensive manner. It is recommended to researchers, PD students and readers interested in effective methods for numerical solving of partial differential equations. (Snezhana Gocheva-Ilieva, Zentralblatt MATH, Vol. 1146, 2008)

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Book Info

Publication date

23rd November 2010


Bertil Gustafsson

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Springer-Verlag Berlin and Heidelberg GmbH & Co. K an imprint of Springer-Verlag Berlin and Heidelberg GmbH & Co. KG


334 pages


Numerical analysis
Differential calculus & equations



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