Introductory Finite Difference Methods for PDEs
by D. M. Causon, C. G. Mingham
Publisher: BookBoon 2010
ISBN-13: 9788776816421
Number of pages: 144
Description:
This book presents finite difference methods for solving partial differential equations (PDEs) and also general concepts like stability, boundary conditions etc. The book is intended for undergraduates who know Calculus and introductory programming.
Download or read it online for free here:
Download link
(4.2MB, PDF)
Similar books
![Book cover: Lectures on Elliptic Partial Differential Equations](images/6232.jpg)
by J.L. Lions - Tata Institute of Fundamental Research
In these lectures we study the boundary value problems associated with elliptic equation by using essentially L2 estimates (or abstract analogues of such estimates). We consider only linear problem, and we do not study the Schauder estimates.
(10130 views)
![Book cover: Partial Differential Equations for Finance](images/blank.gif)
by Robert V. Kohn - New York University
An introduction to those aspects of partial differential equations and optimal control most relevant to finance: PDE’s naturally associated to diffusion processes, Kolmogorov equations and their applications, linear parabolic equations, etc.
(22930 views)
![Book cover: Linear Elliptic Equations of Second Order](images/9283.jpg)
by Erich Miersemann - Leipzig University
These lecture notes are intended as an introduction to linear second order elliptic partial differential equations. From the table of contents: Potential theory; Perron's method; Maximum principles; A discrete maximum principle.
(8868 views)
![Book cover: Nonlinear Partial Differential Equations of Elliptic Type](images/6029.jpg)
by Vicentiu Radulescu - arXiv
This textbook provides the background which is necessary to initiate work on a Ph.D. thesis in Applied Nonlinear Analysis. The purpose is to provide a broad perspective in the subject. The level is aimed at beginning graduate students.
(9962 views)