Ebook: Numerical Methods for Elliptic and Parabolic Partial Differential Equations

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the classical techniques of applied mathematics. This renewal of interest, both in - search and teaching, has led to the establishment of the series Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as nume- cal and symbolic computer systems, dynamical systems, and chaos, mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and to encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Mat- matical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs.

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This book covers numerical methods for partial differential equations: discretization methods such as finite difference, finite volume and finite element methods; solution methods for linear and nonlinear systems of equations and grid generation. The book takes account of both the theory and implementation, providing simultaneously both a rigorous and an inductive presentation of the technical details. It contains modern topics such as adaptive methods, multilevel methods and methods for convection-dominated problems. Detailed illustrations and extensive exercises are included. It will provide mathematics students with an introduction to the theory and methods, guiding them in their selection of methods and helping them to understand and pursue finite element programming. For engineering and physics students it will provide a general framework for formulation and analysis of methods providing a broader perspective to specific applications.