Randall J. LeVeque is a Professor in the Department of Applied Mathematics at the University of Washington, Seattle.
Summary
"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 POE 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." "This book is designed as an introductory graduate-level textbook on finite difference methods and their analysis. It is also appropriate for researchers who desire an introduction to the use of these methods."--BOOK JACKET.