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© 2014

Analysis of Finite Difference Schemes

For Linear Partial Differential Equations with Generalized Solutions

Book

Part of the Springer Series in Computational Mathematics book series (SSCM, volume 46)

Table of contents

  1. Front Matter
    Pages I-XIII
    PDF
  2. Distributions and Function Spaces
    Boško S. Jovanović, Endre Süli
    Pages 1-90
  3. Elliptic Boundary-Value Problems
    Boško S. Jovanović, Endre Süli
    Pages 91-243
  4. Finite Difference Approximation of Parabolic Problems
    Boško S. Jovanović, Endre Süli
    Pages 245-325
  5. Finite Difference Approximation of Hyperbolic Problems
    Boško S. Jovanović, Endre Süli
    Pages 327-387
  6. Back Matter
    Pages 389-408
    PDF

About this book

Introduction

This book develops a systematic and rigorous mathematical theory of finite difference methods for linear elliptic, parabolic and hyperbolic partial differential equations with nonsmooth solutions.

Finite difference methods are a classical class of techniques for the numerical approximation of partial differential equations. Traditionally, their convergence analysis presupposes the smoothness of the coefficients, source terms, initial and boundary data, and of the associated solution to the differential equation. This then enables the application of elementary analytical tools to explore their stability and accuracy. The assumptions on the smoothness of the data and of the associated analytical solution are however frequently unrealistic. There is a wealth of boundary – and initial – value problems, arising from various applications in physics and engineering, where the data and the corresponding solution exhibit lack of regularity.

In such instances classical techniques for the error analysis of finite difference schemes break down. The objective of this book is to develop the mathematical theory of finite difference schemes for linear partial differential equations with nonsmooth solutions.

Analysis of Finite Difference Schemes is aimed at researchers and graduate students interested in the mathematical theory of numerical methods for the approximate solution of partial differential equations.

Keywords

Bramble-Hilbert Lemma Energy Estimates Error Analysis Finite Difference Methods Generalized Solutions Mollifiers Numerical Analysis of Partial Differential Equations Stability

Authors and affiliations

  1. 1.Faculty of MathematicsUniversity of BelgradeBelgradeSerbia
  2. 2.Mathematical InstituteUniversity of OxfordOxfordUnited Kingdom

Bibliographic information

  • Book Title Analysis of Finite Difference Schemes
  • Book Subtitle For Linear Partial Differential Equations with Generalized Solutions
  • Authors Boško S. Jovanović
    Endre Süli
  • Series Title Springer Series in Computational Mathematics
  • Series Abbreviated Title Springer Ser.Comp.Mathem.
  • DOI https://doi.org/10.1007/978-1-4471-5460-0
  • Copyright Information Springer-Verlag London 2014
  • Publisher Name Springer, London
  • eBook Packages Mathematics and Statistics Mathematics and Statistics (R0)
  • Hardcover ISBN 978-1-4471-5459-4
  • Softcover ISBN 978-1-4471-7259-8
  • eBook ISBN 978-1-4471-5460-0
  • Series ISSN 0179-3632
  • Edition Number 1
  • Number of Pages XIII, 408
  • Number of Illustrations 0 b/w illustrations, 7 illustrations in colour
  • Topics Numerical Analysis
    Partial Differential Equations
  • Buy this book on publisher's site

Reviews

“While there are plenty of books on finite difference (FD) schemes for linear PDE in case of smooth coefficients and inhomogeneous terms, the literature seems lacking when it comes to the nonsmooth case. This monograph fills the gap. … The text addresses graduate students in mathematics and researchers.” (M. Muthsam, Monatshefte für Mathematik, 2016)

“The authors present a new monograph on finite difference schemes for pde’s with weak solutions. … readable for specialist working in the field of numerical analysis, maybe including excellent graduate students of mathematics. … for scientists interested in the analysis of discretization methods for very weak solutions, including solutions in Besov or Bessel-potential spaces, the monography presents many fruitful ideas and useful ingredients.” (H.-G. Roos, Zeitschrift für Angewandte Mathematik und Mechanik, Vol. 94 (11), 2014)