1st Edition

The Theory of Difference Schemes

By Alexander A. Samarskii Copyright 2001

    The Theory of Difference Schemes emphasizes solutions to boundary value problems through multiple difference schemes. It addresses the construction of approximate numerical methods and computer algorithms for solving mathematical physics problems. The book also develops mathematical models for obtaining desired solutions in minimal time using direct or iterative difference equations. Mathematical Reviews said it is "well-written [and] an excellent book, with a wealth of mathematical material and techniques."

    Preliminaries; basic concepts of the theory of difference schemes; homogeneous difference schemes; difference schemes for elliptic equations; different schemes for time-dependent equations with constant coefficients; stability theory of differenceschemes; symbols; concluding remarks.

    Biography

    Alexander A. Samarskii

    "Illustrated with helpful examples of practical implementations of general stability."
    ZDM: The International Journal on Mathematics Education

    "…well written … delivers more than one may expect. … an excellent book, with a wealth of mathematical material and techniques."
    Mathematical Reviews

    "…an extensive theoretical survey."
    Zentralblatt MATH