The Numerical Solution of Ordinary and Partial Differential Equations

DOI10.1002/0471742015zbMath1089.65053OpenAlexW2499343420MaRDI QIDQ5466640

Granville Sewell

Publication date: 24 August 2005

Full work available at URL: https://doi.org/10.1002/0471742015

zbMATH Keywords

algorithmsconvergencefinite elementstextbookboundary value problemsinitial value problemsdifferential equationsfinite differencesnumerical solutionline methodsexplicit and implicit one-step and multistep methodsFORTRAN 90 programshyperbolic transport and wave equationspackage PDE2D

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical methods for ordinary differential equations (65Lxx) Software, source code, etc. for problems pertaining to partial differential equations (35-04) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx) Numerical methods for partial differential equations, boundary value problems (65Nxx) Software, source code, etc. for problems pertaining to ordinary differential equations (34-04)

Related Items (17)

Autonomous synchronization of chemically coupled synthetic oscillators ⋮ (Free) software for general partial differential equation problems in non-rectangular 2D and 3D regions ⋮ Solving the KPI wave equation with a moving adaptive FEM grid ⋮ Computation of moments for Maxwell's equations with random interfaces via pivoted low-rank approximation ⋮ Compact alternating direction implicit method for two-dimensional time fractional diffusion equation ⋮ Analytical and numerical treatment of a dynamic crack model ⋮ Numerical methods applied to option pricing models with transaction costs and stochastic volatility ⋮ NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS ⋮ Solving PDEs in non-rectangular 3D regions using a collocation finite element method ⋮ Wave-crack interaction in finite elastic bodies ⋮ Finite difference on grids with nearly uniform cell area and line spacing for the wave equation on complex domains ⋮ High order compact alternating direction implicit method for the generalized sine-Gordon equation ⋮ Boundary‐conforming coordinates with grid line control for acoustic scattering from complexly shaped obstacles ⋮ A Lax equivalence theorem for stochastic differential equations ⋮ Fourth‐order compact scheme for the one‐dimensional sine‐Gordon equation ⋮ Generation of smooth grids with line control for scattering from multiple obstacles ⋮ Numerical solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Levy market

Uses Software

• Matlab
• PDE2D

This page was built for publication: The Numerical Solution of Ordinary and Partial Differential Equations