THE NUMERICAL SOLUTION OF ORDINARY AND PARTIAL DIFFERENTIAL EQUATIONS

This book contains a modern introduction to the use of finite difference and finite element methods for the computer solution of ordinary and partial differential equations. After a review of direct methods for the solution of linear systems, with emphasis on the special features of the linear systems that arise when differential equations are solved, the balance of the content introduces, analyzes and implements, using FORTRAN90 and MATLAB programs, the more commonly used finite difference and finite element methods for solving a variety of problems, including both initial value and boundary value problems.