This textbook is written for senior undergraduate and graduate students as well as engineers who will develop or use code in the simulation of fluid flows or other physical phenomena. The objective of the book is to give the reader the basis for understanding the way numerical schemes achieve accurate and stable simulations of physical phenomena. It is based on the finite-difference method and simple enough problems that allow also the analytic solutions to be worked out. ODEs as well as hyperbolic, parabolic and elliptic types are treated. The reader also will find a chapter on the techniques of linearization of nonlinear problems. The final chapter applies the material to the equations of gas dynamics. The book builds on simple model equations and, pedagogically, on a host of problems given together with their solutions.

Klappentext

The book gives the reader the basis for understanding the way numerical schemes achieve accurate and stable simulations of physical phenomena. It is based on the finite-difference method and simple problems that allow also the analytic solutions to be worked out. ODEs as well as hyperbolic, parabolic and elliptic types are treated. The book builds on simple model equations and, pedagogically, on a host of problems given together with their solutions.

Inhalt

1. Introduction.- 2. Basics of the Finite-Difference Method.- 3. Application to the Integration of Ordinary Differential Equations.- 4. Partial Differential Equations.- 5. Integration of a Linear Hyperbolic Equation.- 6. Integration of a Linear Parabolic Equation.- 7. Integration of a Linear Elliptic Equation.- 8. Finite Difference Scheme for a Convection-Diffusion Equation.- 9. The Method of Murman and Cole.- 10. Treatment of Non-Linearities.- 11. Application to a System of Equations.- A. Problems.- B. Solutions to Problems.- References.