TimeDependent Problems and Difference Methods, 2nd EditionISBN: 9780470900567
528 pages
August 2013

Description
Praise for the First Edition
". . . fills a considerable gap in the numerical analysis
literature by providing a selfcontained treatment . . . this is an
important work written in a clear style . . . warmly recommended to
any graduate student or researcher in the field of the numerical
solution of partial differential equations."
—SIAM Review
TimeDependent Problems and Difference Methods, Second Edition continues to provide guidance for the analysis of difference methods for computing approximate solutions to partial differential equations for timedependent problems. The book treats differential equations and difference methods with a parallel development, thus achieving a more useful analysis of numerical methods.
The Second Edition presents hyperbolic equations in great detail as well as new coverage on secondorder systems of wave equations including acoustic waves, elastic waves, and Einstein equations. Compared to firstorder hyperbolic systems, initialboundary value problems for such systems contain new properties that must be taken into account when analyzing stability. Featuring the latest material in partial differential equations with new theorems, examples, and illustrations,TimeDependent Problems and Difference Methods, Second Edition also includes:
 High order methods on staggered grids
 Extended treatment of Summation By Parts operators and their application to secondorder derivatives
 Simplified presentation of certain parts and proofs
TimeDependent Problems and Difference Methods, Second Edition is an ideal reference for physical scientists, engineers, numerical analysts, and mathematical modelers who use numerical experiments to test designs and to predict and investigate physical phenomena. The book is also excellent for graduatelevel courses in applied mathematics and scientific computations.
Table of Contents
Preface ix
Preface to the First Edition xi
PART I PROBLEMS WITH PERIODIC SOLUTIONS 1
1. Model Equations 3
1.1. Periodic Gridfunctions and Difference Operators 3
1.2. FirstOrder Wave Equation Convergence and Stability 10
1.3. LeapFrog Scheme 20
1.4. Implicit Methods 24
1.5. Truncation Error 27
1.6. Heat Equation 30
1.7. Convection–Diffusion Equation 36
1.8. Higher Order Equations 39
1.9. SecondOrder Wave Equation 41
1.10. Generalization to Several Space Dimensions 43
2. Higher Order Accuracy 47
2.1. Efficiency of Higher Order Accurate Difference Approximations 47
2.2. Time Discretization 57
3. WellPosed Problems 65
3.1. Introduction 65
3.2. Scalar Differential Equations with Constant Coefficients in One Space Dimension 70
3.3. FirstOrder Systems with Constant Coefficients in One Space Dimension 72
3.4. Parabolic Systems with Constant Coefficients in One Space Dimension 77
3.5. General Systems with Constant Coefficients 80
3.6. General Systems with Variable Coefficients 81
3.7. Semibounded Operators with Variable Coefficients 83
3.8. Stability and WellPosedness 90
3.9. The Solution Operator and Duhamel’s Principle 93
3.10. Generalized Solutions 97
3.11. WellPosedness of Nonlinear Problems 99
3.12. The Principle of A Priori Estimates 102
3.13. The Principle of Linearization 107
4. Stability and Convergence for Difference Methods 109
4.1. The Method of Lines 109
4.2. General Fully Discrete Methods 119
4.3. Splitting Methods 147
5. Hyperbolic Equations and Numerical Methods 153
5.1. Systems with Constant Coefficients in One Space Dimension 153
5.2. Systems with Variable Coefficients in One Space Dimension 156
5.3. Systems with Constant Coefficients in Several Space Dimensions 158
5.4. Systems with Variable Coefficients in Several Space Dimensions 160
5.5. Approximations with Constant Coefficients 162
5.6. Approximations with Variable Coefficients 165
5.7. The Method of Lines 167
5.8. Staggered Grids 172
6. Parabolic Equations and Numerical Methods 177
6.1. General Parabolic Systems 177
6.2. Stability for Difference Methods 181
7. Problems with Discontinuous Solutions 189
7.1. Difference Methods for Linear Hyperbolic Problems 189
7.2. Method of Characteristics 193
7.3. Method of Characteristics in Several Space Dimensions 199
7.4. Method of Characteristics on a Regular Grid 200
7.5. Regularization Using Viscosity 208
7.6. The Inviscid Burgers’ Equation 210
7.7. The Viscous Burgers’ Equation and Traveling Waves 214
7.8. Numerical Methods for Scalar Equations Based on Regularization 221
7.9. Regularization for Systems of Equations 227
7.10. High Resolution Methods 235
PART II INITIAL–BOUNDARY VALUE PROBLEMS 247
8. The Energy Method for Initial–Boundary Value Problems 249
8.1. Characteristics and Boundary Conditions for Hyperbolic Systems in One Space Dimension 249
8.2. Energy Estimates for Hyperbolic Systems in One Space Dimension 258
8.3. Energy Estimates for Parabolic Differential Equations in One Space Dimension 266
8.4. Stability and WellPosedness for General Differential Equations 271
8.5. Semibounded Operators 274
8.6. QuarterSpace Problems in More than One Space Dimension 279
9. The Laplace Transform Method for FirstOrder Hyperbolic Systems 287
9.1. A Necessary Condition for WellPosedness 287
9.2. Generalized Eigenvalues 291
9.3. The Kreiss Condition 292
9.4. Stability in the Generalized Sense 295
9.5. Derivative Boundary Conditions for FirstOrder Hyperbolic Systems 303
10. SecondOrder Wave Equations 307
10.1. The Scalar Wave Equation 307
10.2. General Systems of Wave Equations 324
10.3. A Modified Wave Equation 327
10.4. The Elastic Wave Equations 331
10.5. Einstein’s Equations and General Relativity 335
11. The Energy Method for Difference Approximations 339
11.1. Hyperbolic Problems 339
11.2. Parabolic Problems 350
11.3. Stability Consistency and Order of Accuracy 357
11.4. SBP Difference Operators 362
12. The Laplace Transform Method for Difference Approximations 377
12.1. Necessary Conditions for Stability 377
12.2. Sufficient Conditions for Stability 387
12.3. Stability in the Generalized Sense for Hyperbolic Systems 405
12.4. An Example that Does Not Satisfy the Kreiss Condition But is Stable in the Generalized Sense 416
12.5. The Convergence Rate 423
13. The Laplace Transform Method for Fully Discrete Approximations 431
13.1. General Theory for Approximations of Hyperbolic Systems 431
13.2. The Method of Lines and Stability in the Generalized Sense 451
Appendix A Fourier Series and Trigonometric Interpolation 465
A.1. Some Results from the Theory of Fourier Series 465
A.2. Trigonometric Interpolation 469
A.3. Higher Dimensions 473
Appendix B Fourier and Laplace Transform 477
B.1. Fourier Transform 477
B.2. Laplace Transform 480
Appendix C Some Results from Linear Algebra 485
Appendix D SBP Operators 489
References 499
Index 507
Author Information
BERTIL GUSTAFSSON, PhD, is Professor Emeritus in the Department of Information Technology at Uppsala University and is well known for his work in initialboundary value problems.
HEINZOTTO KREISS, PhD, is Professor Emeritus in the Department of Mathematics at University of California, Los Angeles and is a renowned mathematician in the field of applied mathematics.
JOSEPH OLIGER, PhD, was Professor in the Department of Computer Science at Stanford University and was well known for his early research in numerical methods for partial differential equations.