Numerical Methods for Evolutionary Differential Equations (Computational Science and Engineering

This textbook develops, analyzes, and applies numerical methods for evolutionary, or time-dependent, differential problems. Both partial and ordinary differential equations are discussed from a unified viewpoint.
Methods for the numerical simulation of dynamic mathematical models have been the focus of intensive research for well over 60 years, and the demand for better and more efficient methods has grown as the range of applications has increased. Mathematical models involving evolutionary partial differential equations (PDEs) as well as ordinary differential equations (ODEs) arise in many diverse applications such as fluid flow, image processing and computer vision, physics based animation, mechanical systems, relativity, earth sciences, and mathematical finance.

This textbook develops, analyzes, and applies numerical methods for evolutionary, or time-dependent, differential problems. Both partial and ordinary differential equations are discussed from a unified viewpoint. The author emphasizes finite difference and finite volume methods, specifically their principled derivation, stability, accuracy, efficient implementation, and practical performance in various fields of science and engineering. Smooth and nonsmooth solutions for hyperbolic PDEs, parabolic type PDEs, and initial value ODEs are treated, and a practical introduction to geometric integration methods is included as well.

The author bridges theory and practice by developing algorithms, concepts, and analysis from basic principles while discussing efficiency and performance issues and demonstrating methods through examples and case studies from a variety of application areas.

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