Introduction to Numerical Methods for Time Dependent Differential Equations

Introduction to Numerical Methods for Time Dependent Differential Equations

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Introduces both the fundamentals of time dependent differential equations and their numerical solutionsIntroduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs).Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the theory...