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Finite Difference Method

  • Kendall Atkinson
  • Weimin Han
Part of the Texts in Applied Mathematics book series (TAM, volume 39)

Abstract

The finite difference method is a universally applicable numerical method for the solution of differential equations. In this chapter, for a sample parabolic partial differential equation, we introduce some difference schemes and analyze their convergence. We present the well-known Lax equivalence theorem and related theoretical results, and we apply them to the convergence analysis of difference schemes.

Keywords

Difference Scheme Finite Difference Method Convergence Order Finite Difference Approximation Local Truncation Error 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 2001

Authors and Affiliations

  • Kendall Atkinson
    • 1
  • Weimin Han
    • 2
    • 3
  1. 1.Department of Mathematics, Department of Computer ScienceUniversity of IowaIowa CityUSA
  2. 2.Department of MathematicsUniversity of IowaIowa CityUSA
  3. 3.Department of MathematicsZhejiang UniversityHangzhouPeople’s Republic of China

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