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Bertil Gustafsson, "High Order Difference Methods for Time Dependent PDE "
English | ISBN: 3540749926 | 2008 | 334 pages | PDF | 5 MB
This book covers high order finite difference methods for time dependent PDE. It gives an overview of the basic theory and construction principles by using model examples. The book also contains a general presentation of the techniques and results for well-posedness and stability, with inclusion of the three fundamental methods of analysis both for PDE in its original and discretized form: the Fourier transform, the eneregy method and the Laplace transform.

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