Initial Value Problems

Here is an introduction to numerical methods for partial differential equations with particular reference to those that are of importance in fluid dynamics. The author gives a thorough and rigorous treatment of the techniques, beginning with the classical methods and leading to a discussion of modern developments.

In the present edition I have included "Supplements and Problems" located at the end of each chapter. This was done with the aim of illustrating the possibilities of the methods contained in the book, as well as with the desire to make good on what I have attempted to do over the course of many years for my students-to awaken their creativity, providing topics for independent work. The source of my own initial research was the famous two-volume book Methods of Mathematical Physics by D. Hilbert and R. Courant, and a series of original articles and surveys on partial differential equations and their applications to problems in theoretical mechanics and physics.

In the present edition I have included "Supplements and Problems" located at the end of each chapter. This was done with the aim of illustrating the possibilities of the methods contained in the book, as well as with the desire to make good on what I have attempted to do over the course of many years for my students-to awaken their creativity, providing topics for independent work. The source of my own initial research was the famous two-volume book Methods of Mathematical Physics by D. Hilbert and R. Courant, and a series of original articles and surveys on partial differential equations and their applications to problems in theoretical mechanics and physics.

In the present edition I have included "Supplements and Problems" located at the end of each chapter. This was done with the aim of illustrating the possibilities of the methods contained in the book, as well as with the desire to make good on what I have attempted to do over the course of many years for my students-to awaken their creativity, providing topics for independent work. The source of my own initial research was the famous two-volume book Methods of Mathematical Physics by D. Hilbert and R. Courant, and a series of original articles and surveys on partial differential equations and their applications to problems in theoretical mechanics and physics.

The lectures presented in this book were given at the University of Bonn in the academic year 1983/4 and in part at the University of Strathclyde, Glasgow. Their aim was to introduce graduate students of both mathematics and physics to the time- dependent theory of linear equations of mathematical physics and to classical scattering theory. Using Hilbert space methods, the theory was developed so that the asymptotic behaviour of the solutions for large t could be discussed.

Elementary yet rigorous, this concise treatment explores practical numerical methods for solving very general two-point boundary-value problems. The approach is directed toward students with a knowledge of advanced calculus and basic numerical analysis as well as some background in ordinary differential equations and linear algebra.