1 Introduction
1.1 Background
1.2 Notation and Mathematical Preliminaries
1.3 Physical Derivation of the Heat Equation
1.4 Problems
2 A Two-Point Boundary Value Problem
2.1 The Maximum Principle
2.2 Greens Function
2.3 Variational Formulation
2.4 Problems
3 Elliptic Equations
3.1 Preliminaries
3.2 A Maximum Principle
3.3 Dirichlets Problem for a Disc. Poissons Integral
3.4 Fundamental Solutions. Greens Function
3.5 Variational Formulation of the Dirichlet Problem
3.6 A Neumann Problem
3.7 Regularity
3.8 Problems
4 Finite Difference Methods for Elliptic Equations
4.1 A Two-Point Boundary Value Problem
4.2 Poissons Equation
4.3 Problems
5 Finite Element Methods for Elliptic Equations
5.1 A Two-Point boundary Value Problem
5.2 A Model Problem in the Plane
5.3 Some Facts from Approximation Theory
5.4 Error Estimates
5.5 An A Posteriori Error Estimate
5.6 Numerical Integration
5.7 A Mixed Finite Element Method
5.8 Problems
6 The Elliptic Eigenvalue Problem
6.1 Eigenfunction Expansions
6.2 Numerical Solution of the Eigenvalue Problem
6.3 Problems
7 Initial-Value Problems for ODEs
7.1 The Initial Value Problem for a Linear System
7.2 Numerical Solution of ODEs
7.3 Problems
8 Parabolic Equations
8.1 The Pure Initial Value Problem
8.2 Solution by Eigenfunction Expansion
8.3 Variational Formulation. Energy Estimates
8.4 A Maximum Principle
8.5 Problems
9 Finite Difference Methods for Parabolic Problems
9.1 The Pure Initial Value Problem
9.2 The Mixed Initial-Boundary Value Problem
9.3 Problems
10 The Finite Element Method for a Parabolic Problem
10.1 The Semidiscrete Galerkin Finite Element Method
10.2 Some Completely Discrete Schemes
10.3 Problems
11 Hyperbolic Equations
11.1 Characteristic Directions and Surfaces
11.2 The Wave Equation
11.3 First Order Scalar Equation
11.4 Symmetric Hyperbolic Systems
11.5 Problems
12 Finite Difference Methods for Hyperbolic Equations
12.1 First Order Scalar Equations
12.2 Symmetric Hyperbolic Systems
12.3 The Wendroff Box Scheme
12.4 Problems
13 The Finite Element Method for Hyperbolic Equations
13.1 The Wave Equation
13.2 First Order Hyperbolic Equations
13.3 Problems
14 Some Other Classes of Numerical Methods
14.1 Collocation Methods
14.2 Spectral Methods
14.3 Finite Volume Methods
14.4 Boundary Element Methods
14.5 Problems
A Some Tools from Mathematical Analysis
A.1 Abstract Linear Spaces
A.2 Function Spaces
A.3 The Fourier Transform
A.4 Problems
B Orientation on Numerical Linear Algebra
B.1 Direct Methods
B.2 Iterative Methods. Relaxation, Overrelaxation, and Acceleration
B.3 Preconditioned Conjugate Gradient Methods
B.4 Preconditioned Conjugate Gradient Methods
B.5 Multigrid and Domain Decomposition Methods
Bibliography
Index