文档介绍：Introductory Finite Difference Methods 
for PDEs 
Professor D. M. Causon; Professor C. G. Mingham 
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Professor D. M. Causon & Professor C. G. Mingham
Introductory Finite Difference
Methods for PDEs
Download free ebooks at
2
Introductory Finite Difference Methods for PDEs
© 2010 Professor D. M. Causon, Professor C. G. Mingham & Ventus Publishing ApS
ISBN 978-87-7681-642-1
Download free ebooks at
3
Introductory Finite Difference Methods for PDEs Contents
Contents
eface Pr 9
1. Introduction 10
Partial Differential Equations 10
Solution to a Partial Differential Equation 10
PDE Models 11
Classification of PDEs 11
Discrete Notation 15
Checking Results 15
Exercise 1 16
2. Fundamentals 17
aylor’s TheoremT 17
aylor’s TheoremT Applied to the Finite Difference Method (FDM) 17
Simple Finite Difference Approximation to a Derivative 18
Example: Simple Finite Difference Approximations to a Derivative 18
Constructing a Finite Difference Toolkit 20
Simple Example of a Finite Difference Scheme 24
Pen and Paper Calculation (very important) 28
Exercise 2a 32
Exercise 2b 33
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