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Finite Difference Methods
for Ordinary and Partial
Differential Equations
OT98_LevequeFM2.qxp 6/4/2007 10:20 AM Page 1
OT98_LevequeFM2.qxp 6/4/2007 10:20 AM Page 2
Finite Difference Methods
for Ordinary and Partial
Differential Equations
Steady-State and Time-Dependent Problems
Randall J. LeVeque
University of Washington
Seattle, Washington
Society for Industrial and Applied Mathematics • Philadelphia
OT98_LevequeFM2.qxp 6/4/2007 10:20 AM Page 3
Copyright © 2007 by the Society for Industrial and Applied Mathematics.
10 9 8 7 6 5 4 3 2 1
All rights reserved. Printed in the United States of America. No part of this book may be
reproduced, stored, or transmitted in any manner without the written permission of the
publisher. For information, write to the Society for Industrial and Applied Mathematics, 3600
University City Science Center, Philadelphia, PA 19104-2688.
Trademarked names may be used in this book without the inclusion of a trademark symbol.
These names are used in an editorial context only; no infringement of trademark is intended.
MATLAB is a registered trademark of The MathWorks, Inc. For MATLAB product information,
please contact The MathWorks, Inc., 3 Apple Hill Drive, Natick, MA 01760-2098 USA, 508-
647-7000, Fax: 508-647-7101, info@mathworks.com, www.mathworks.com.
Library of Congress Cataloging-in-Publication Data
LeVeque, Randall J., 1955-
Finite difference methods for ordinary and partial differential equations : steady-state and
time-dependent problems / Randall J. LeVeque.
p.cm.
Includes bibliographical references and index.
ISBN 978-0-898716-29-0 (alk. paper)
1. Finite differences. 2. Differential equations. I. Title.
QA431.L548 2007
515’.35—dc22 2007061732
Partial royalties from the sale of this book are placed in a fund to help students
attend SIAM meetings and other SIAM-related activities. This fund is administered
by SIAM, and qualified individuals are encouraged to write directly to SIAM for
guidelines.
is a registered trademark.
OT98_LevequeFM2.qxp 6/4/2007 10:20 AM Page 4
To my family,
Loyce, Ben, Bill, and Ann
OT98_LevequeFM2.qxp 6/4/2007 10:20 AM Page 5
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