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Numerical Solution of Partial Differential Equations

Partial differential equations play an important role in several areas of engineering ranging from fluid mechanics, heat transfer, and applied mechanics to electromagnetic theory. Since it is generally much more difficult to find a closed-form solution for partial differential equations than it is for ordinary differential equations, they are usually solved numerically. In this chapter, we present numerical methods for solution of partial differential equations, in particular, those that describe some fundamental problems in engineering applications, including Laplace’s equation, the heat equation, and the wave equation.

A partial differential equation (PDE) is ...

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