Finite Difference Schemes and Partial Differential Equations

This text combines practical aspects of implementation with theoretical analysis of finite difference schemes and partial differences schemes. It offers a discussion of the concepts of convergence, consistency and stability for time-dependent equations. The author rigorously develops the von Neumann analysis of stability using the methods of Fourier analysis throughout the text to provide a unified treatment of the basic concepts and results. A complete proof of the Lax-Richtmyer theorem for equations with constant coefficients is included.