“It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology.” — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial di?erential equations. That decision is a wise one; the laws of nature are written in the language of partial di?erential equations. Therefore, these equations arise as models in virtually all branches of science and technology. Our goal in this book is to help you to understand what this vast subject is about. The book is an introduction to the ?eld. We assume only that you are familiar with - sic calculus and elementary linear algebra. Some experience with ordinary di?erential equations would also be an advantage. Introductory courses in partial di?erential equations are given all over the world in various forms. The traditional approach to the subject is to introduce a number of analytical techniques, enabling the student to - rive exact solutions of some simpli?ed problems. Students who learn about viii Preface computational techniques on other courses subsequently realize the scope of partial di?erential equations beyond paper and pencil.

“It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology.” — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial di?erential equations. That decision is a wise one; the laws of nature are written in the language of partial di?erential equations. Therefore, these equations arise as models in virtually all branches of science and technology. Our goal in this book is to help you to understand what this vast subject is about. The book is an introduction to the ?eld. We assume only that you are familiar with - sic calculus and elementary linear algebra. Some experience with ordinary di?erential equations would also be an advantage. Introductory courses in partial di?erential equations are given all over the world in various forms. The traditional approach to the subject is to introduce a number of analytical techniques, enabling the student to - rive exact solutions of some simpli?ed problems. Students who learn about viii Preface computational techniques on other courses subsequently realize the scope of partial di?erential equations beyond paper and pencil.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Ma- ematical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs. Preface "It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology." — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial differential equations.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Ma- ematical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs. Preface "It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology." — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial differential equations.

In diesem Buch werden die Grundlagen partieller Differentialgleichungen sowie mit der Untersuchung numerischer Methoden für diese partiellen Differentialgleichungen in Zusammenhang stehende wichtige Überlegungen vorgestellt. Standardthemen wie Trennung der Variablen, Fourier Analysis, Maximumprinzipien und Energieabschätzungen werden behandelt. Numerische Verfahren werden parallel zur klassischen Theorie vorgestellt. Die Eigenschaften von Differentialgleichungen werden anhand numerischer Experimente veranschaulicht, und die Theorie der finiten Differentialapproximationen wird entwickelt. Numerische Verfahren werden eingeführt, um die Bedeutung des Rechnens bei partiellen Differentialgleichungen zu zeigen und die starke Interaktion zwischen mathematischer Theorie und der Entwicklung numerischer Verfahren zu illustrieren. Besonderer Wert wurde im gesamten Buch auf eine möglichst gleichgewichtige Darstellung der analytischen und der numerischen Verfahren gelegt.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Ma- ematical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs. Preface "It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology." — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial differential equations.

“It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology.” — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial di?erential equations. That decision is a wise one; the laws of nature are written in the language of partial di?erential equations. Therefore, these equations arise as models in virtually all branches of science and technology. Our goal in this book is to help you to understand what this vast subject is about. The book is an introduction to the ?eld. We assume only that you are familiar with - sic calculus and elementary linear algebra. Some experience with ordinary di?erential equations would also be an advantage. Introductory courses in partial di?erential equations are given all over the world in various forms. The traditional approach to the subject is to introduce a number of analytical techniques, enabling the student to - rive exact solutions of some simpli?ed problems. Students who learn about viii Preface computational techniques on other courses subsequently realize the scope of partial di?erential equations beyond paper and pencil.

“It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology.” — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial di?erential equations. That decision is a wise one; the laws of nature are written in the language of partial di?erential equations. Therefore, these equations arise as models in virtually all branches of science and technology. Our goal in this book is to help you to understand what this vast subject is about. The book is an introduction to the ?eld. We assume only that you are familiar with - sic calculus and elementary linear algebra. Some experience with ordinary di?erential equations would also be an advantage. Introductory courses in partial di?erential equations are given all over the world in various forms. The traditional approach to the subject is to introduce a number of analytical techniques, enabling the student to - rive exact solutions of some simpli?ed problems. Students who learn about viii Preface computational techniques on other courses subsequently realize the scope of partial di?erential equations beyond paper and pencil.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Ma- ematical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs. Preface "It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology." — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial differential equations.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Ma- ematical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs. Preface "It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology." — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial differential equations.

In diesem Buch werden die Grundlagen partieller Differentialgleichungen sowie mit der Untersuchung numerischer Methoden für diese partiellen Differentialgleichungen in Zusammenhang stehende wichtige Überlegungen vorgestellt. Standardthemen wie Trennung der Variablen, Fourier Analysis, Maximumprinzipien und Energieabschätzungen werden behandelt. Numerische Verfahren werden parallel zur klassischen Theorie vorgestellt. Die Eigenschaften von Differentialgleichungen werden anhand numerischer Experimente veranschaulicht, und die Theorie der finiten Differentialapproximationen wird entwickelt. Numerische Verfahren werden eingeführt, um die Bedeutung des Rechnens bei partiellen Differentialgleichungen zu zeigen und die starke Interaktion zwischen mathematischer Theorie und der Entwicklung numerischer Verfahren zu illustrieren. Besonderer Wert wurde im gesamten Buch auf eine möglichst gleichgewichtige Darstellung der analytischen und der numerischen Verfahren gelegt.

Mathematics is playing an ever more important role in the physical and biological sciences, provoking a blurring of boundaries between scientific disciplines and a resurgence of interest in the modern as well as the cl- sical techniques of applied mathematics. This renewal of interest, both in research and teaching, has led to the establishment of the series: Texts in Applied Mathematics (TAM). The development of new courses is a natural consequence of a high level of excitement on the research frontier as newer techniques, such as numerical and symbolic computer systems, dynamical systems, and chaos mix with and reinforce the traditional methods of applied mathematics. Thus, the purpose of this textbook series is to meet the current and future needs of these advances and encourage the teaching of new courses. TAM will publish textbooks suitable for use in advanced undergraduate and beginning graduate courses, and will complement the Applied Ma- ematical Sciences (AMS) series, which will focus on advanced textbooks and research-level monographs. Preface "It is impossible to exaggerate the extent to which modern applied mathematics has been shaped and fueled by the g- eral availability of fast computers with large memories. Their impact on mathematics, both applied and pure, is comparable to the role of the telescopes in astronomy and microscopes in biology." — Peter Lax, Siam Rev. Vol. 31 No. 4 Congratulations! You have chosen to study partial differential equations.