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The Theory of Difference Schemes

The Theory of Difference Schemes by Alexander A. Samarskii
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The Theory of Difference Schemes emphasizes solutions to boundary value problems through multiple difference schemes. It addresses the construction of approximate numerical methods and computer algorithms for solving mathematical physics problems. The book also develops mathematical models for obtaining desired solutions in minimal time using direct or iterative difference equations. Mathematical Reviews said it is "well-written [and] an excellent book, with a wealth of mathematical material and techniques."

CRC Press; March 2001
789 pages; ISBN 9780203908518
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Title: The Theory of Difference Schemes
Author: Alexander A. Samarskii