The Russian edition of this book appeared 5 years ago. Since that time, many results have been improved upon and new approaches to the problems investigated in the book have appeared. But the greatest surprise for us was to discover that there exists a large group of mathematicians working in the area of the so-called White Noise Analysis which is closely connected with the essential part of our book, namely, with the theory of generalized functions of infinitely many variables. The first papers dealing with White Noise Analysis were written by T. Hida in Japan in 1975. Later, this analysis was devel oped intensively in Japan, Germany, U.S.A., Taipei, and in other places. The related problems of infinite-dimensional analysis have been studied in Kiev since 1967, and the theory of generalized functions of infinitely many variables has been in vestigated since 1973. However, due to the political system in the U.S.S.R., contact be tween Ukrainian and foreign mathematicians was impossible for a long period of time. This is why, to our great regret, only at the end of 1988 did one of the authors meet L. Streit who told him about the existence of White Noise Analysis. And it become clear that many results in these two theories coincide and that, in fact, there exists a single theory and not two distinct ones.

A unified discussion of the formulation and analysis of special methods of mixed initial boundary-value problems. The focus is on the development of a new mathematical theory that explains why and how well spectral methods work. Included are interesting extensions of the classical numerical analysis.

中国科学院科学出版基金资助出版。

Mathematics of Computing -- Numerical Analysis.

Along with finite differences and finite elements, spectral methods are one of the three main methodologies for solving partial differential equations on computers. This book provides a detailed presentation of basic spectral algorithms, as well as a systematical presentation of basic convergence theory and error analysis for spectral methods. Readers of this book will be exposed to a unified framework for designing and analyzing spectral algorithms for a variety of problems, including in particular high-order differential equations and problems in unbounded domains. The book contains a large number of figures which are designed to illustrate various concepts stressed in the book. A set of basic matlab codes has been made available online to help the readers to develop their own spectral codes for their specific applications.