Can any body suggest any good book for Difference equation? I want to study the theory and application of difference equations.
Maybe this fits you; if yo can't find it, I think I'll be able to send it to you!
Anderson J.D.- Computational fluid dynamics. The basics with applications. This is very a very good book and easy to understand how to discritize the PDE's into algebraic form.
"Finite difference methods for differential equations" (Randall J LeVeque - 1998) is a good book with some applications
You can look for a number of books about this which were written by Dr. Saber Al-Aydi. He is one of the pioneers in this topic.
Saber Elaydi's book is nice:
http://www.springer.com/mathematics/dynamical+systems/book/978-0-387-23059-7
Try the book: " Difference Equations" , 2/e, (2001) by Walter G Kelley and Allan C Peterson, Academic Pre4ss- Elsevier. I found it extermely readable and accessible to an Engineering student
For an applied mathematician's perspective that might also appeal to the engineers, I can suggest Bender and Orzsag's "Advanced Mathematical Methods for Scientists and Engineers". There is a short chapter on finite difference equations with plenty of worked out examples. Its a gem of a book and has lots of other wonderful chapters dealing with applied math techniques.
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