A first course in the numerical analysis of differential equations. Arieh Iserles

A first course in the numerical analysis of differential equations


A.first.course.in.the.numerical.analysis.of.differential.equations.pdf
ISBN: 0521556554,9780521556552 | 378 pages | 19 Mb

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A first course in the numerical analysis of differential equations Arieh Iserles
Publisher: Cambridge University Press


This book presents a rigorous account of the fundamentals of numerical analysis of both ordinary and partial differential equations. The point of departure is mathematical but the exposition strives to maintain a balance among theoretical, algorithmic and applied aspects of the subject. In detail, topics covered include numerical solution of ordinary differential equations by multistep and Runge-Kutta methods; finite difference and finite elements techniques for the Poisson equation; a variety of algorithms to solve large, sparse algebraic systems; and methods for parabolic and hyperbolic differential equations and techniques of their analysis. The book is accompanied by an appendix that presents brief back-up in a number of mathematical topics.



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