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Cambridge Texts in Applied Mathematics: A First Course in the Numerical Analysis of Differential Equations

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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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Cambridge Texts in Applied Mathematics: A First Course in the Numerical Analysis of Differential Equations, Arieh Iserles

Lingua
Pubblicato
1996
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Titolo
Cambridge Texts in Applied Mathematics: A First Course in the Numerical Analysis of Differential Equations
Lingua
Inglese
Pubblicato
1996
Formato
In brossura
Pagine
378
ISBN10
0521556554
ISBN13
9780521556552
Serie
Valutazione
4,05 su 5
Descrizione
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.