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

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9780521553766: A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics)

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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Book Description:

This text 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.

About the Author:

Arieh Iserles is a Professor in Numerical Analysis of Differential Equations in the Department of Applied Mathematics and Theoretical Physics at the University of Cambridge. He has been awarded the Onsager medal and served as a chair of the Society for Foundations of Computational Mathematics. He is also Managing Editor of Acta Numerica, Editor in Chief of Foundations of Computational Mathematics, and an editor of numerous other publications.

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