A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics, Series Number 15) - Hardcover

Hardcover

ISBN 10: 0521553768 ISBN 13: 9780521553766

Publisher: Cambridge University Press, 1996

Synopsis

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.

About this title

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.

Edition details

• Publisher: Cambridge University Press
• Publication date: 1996
• ISBN 10: 0521553768
• ISBN 13: 9780521553766
• Binding: Hardcover
• Language: English
• Number of pages: 396
• Editor: Iserles Arieh