A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics, Series Number 44)

Iserles, Arieh

ISBN 10: 0521734908 / ISBN 13: 9780521734905

Published by Cambridge University Press, 2008

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Bibliographic Details

• Title: A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics, Series Number 44)
• Publisher: Cambridge University Press
• Publication Date: 2008
• Language: English
• ISBN 10: 0521734908
• ISBN 13: 9780521734905
• Binding: Soft cover
• Edition: 2nd Edition
• Condition: New

About this title

Synopsis

Numerical analysis presents different faces to the world. For mathematicians it is a bona fide mathematical theory with an applicable flavour. For scientists and engineers it is a practical, applied subject, part of the standard repertoire of modelling techniques. For computer scientists it is a theory on the interplay of computer architecture and algorithms for real-number calculations. The tension between these standpoints is the driving force of this book, which presents a rigorous account of the fundamentals of numerical analysis of both ordinary and partial differential equations. The exposition maintains a balance between theoretical, algorithmic and applied aspects. This second edition has been extensively updated, and includes new chapters on emerging subject areas: geometric numerical integration, spectral methods and conjugate gradients. Other topics covered include multistep and Runge-Kutta methods; finite difference and finite elements techniques for the Poisson equation; and a variety of algorithms to solve large, sparse algebraic systems.

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.