A First Course In The Numerical Analysis Of Differential Equations (cambridge Texts In Applied Mathematics)
by Arieh Iserles /
1996 / English / PDF
8.6 MB Download
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.