A First Course in the Numerical Analysis of Differential Equations (Paperback)

By Arieh Iserles, A. Iserles, Arieh Iserles (Editor)

Cambridge University Press, 9780521556552, 396pp.

Publication Date: January 1, 1996

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Description

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.