A First Course in the Numerical Analysis of Differential Equations

Cambridge Texts in Applied Mathematics #15

by Arieh Iserles

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 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.

Genres: Mathematics, Technical, Reference

482 pages, Kindle Edition

First published January 18, 1996

Reviews

[Nathaniel Mathews · Rating 5 out of 5]

Iserles is eminently readable, and an excellent reference.

[Joey Chen · Rating 5 out of 5]

Not thorough enough but definitely a great introduction to numerical methods.

[Patel]

Arieh Iserles / 4416