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 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.

Genres: Mathematics, Technical, Reference

480 pages, Paperback

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