ENGLISH

A First Course in the Numerical Analysis of Differential Equations

By Arieh Iserles

Book information

Publisher
Cambridge University Press
Year
1996
ISBN
9780521553766, 0521553768, 0521556554
Open Library ID
OL22278070M
Language
english
Format
PDF
Filesize
37 MB (39114143 bytes)
Series
Cambridge texts in applied mathematics
Pages
393\393
Time added
2010-02-18 13:16:04

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.

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