A first course in the numerical analysis of differential equations [EBook] / Arieh Iserles.
A first course in the numerical analysis of differential equations [EBook] / 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 the...
Personal Name(s):  Iserles, A., (author) 

Edition: 
Second edition. 
Imprint: 
Cambridge :
Cambridge University Press,
2009

Physical Description: 
1 online resource (xviii, 459 pages) 
Note: 
englisch 
ISBN: 
9780521734905 9780511995569 
Series Title: 
Cambridge texts in applied mathematics ;
44 
Subject (LOC):  
Full Text 
Table of Contents:
 Preface to the first edition; Preface to the second edition; Flowchart of contents; Part I. Ordinary differential equations: 1. Euler's method and beyond; 2. Multistep methods; 3. RungeKutta methods; 4. Stiff equations; 5. Geometric numerical integration; 6. Error control; 7. Nonlinear algebraic systems; Part II. The Poisson equation: 8. Finite difference schemes; 9. The finite element method; 10. Spectral methods; 11. Gaussian elimination for sparse linear equations; 12. Classical iterative methods for sparse linear equations; 13. Multigrid techniques; 14. Conjugate gradients; 15. Fast Poisson solvers; Part III. Partial differential equations of evolution: 16. The diffusion equation; 17. Hyperbolic equations; Appendix. Bluffer's guide to useful mathematics: A.1. Linear algebra; A.2. Analysis; Bibliography; Index.