A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics, Series Number 15)

A First Course in the Numerical Analysis of Differential Equations (Cambridge Texts in Applied Mathematics, Series Number 15) by Arieh Iserles. paperback edition. ISBN: 9780521556552.

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.