Classical Numerical Analysis: A Comprehensive Course

ISBN-13: 9781108837705 / Angielski / Twarda / 2022

Abner J. Salgado; Steven M. Wise

Opis

A thorough introduction to graduate classical numerical analysis, with all important topics covered rigorously.

Recenzje

'The book is the only textbook I know that covers the current topics for beginning graduate students in numerical analysis. The chosen topics in the book match exactly what one wishes to cover in a two-semester course sequence in computational mathematics, as the selection of the numerical methods is in align with the modern treatment of the subjects. Many instructors in the field have struggled to find two or more textbooks for the same coverage, but you can have all of them in this book.' Xiaofan Li, Illinois Institute of Technology

Spis treści

Part I. Numerical Linear Algebra: 1. Linear operators and matrices; 2. The singular value decomposition; 3. Systems of linear equations; 4. Norms and matrix conditioning; 5. Linear least squares problem; 6. Linear iterative methods; 7. Variational and Krylov subspace methods; 8. Eigenvalue problems; Part II. Constructive Approximation Theory: 9. Polynomial interpolation; 10. Minimax polynomial approximation; 11. Polynomial least squares approximation; 12. Fourier series; 13. Trigonometric interpolation and the Fast Fourier Transform; 14. Numerical quadrature; Part III. Nonlinear Equations and Optimization: 15. Solution of nonlinear equations; 16. Convex optimization; Part IV. Initial Value Problems for Ordinary Di fferential Equations: 17. Initial value problems for ordinary diff erential equations; 18. Single-step methods; 19. Runge–Kutta methods; 20. Linear multi-step methods; 21. Sti ff systems of ordinary diff erential equations and linear stability; 22. Galerkin methods for initial value problems; Part V. Boundary and Initial Boundary Value Problems: 23. Boundary and initial boundary value problems for partial di fferential equations; 24. Finite diff erence methods for elliptic problems; 25. Finite element methods for elliptic problems; 26. Spectral and pseudo-spectral methods for periodic elliptic equations; 27. Collocation methods for elliptic equations; 28. Finite di fference methods for parabolic problems; 29. Finite diff erence methods for hyperbolic problems; Appendix A. Linear algebra review; Appendix B. Basic analysis review; Appendix C. Banach fixed point theorem; Appendix D. A (petting) zoo of function spaces; References; Index.