Fundamentals of engineering numerical analysis

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The lecture notes provide an excellent introduction to numerical analysis for beginning graduate students in engineering and physical sciences as well as in other computational sciences. The author presents the basic knowledge to construct and to use numerical methods for solving ordinary differential equations (ODEs) and partial differential equations (PDEs).NEWLINENEWLINENEWLINEThe first 3 chapters contain the basic ideas, namely interpolation, numerical differentiation, and numerical integration. Chapter 4 is devoted to the numerical solution of ODEs. This chapter is certainly the heart of the book. Chapter 5 provides simple discretization schemes for parabolic, hyperbolic and elliptic PDEs and their analysis. The author also discusses iterative solvers for large scale systems of algebraic equations arising from the finite difference discretization of elliptic boundary value problems or from implicit time integration schemes. The final Chapter 6 is devoted to discrete transforms like the fast Fourier transform and their applications.NEWLINENEWLINENEWLINEAll chapters finish with a very valueable collection of exercises and hints for further reading. In the Appendix a review of some basic facts from linear algebra is given.NEWLINENEWLINENEWLINEAfter reading the book, the reader will not only be able to construct appropriate numerical methods, but he will also ``know what factors affect accuracy, stability, and convergence and be able to ask tough questions before accepting the numerical output.




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