Numerical analysis with algorithms and programming

Publication date 4 April 2016

Adam-Bashforth-Moulton alternating direction implicit method B-splines backward differences bisection method boundary value problems central differences collocation conditioning convergence Crank-Nicolson implicit method cubic spline direct method divided differences eigenvalues elliptic equations Euler-Maclaurin formula finite difference finite element fixed-point iteration forward differences Galerkin method Galerkin methods Gauss elimination Gauss quadrature Gauss-Jacobi Gauss-Seidel Givens method Householder's method hyperbolic equations interpolation iterative methods Jacobi's method Laplace equation least squares curve fitting Lobatto quadrature Mathematica programming Milne multistep methods Newton's method Newton-Cotes quadrature Newton-Raphson method nonlinear equations numerical methods Nyström orthogonal polynomials Padé approximation parabolic equations power method QR method Rayleigh-Ritz method real roots regula-falsi method Richardson extrapolation Romberg integration Runge-Kutta methods secant method shooting single-step methods stability successive overrelaxation system of linear algebraic equations textbook

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Initial-boundary value problems for second-order parabolic equations (35K20) Initial-boundary value problems for second-order hyperbolic equations (35L20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Euler-Maclaurin formula in numerical analysis (65B15) Numerical interpolation (65D05) Numerical computation using splines (65D07) Numerical smoothing, curve fitting (65D10) Numerical differentiation (65D25) Numerical quadrature and cubature formulas (65D32) Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical computation of solutions to single equations (65H05) Numerical computation of solutions to systems of equations (65H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Finite difference methods for boundary value problems involving PDEs (65N06) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Packaged methods for numerical algorithms (65Y15) Theory of programming languages (68N15)

Review text

This book is an introduction to numerical methods for science and engineering. Mathematica program listings are provided at the end of almost every method. Chapter 1 presents the various kinds of possible errors in a problem, with the concept of stability, conditioning and convergence of numerical methods. Chapter 2 considers the computation of real roots of algebraic and transcendental equations including the bisection method, regula-falsi method, fixed-point iteration, Newton-Raphson method, secant method, and the Newton's method for simultaneous nonlinear equations. Chapter 3 covers the interpolation formulas of forward differences, backward differences, central differences, divided differences, Lagrange, Hermite, cubic spline, and interpolation by iteration. Chapter 4 discusses the Newton, Stirling, Bessel and Lagrange interpolation formula for numerical differentiation. Chapter 5 presents the numerical integration by using Newton-Cotes quadrature formula, Richardson extrapolation, Romberg integration, Gauss quadrature, Lobatto quadrature, as well as the Bernoulli polynomials and Euler-Maclaurin formula for double integration. Chapter 6 covers the numerical methods in solving systems of linear algebraic equations by using the direct method of Gauss elimination, iterative methods of Gauss-Jacobi, Gauss-Seidel and the successive overrelaxation method. Chapter 7 is devoted to the numerical solutions and stability analysis of ordinary differential equations by using single-step methods of Picard, Taylor`s series, Euler, Runge-Kutta methods, and multistep methods of Adam-Bashforth-Moulton, Milne and Nyström. Systems of ordinary differential equations are solved by Runge-Kutta methods, boundary value problems by the finite difference, shooting, collocation and Galerkin methods. Chapter 8 includes the determination of eigenvalues of a square matrix by the Householder's method, QR method, power method, Jacobi's method and Givens method. Chapter 9 deals with the approximation of functions by least squares curve fitting, orthogonal polynomials, minimax polynomial approximation, B-splines and Padé approximation. Chapter 10 introduces the explicit finite difference method and Crank-Nicolson implicit method for parabolic partial differential equations, explicit central difference method and implicit finite difference method for hyperbolic partial differential equations, finite difference methods for elliptic partial differential equations, the successive overrelaxation method for solving the Laplace equation, and an alternating direction implicit method for the two-dimensional parabolic partial differential equations. Chapter 11 gives a brief introduction to the construction of finite element approximations by the Rayleigh-Ritz method and the Galerkin method.

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