Numerical Analysis for Engineers and Scientists

A graduate-level introduction balancing theory and application, providing full coverage of classical methods with many practical examples and demonstration programs.

G. Miller (Author)

9781107021082, Cambridge University Press

Hardback, published 29 May 2014

581 pages, 90 b/w illus. 25 tables 70 exercises
25.3 x 17.8 x 3.5 cm, 1.2 kg

Striking a balance between theory and practice, this graduate-level text is perfect for students in the applied sciences. The author provides a clear introduction to the classical methods, how they work and why they sometimes fail. Crucially, he also demonstrates how these simple and classical techniques can be combined to address difficult problems. Many worked examples and sample programs are provided to help the reader make practical use of the subject material. Further mathematical background, if required, is summarized in an appendix. Topics covered include classical methods for linear systems, eigenvalues, interpolation and integration, ODEs and data fitting, and also more modern ideas like adaptivity and stochastic differential equations.

Preface
1. Numerical error
2. Direct solution of linear systems
3. Eigenvalues and eigenvectors
4. Iterative approaches for linear systems
5. Interpolation
6. Iterative methods and the roots of polynomials
7. Optimization
8. Data fitting
9. Integration
10. Ordinary differential equations
11. Introduction to stochastic ODEs
12. A big integrative example
A. Mathematical background
B. Answers
C. Sample codes
References
Index.

Subject Areas: Mathematical theory of computation [UYA], Maths for engineers [TBJ], Maths for scientists [PDE], Numerical analysis [PBKS]