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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.Read more
- Clear emphasis on application
- Full of practical examples to help students get to grips with the material
- Drawn from the author's own experience teaching numerical methods to engineers
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- Date Published: May 2014
- format: Hardback
- isbn: 9781107021082
- length: 581 pages
- dimensions: 253 x 178 x 35 mm
- weight: 1.2kg
- contains: 90 b/w illus. 25 tables 70 exercises
- availability: Available
Table of Contents
1. Numerical error
2. Direct solution of linear systems
3. Eigenvalues and eigenvectors
4. Iterative approaches for linear systems
6. Iterative methods and the roots of polynomials
8. Data fitting
10. Ordinary differential equations
11. Introduction to stochastic ODEs
12. A big integrative example
A. Mathematical background
C. Sample codes
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