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This book helps advanced undergraduate, graduate and postdoctoral students in their daily work by offering them a compendium of numerical methods. The choice of methods pays significant attention to error estimates, stability and convergence issues as well as to the ways to optimize program execution speeds.
This text, the ideal student companion to the topic, explains all the core numerical techniques a physicist should know, as well as how to control errors, retain stability, and merge computations. It includes appendices full of additional detail and advice.
Basics of numerical analysis.- Solution of nonlinear equations.- Matrix methods.- Transformations of functions and signals.- Statistical description and modeling of data.- Modeling and analysis of time series.- Initial-value problems for ordinary differential equations.- Boundary-value problems for ordinary differential equations.- Difference methods for one-dimensional partial differential equations.- Difference methods for partial differential equations in more than one dim.- Spectral methods for partial differential equations.From the reviews:
This is a well designed textbook that offers a generous compendium of numerical analysis, at a medium level of training in mathematics.ls!
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