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Theory and Applications of Numerical Analysis

Theory and Applications of Numerical Analysis

          
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About the Book

Theory and Applications of Numerical Analysis is a self-contained Second Edition, providing an introductory account of the main topics in numerical analysis. The book emphasizes both the theorems which show the underlying rigorous mathematics andthe algorithms which define precisely how to program the numerical methods. Both theoretical and practical examples are included.

Table of Contents:
Introduction. Basic Analysis. Taylors Polynomial and Series. The Interpolating Polynomial. Best Approximation. Splines and Other Approximations. Numerical Integration and Differentiation. Solution of Algebraic Equations of One Variable. Linear Equations. Matrix Norms and Applications. Matrix Eigenvalues and Eigenvectors. Systems of Non-linear Equations. Ordinary Differential Equations. Boundary Value and Other Methods for Ordinary Differential Equations. Appendices. Solutions to Selected Problems. References. Subject Index. Introduction: What is Numerical Analysis? Numerical Algorithms. Properly Posed and Well-Conditioned Problems. Basic Analysis: Functions. Limits and Derivatives. Sequences and Series. Integration. Logarithmic and Exponential Functions. Taylor's Polynomial and Series: Function Approximation. Taylor's Theorem. Convergence of Taylor Series. Taylor Series in Two Variables. Power Series. The Interpolating Polyomial: Linear Interpolation. Polynomial Interpolation. Accuracy of Interpolation. The Neville–Aitken Algorithm. Inverse Interpolation. Divided Differences. Equally Spaced Points. Derivatives and Differences. Effect of Rounding Error. Choice of Interpolation Points. Examples of Bernstein and Runge. "Best"Approximation: Norms of Functions. Best Approximations. Least Squares Approximations. Orthogonal Functions. Orthogonal Polynomials. Minimax Approximation. Chebyshev Series. Economization of Power Series. The Remez Algorithms. Further Results on Minimax Approximation.Splines and Other Approximations: Introduction. B-Splines. Equally-Spaced Knots. Hermite Interpolation. Pade and Rational Approximation. Numerical Integration and Differentiation: Numerical Integration. Romberg Integration. Gaussian Integration. Indefinite Integrals. Improper Integrals. Multiple Integrals. Numerical Differentiation. Effect of Errors. Solution of Algebraic Equations of One Variable: Introduction. The Bisection Method. Interpolation Methods. One-Point Iterative Methods. Faster Convergence. Higher Order Processes. The Contraction Mapping Theorem. Linear Equations: Introduction. Matrices. Linear Equations. Pivoting. Analysis of Elimination Method. Matrix Factorization. Compact Elimination Methods. Symmetric Matrices. Tridiagonal Matrices. Rounding Errors in Solving Linear Equations. Matrix Norms and Applications: Determinants, Eigenvalues, and Eigenvectors. Vector Norms. Matrix Norms. Conditioning. Iterative Correction from Residual Vectors. Iterative Methods. Matrix Eigenvalues and Eigenvectors: Relations Between Matrix Norms and Eigenvalues; Gerschgorin Theorems. Simple and Inverse Iterative Method. Sturm Sequence Method. The QR Algorithm. Reduction to Tridiagonal Form: Householder's Method. Systems ofNon-Linear Equations: Contraction Mapping Theorem. Newton's Method. Ordinary Differential Equations: Introduction. Difference Equations and Inequalities. One-Step Methods. Truncation Errors of One-Step Methods. Convergence of One-Step Methods. Effect of Rounding Errors on One-Step Methods. Methods Based on Numerical Integration; Explicit Methods. Methods Based on Numerical Integration; Implicit Methods. Iterating with the Corrector. Milne's Method of Estimating Truncation Errors. Numerical Stability. Systems and Higher Order Equations. Comparison of Step-by-Step Methods. Boundary Value and Other Methods for Ordinary Differential Equations: Shooting Method for Boundary Value Problems. Boundary Value Problem. Extrapolation to the Limit. Deferred Correction. Chebyshev Series Method. Appendices. Solutions to Selected Problems. References. Subject Index.


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Product Details
  • ISBN-13: 9780125535601
  • Publisher: Elsevier Science Publishing Co Inc
  • Publisher Imprint: Academic Press Inc
  • Edition: 2 Rev ed
  • Language: English
  • Returnable: Y
  • Spine Width: 22 mm
  • Width: 152 mm
  • ISBN-10: 0125535600
  • Publisher Date: 05 Jul 1996
  • Binding: Paperback
  • Height: 229 mm
  • No of Pages: 447
  • Series Title: English
  • Weight: 740 gr


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