An introduction to numerical methods and analysis / James F. Epperson.
By: Epperson, James F [author].
Material type: BookPublisher: New York : Wiley & Sons, [2002]Copyright date: ©2002Description: xv, 556 pages : color illustrations ; 24 cm.Content type: text Media type: unmediated Carrier type: volumeISBN: 0471316474 (hardback).Subject(s): Numerical analysisDDC classification: 518Item type | Current library | Call number | Copy number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
General Lending | MTU Bishopstown Library Lending | 518 (Browse shelf(Opens below)) | 1 | Available | 00092218 |
Enhanced descriptions from Syndetics:
Emphasis on "cause and effect" in numerical mathematics.
* Flexibility with computing languages--the book is not specific to any one computing language.
Includes bibliographical references and index.
Introductory concepts and calculus review -- A survey of simple methods and tools -- Root finding -- Interpolation and approximation -- Numerical integration -- Numerical methods for ordinary differential equations -- Numerical methods for the solution of systems -- Approximate solution of the algebraic eigenvalue problem -- A survey of finite difference methods for partial differential equations.
Table of contents provided by Syndetics
- Preface (p. vii)
- Acknowledgments (p. x)
- Chapter 1 Introductory Concepts and Calculus Review (p. 1)
- 1.1 Basic Tools of Calculus (p. 2)
- 1.1.1 Taylor's Theorem (p. 2)
- 1.1.2 Mean Value and Extreme Value Theorems (p. 9)
- 1.2 Error, Approximate Equality, and Asymptotic Order Notation (p. 14)
- 1.2.1 Error (p. 14)
- 1.2.2 Notation: Approximate Equality (p. 15)
- 1.2.3 Notation: Asymptotic Order (p. 16)
- 1.3 A Primer on Computer Arithmetic (p. 20)
- 1.4 A Word on Computer Languages and Software (p. 28)
- 1.5 Simple Approximations (p. 29)
- 1.6 Application: Approximating the Natural Logarithm (p. 33)
- Chapter 2 A Survey of Simple Methods and Tools (p. 37)
- 2.1 Homer's Rule and Nested Multiplication (p. 37)
- 2.2 Difference Approximations to the Derivative (p. 40)
- 2.3 Application: Euler's Method for Initial Value Problems (p. 48)
- 2.4 Linear Interpolation (p. 53)
- 2.5 Application: The Trapezoid Rule (p. 60)
- 2.6 Solution of Tridiagonal Linear Systems (p. 69)
- 2.7 Application: Simple Two-Point Boundary Value Problems (p. 75)
- Chapter 3 Root Finding (p. 80)
- 3.1 The Bisection Method (p. 81)
- 3.2 Newton's Method: Derivation and Examples (p. 87)
- 3.3 How to Stop Newton's Method (p. 93)
- 3.4 Application: Division Using Newton's Method (p. 96)
- 3.5 The Newton Error Formula (p. 100)
- 3.6 Newton's Method: Theory and Convergence (p. 105)
- 3.7 Application: Computation of the Square Root (p. 109)
- 3.8 The Secant Method: Derivation and Examples (p. 111)
- 3.9 Fixed-Point Iteration (p. 116)
- 3.10 Special Topics in Root-Finding Methods (p. 126)
- 3.10.1 Extrapolation and Acceleration (p. 126)
- 3.10.2 Variants of Newton's Method (p. 131)
- 3.10.3 The Secant Method: Derivation and Examples (p. 135)
- 3.10.4 Multiple Roots (p. 139)
- 3.10.5 In Search of Fast Global Convergence: Hybrid Algorithm (p. 144)
- Literature and Software Discussion (p. 149)
- Chapter 4 Interpolation and Approximation (p. 150)
- 4.1 Lagrange Interpolation (p. 151)
- 4.2 Newton Interpolation and Divided Differences (p. 156)
- 4.3 Interpolation Error (p. 166)
- 4.4 Application: Muller's Method and Inverse Quadratic (p. 170)
- 4.5 Application: More Approximations to the Derivative (p. 174)
- 4.6 Hermite Interpolation (p. 177)
- 4.7 Piecewise Polynomial Interpolation (p. 182)
- 4.8 An Introduction to Splines (p. 189)
- 4.8.1 Definition of the Problem (p. 189)
- 4.8.2 Cubic B-Splines (p. 190)
- 4.9 Application: Solution of Boundary Value Problems (p. 204)
- 4.10 Least Squares Concepts in Approximation (p. 209)
- 4.10.1 An Introduction to Data Fitting (p. 209)
- 4.10.2 Least Squares Approximation and Orthogonal (p. 215)
- 4.11 Advanced Topics in Interpolation Error (p. 230)
- 4.11.1 Stability of Polynomial Interpolation (p. 230)
- 4.11.2 The Runge Example (p. 234)
- 4.11.3 The Chebyshev Nodes (p. 237)
- 4.12 Literature and Software Discussion (p. 243)
- Chapter 5 Numerical Intergration (p. 245)
- 5.1 A Review of the Definite Integral (p. 246)
- 5.2 Improving the Trapezoid Rule (p. 248)
- 5.3 Simpson's Rule and Degree of Precision (p. 253)
- 5.4 The Midpoint Rule (p. 265)
- 5.5 Application: Stirling's Formula (p. 268)
- 5.6 Gaussian Quadrature (p. 270)
- 5.7 Extrapolation Methods (p. 281)
- 5.8 Special Topics in Numerical Integration (p. 288)
- 5.8.1 Romberg Integration (p. #288)
- 5.8.2 Quadrature with Nonsmooth Integrands (p. 293)
- 5.8.3 Adaptive Integration (p. 299)
- 5.8.4 Peano Estimates for the Trapezoid Rule (p. 307)
- Literature and Software Discussion (p. 311)
- Chapter 6 Numerical Methods for Ordinary Differential Equations (p. 312)
- 6.1 The Initial Value Problem: Background (p. 313)
- 6.2 Euler's Method (p. 318)
- 6.3 Analysis of Euler's Method (p. 322)
- 6.4 Variants of Euler's Method (p. 326)
- 6.4.1 The Residual and Truncation Error (p. 329)
- 6.4.2 Implicit Methods and Predictor-Corrector Schemes (p. 331)
- 6.4.3 Starting Values and Multistep Methods (p. 337)
- 6.4.4 The Midpoint Method and Weak Stability (p. 339)
- 6.5 Single Step Methods: Runge-Kutta (p. 343)
- 6.6 Multistep Methods (p. 350)
- 6.6.1 The Adams Families (p. 350)
- 6.6.2 The BDF Family (p. 354)
- 6.7 Stability Issues (p. 356)
- 6.7.1 Stability Theory for Multistep Methods (p. 356)
- 6.7.2 Stability Regions (p. 360)
- 6.8 Application to Systems of Equations (p. 363)
- 6.8.1 Implementation Issues and Examples (p. 363)
- 6.8.2 Stiff Equations (p. 366)
- 6.8.3 A-Stability (p. 368)
- 6.9 Adaptive Solvers (p. 370)
- 6.10 Boundary Value Problems (p. 383)
- 6.10.1 Simple Difference Methods (p. 383)
- 6.10.2 Shooting Methods (p. 388)
- 6.11 Literature and Software Discussion (p. 392)
- Chapter 7 Numerical Methods for the Solution of Systems (p. 394)
- 7.1 Linear Algebra Review (p. 395)
- 7.2 Linear Systems and Gaussian Elimination (p. 397)
- 7.3 Operation Counts (p. 404)
- 7.4 The LU Factorization (p. 406)
- 7.5 Perturbation, Conditioning, and Stability (p. 416)
- 7.5.1 Vector and Matrix Norms of Equations (p. 417)
- 7.5.2 The Condition Number and Perturbations (p. 419)
- 7.5.3 Estimating the Condition Number (p. 427)
- 7.5.4 Interative Refinement (p. 430)
- 7.6 SPD Matrices and the Cholesky Decomposition (p. 434)
- 7.7 Iterative Methods for Linear Systems: A Brief Survey (p. 437)
- 7.8 Nonlinear Systems: Newton's Method and Related Ideas (p. 446)
- 7.8.1 Newton's Method (p. 447)
- 7.8.2 Fixed-Point Methods (p. 450)
- 7.9 Application: Numerical Solution of Nonlinear BVPs (p. 452)
- 7.10 Literature and Software Discussion (p. 454)
- Chapter 8 Approximate Solution of the Algebraic Eigenvalue Problem (p. 456)
- 8.1 Eigenvalue Review (p. 457)
- 8.2 Reduction to Hessenberg Form (p. 463)
- 8.3 Power Methods (p. 471)
- 8.4 An Overview of the QR Iteration (p. 490)
- Literature and Software Discussion (p. 499)
- Chapter 9 A Survey of Finite Difference Methods for Partial Differential Equations (p. 500)
- 9.1 Difference Methods for the Diffusion Equation (p. 501)
- 9.1.1 The Basic Problem (p. 501)
- 9.1.2 The Explicit Method and Stability (p. 502)
- 9.1.3 Implicit Methods and the Crank-Nicolson Method (p. 507)
- 9.2 Difference Methods for Poisson Equations (p. 517)
- 9.2.1 Discretization (p. 517)
- 9.2.2 Banded Cholesky Solvers (p. 520)
- 9.2.3 Iteration and the Method of Conjugate Gradients (p. 522)
- Literature and Software Discussion (p. 533)
- Appendix A Proofs of Selected Theorems, and Other Additional Material (p. 535)
- A.1 Proofs of the Interpolation Error Theorems (p. 535)
- A.2 Proof of Stability (p. 537)
- A.3 Stiff Systems of Differential Equations and Eigenvalues (p. 538)
- A.4 The Matrix Perturbation Theorem (p. 540)
- Appendix B Proofs of Selected Theorems, and Other Additional Material (p. 542)
- Index (p. 549)