A Graduate Introduction to Numerical Methods: From the Viewpoint of Backward Error Analysis

by Robert M. Corless, Nicolas Fillion

Overview

This book provides an extensive introduction to numerical computing from the viewpoint of backward error analysis. The intended audience includes students and researchers in science, engineering and mathematics. The approach taken is somewhat informal owing to the wide variety of backgrounds of the readers, but the central ideas of backward error and sensitivity (conditioning) are systematically emphasized. The book is divided into four parts: Part I provides the background preliminaries including floating-point arithmetic, polynomials and computer evaluation of functions; Part II covers numerical linear algebra; Part III covers interpolation, the FFT and quadrature; and Part IV covers numerical solutions of differential equations including initial-value problems, boundary-value problems, delay differential equations and a brief chapter on partial differential equations.

The book contains detailed illustrations, chapter summaries and a variety of exercises as well some Matlab codes provided online as supplementary material.

“I really like the focus on backward error analysis and condition. This is novel in a textbook and a practical approach that will bring welcome attention." Lawrence F. Shampine

A Graduate Introduction to Numerical Methods and Backward Error Analysis” has been selected by Computing Reviews as a notable book in computing in 2013. Computing Reviews Best of 2013 list consists of book and article nominations from reviewers, CR category editors, the editors-in-chief of journals, and others in the computing community.

Product Details

ISBN-13:	9781493953103
Publisher:	Springer New York
Publication date:	09/20/2016
Edition description:	Softcover reprint of the original 1st ed. 2014
Pages:	869
Product dimensions:	7.01(w) x 10.00(h) x (d)

About the Author

“A Graduate Introduction to Numerical Methods and Backward Error Analysis” has been selected as a notable book in computing in 2013. Computing Reviews’ Best of 2013 list consists of book and article nominations from reviewers, CR category editors, the editors-in-chief of journals, and others in the computing community.

Table of Contents

Computer Arithmetic & Fundamental Concepts of Computation.- Polynomials and Series.- Rootfinding and Function Evaluation.- Solving Ax = b .- Solving Ax =l x.- Structured Linear Systems.-Iterative Methods.- Polynomial and Rational Interpolation.- The Discrete Fourier Transform.- Numerical Integration.- Numerical Differentiation and Finite Differences.- Numerical Solution of ODEs.- Numerical Methods for ODEs.- Numerical Solutions of Boundary Value Problems.- Numerical Solution of Delay DEs.- Numerical Solution of PDEs.​

Editorial Reviews

Corless and Fillion have clearly dedicated several years of their lives to this book. It has been worth it! The result is a carefully judged all-round numerical analysis textbook that expertly serves students and instructors. The book stands out in a crowded market. It is a textbook that numerical analysis can be very proud of.” (Alex Townsend, SIAM Review, Vol. 58 (4), December, 2016)

“This book is intended to be a graduate introduction to numerical methods from the perspective of backward error analysis. … it is the variety of topics and case studies, both theoretical and numerical, presented in the book that is its strongest point, making it a valuable reference work for students and professionals … .” (Justin Steven C. Prentice, Mathematical Reviews, January, 2015)

“This textbook provides a very readable and comprehensive graduate-level introduction to numerical methods and their analysis. … The textbook contains many references, exercises, MATLAB codes, and numerical illustrations. It is written in a style that is both informal and informative which makes this book unique in fact.” (Robert Plato, zbMATH, Vol. 1295, 2014)

From the Publisher