Lennart Edsberg - Introduction to Computation and Modeling for Differential Equations

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Library of Congress Cataloging-in-Publication Data:

Edsberg, Lennart, 1946

Introduction to computation and modeling for differential equations / Lennart Edsberg.

p. cm.

Includes bibliographical references and index.

ISBN 978-0-470-27085-1 (cloth)

1.Differential equationsData processing. 2. Differential equationsMathematical models. I. Title.

QA371.5.D37E37 2008

515.350285dc22

2007046848

10 9 8 7 6 5 4 3 2 1

To the Memory of Professor Germund Dahlquist
a Warm-hearted Humanist
and
a Great Numerical Analyst

List of Figures

Preface

This material is developped from a course in Numerical Solution of Differential Equations given at the Royal Institute of Technology (KTH), Stockholm. This specific course is directed to masters degree students in the program Scientific Computing and to students from application-oriented programs such as chemical, mechanical, and material engineering. The goal is to give an introduction to scientific computing for differential equations. One problem encountered for a course like this was to choose an appropriate textbook covering 1) mathematical modeling and numerical solution, 2) ordinary and partial differential equations, and 3) finite difference and finite element methods.