Uri M. Ascher is a Professor in the Department of Computer Science at the University of British Columbia, Vancouver.
He is also Director of the Institute of Applied Mathematics there.
Petzold, Linda R. : University of California-Santa Barbara
Linda R. Petzold is a Professor in the Departments of Mechanical and Environmental Engineering and Computer
Science at the University of California at Santa Barbara. She is also Director of the Computational Science and
Engineering Program there.
Summary
Designed for those people who want to gain a practical knowledge of modern techniques, this book contains all
the material necessary for a course on the numerical solution of differential equations. Written by two of the
field's leading authorities, it provides a unified presentation of initial value and boundary value problems in
ODEs as well as differential-algebraic equations. The approach is aimed at a thorough understanding of the issues
and methods for practical computation while avoiding an extensive theorem�proof type of exposition. It also addresses
reasons why existing software succeeds or fails.
This book is a practical and mathematically well-informed introduction that emphasizes basic methods and theory,
issues in the use and development of mathematical software, and examples from scientific engineering applications.
Topics requiring an extensive amount of mathematical development, such as symplectic methods for Hamiltonian systems,
are introduced, motivated, and included in the exercises, but a complete and rigorous mathematical presentation
is referenced rather than included.
Table of Contents
List of Figures
List of Tables
Preface
Part I: Introduction.
Chapter 1: Ordinary Differential Equations
Part II: Initial Value Problems.
Chapter 2: On Problem Stability
Chapter 3: Basic Methods, Basic Concepts
Chapter 4: One-Step Methods
Chapter 5: Linear Multistep Methods
Part III: Boundary Value Problems.
Chapter 6: More Boundary Value Problem Theory and Applications
Chapter 7: Shooting
Chapter 8: Finite Difference Methods for Boundary Value Problems
Part IV: Differential-Algebraic Equations.
Chapter 9: More on Differential-Algebraic Equations
Chapter 10: Numerical Methods for Differential-Algebraic Equations
