1st Edition

Introduction to Numerical Analysis and Scientific Computing

By Nabil Nassif, Dolly Khuwayri Fayyad Copyright 2013
    329 Pages 26 B/W Illustrations
    by Chapman & Hall

    Designed for a one-semester course, Introduction to Numerical Analysis and Scientific Computing presents fundamental concepts of numerical mathematics and explains how to implement and program numerical methods. The classroom-tested text helps students understand floating point number representations, particularly those pertaining to IEEE simple and double-precision standards as used in scientific computer environments such as MATLAB® version 7.

    Drawing on their years of teaching students in mathematics, engineering, and the sciences, the authors discuss computer arithmetic as a source for generating round-off errors and how to avoid the use of algebraic expression that may lead to loss of significant figures. They cover nonlinear equations, linear algebra concepts, the Lagrange interpolation theorem, numerical differentiation and integration, and ODEs. They also focus on the implementation of the algorithms using MATLAB®.

    Each chapter ends with a large number of exercises, with answers to odd-numbered exercises provided at the end of the book. Throughout the seven chapters, several computer projects are proposed. These test the students' understanding of both the mathematics of numerical methods and the art of computer programming.

    Computer Number Systems and Floating Point Arithmetic
    Introduction
    Conversion from Base 10 to Base 2
    Conversion from Base 2 to Base 10
    Normalized Floating Point Systems
    Floating Point Operations
    Computing in a Floating Point System

    Finding Roots of Real Single-Valued Functions
    Introduction
    How to Locate the Roots of a Function
    The Bisection Method
    Newton's Method
    The Secant Method

    Solving Systems of Linear Equations by Gaussian Elimination
    Mathematical Preliminaries
    Computer Storage for Matrices. Data Structures
    Back Substitution for Upper Triangular Systems
    Gauss Reduction
    LU Decomposition

    Polynomial Interpolation and Splines Fitting
    Definition of Interpolation
    General Lagrange Polynomial Interpolation
    Recurrence Formulae
    Equally Spaced Data: Difference Operators
    Errors in Polynomial Interpolation
    Local Interpolation: Spline Functions
    Concluding Remarks

    Numerical Differentiation and Integration
    Introduction
    Mathematical Prerequisites
    Numerical Differentiation
    Richardson extrapolation
    Richardson Extrapolation in Numerical Differentiation
    Numerical Integration
    Romberg Integration
    Appendix

    Advanced Numerical Integration
    Numerical Integration for Nonuniform Partitions
    Numerical Integration of Functions of Two Variables
    Monte Carlo Simulations for Numerical Quadrature

    Numerical Solutions of Ordinary Differential Equations (ODEs)
    Introduction
    Analytic Solutions to ODE
    Mathematical Settings for Numerical Solutions to ODEs
    Explicit Runge-Kutta Schemes
    Adams Multistep Methods
    Multistep Backward Difference Formulae
    Finite-Difference Approximation to a Two-Points Boundary Value Problem

    Bibliography

    Index

    Exercises and Computer Projects appear at the end of each chapter.

    Biography

    <p>Nabil Nassif received a Diplôme-Ingénieur from the Ecole Centrale de Paris and earned a master's degree in applied mathematics from Harvard University, followed by a PhD under the supervision of Professor Garrett Birkhoff. Since his graduation, Dr. Nassif has been affiliated with the Mathematics Department at the American University of Beirut, where he teaches and conducts research in the areas of mathematical modeling, numerical analysis and scientific computing. Professor Nassif has authored or co-authored about 50 publications in refereed journals and directed 12 PhD theses with an equal number of master's theses. During his career, Professor Nassif has also held several regular and visiting teaching positions in France, Switzerland, U.S.A. and Sweden.</p><p>Dolly Khoueiri Fayyad received her BSc and master's degrees from the American University of Beirut and her PhD degree from the University of Reims in France under the supervision of Professor Nabil Nassif. After earning her doctorate degree and before becoming a faculty member in the Mathematics Department of the American University of Beirut, she taught at the University of Louvain-la-Neuve in Belgium and then in the Sciences Faculty of Lebanon National University. Simultaneously, Dr. Fayyad has conducted research on the numerical solution of time-dependent partial differential equations and more particularly on semi-linear parabolic equations. She has also supervised several master's theses in her research areas.</p>

    "... an introduction to basic topics of numerical analysis which can be covered in a one-semester course for students of Mathematics, Natural Sciences or Engineering. The topics covered include finding roots of nonlinear equations using the bisection method, Newton's method and the secant method; the Gaussian elimination method for solving linear systems; function interpolation and fitting; numerical differentiation and integration; and numerical methods for ordinary differential equations. The methods are introduced and their convergence and stability are discussed in some details. It also includes a chapter on computer number systems and floating point arithmetic. Computer codes written in MATLAB are also included. This book is suitable for undergraduate students and people who begin to learn about numerical analysis. Exercises and computer projects provided at the end of each chapter can help students to practice computational and programming skills."
    —Trung Thanh Nguyen, in Zentralblatt MATH 1281