Numerical Mathematics (Relié)

Numerical mathematics is the branch of mathematics that proposes, develops, analyzes, and applies methods from scientific computing to several fields including analysis, linear algebra, geometry, approximation theory, functional equations, optimization, and differential equations. Other disciplines, such as physics, the natural and biological sciences, engineering, economics, and the financial sciences, frequently give rise to problems that need scientific computing for their solutions. As such, numerical mathematics is the crossroad of several disciplines of great relevance in modern applied sciences, and can become a crucial tool for their qualitative and quantitative analysis. One of the purposes of this book is to provide the mathematical foundations of numerical methods, to analyze their basic theoretical properties (stability, accuracy, and computational complexity), and to demonstrate their performances on examples and counterexamples, which outline their pros and cons. This is done using the MATLAB software environment, which is user-friendly and widely adopted. Within any specific class of problems, the most appropriate scientific computing algorithms are reviewed, their theoretical analyses are carried out, and the expected results are verified on a MATLAB computer implementation. Every chapter is supplied with examples, exercises, and applications of the discussed theory to the solution of real-life problems. This book is addressed to senior undergraduate and graduate students with particular focus on degree courses in engineering, mathematics, physics, and computer science. The attention paid to the applications and the related development of software makes it valuable also to researchers and users of scientific computing in a large variety of professional fields.