Numerical Methods for Calculus and
Differential Equations
MA 3457/CS 4033
B Term, 2009
Resources
Supplementary
references:
K. E. Atkinson, An
Introduction to Numerical Analysis, 2nd Edition, John
Wiley
&
Sons, 1989.
S. D. Conte and C. de Boor, Elementary
Numerical
Analysis:
An Algorithmic Approach, 3rd Edition,
McGraw-Hill, 1980.
R. L. Burden and J. D. Faires, Numerical
Analysis, 8th Edition, Thomson-Brooks/Cole.
W.
Gander
and W. Gautschi, "Adaptive quadrature --- revisited," BIT, 40
(2000), pp. 84-101.
E. Hairer, S. P. Norsett, and G. Wanner, Solving Ordinary Differential
Equations I:
Nonstiff Problems, 2nd Revised Edition,
Springer-Verlag,
1993.
E. Hairer and G. Wanner, Solving
Ordinary
DIfferential Equations II: Stiff and Differential-Algebraic
Problems, 2nd Revised Edition, Springer-Verlag, 1996.
L. F. Shampine, I. Gladwell, and S. Thompson, Solving ODEs with MATLAB,
Cambridge
University Press, 2003.
L.
F.
Shampine and M. W. Reichelt, "The MATLAB ODE suite," SIAM J.
Sci.
Comput., 18 (1997), pp. 1-22.
J. Stoer and R. Bulirsch, Introduction
to
Numerical
Analysis, Springer-Verlag, 1980.
Software
resource:
The NETLIB
collection, www.netlib.org.
MATLAB
training:
MATLAB references:
Kermit
Sigmon's
original (free)
MATLAB Primer (PostScript or PDF).
This is dated
in some
respects but still a good introduction to most of the basics.
Kermit Sigmon and
Timothy A. Davis, MATLAB
Primer, 7th Edition.
This is the
current
commercial version,
available from Chapman & Hall/CRC
Press
for $21.95 plus shipping. It is considerably more up-to-date
than the
free primer.