| Abstract | These lecture notes are intended for students who have a basic knowledge of Numerical Analysis and computing. The text is written mainly for engineering students who wish to know more than just the basics of numerical solution of initial value problems. It introduces traditional theory of accuracy and stability, the basic ideas behind the concept of sti ness, adaptive stepsize control and implementation of the mostly used methods in the Matlab problem solving environment.
The emphasis is on the modelling and simulation of dynamic systems that appear in connectio with engineering applications. The vast subject of solving partial di erential equations is although very important not treated in any depth here.
Exercises are chosen from engineering applications and they are kept (mostly) on a level of
complexity that graduate students can grasp. |