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Occupying a unique place along the border between applied mathemat ics and the concrete world of industry, the numerical solution of differen tial equations, probably more than any other branch of numerical analy sis, is in a constant state of unrest and evolution. Being so widely and variously applied in the real world, its techniques are relentlessly put to the ruthless test of practical success and usefulness. Nor does it evolve solely through the cross influences of the practical necessities of engineer ing; unusual impetus is also given to this field by the astounding advances in computer technology, which is gathering now to miniaturize hardware to lower the cost of the equipment, the arithmetic, the logic, the storage, and the output that is made more comprehensively grasped by directly presenting it to that most remarkable of the human senses—vision, through computer graphics, shifting thereby the engineer's or program mer's priorities in selecting the most appropriate solution algorithm.

Discretization of a differential equation, or for that matter the physical process behind it, in preparation for the programming of its solution is greatly responsible for the surge in interest in finite mathematics and particularly linear algebra as the mathematical link between the continu ous formulation of the problem and the properties of the computer chosen to solve it. Linear algebra is now making its way from the periphery to the center of the undergraduate curriculum in the sciences, and my underly ing assumption in writing this book was that the reader is familiar with computational linear algebra. Several outstanding textbooks, some highly theoretical, others more technically inclined, are available on the numerical solution of differential equations; but they either concentrate on the initial value problem, which

XI

_{x}_{i}_{i}

PREFACE

requires only a modicum of linear algebra, or they almost exclusively deal, as is the case mostly, in partial differential equations with boundary value problems in two or three dimensions. What, it is hoped, makes this book different is that it includes at once the initial, boundary, and eigen value problems. The book is also more emphatic on the relationship among the analytic formulation of the physical event, the discretization techniques applied to it, the algebraic properties of the discrete systems created, and the properties of the digital computer. It is the proper interaction between these components of the solution plan that decides its ultimate success. I have put strong, maybe inordinate for the circum stances, emphasis on the most-recent exciting and influential invention in computational mechanics-finite elements. This was done partly for its intrinsic usefulness in the numerical solution of differential equations and its theoretical soundness, and partly in order to fully introduce this re markable method in a setting simpler than partial differential equations where its power is much more apparent but where the technique is decidedly the same as for ordinary differential equations. The book is intended as an introduction to the numerical solution of differential equations but proceeds to embrace all that I deemed useful for the person interested in the actual application of the techniques. Starting from the fundamentals, it goes on to present the principal useful discreti zation techniques and their theoretical aspects but without undue lengthy and pedantic mathematical arguments, and it includes ample geometrical and physical examples, mainly from continuum mechanics, to enhance the reader's practical perspectives. Huge effort has been put into the de velopment of the techniques of the numerical solution of differential equations and their analysis. But even so, when it comes to applying them in a realistic engineering situation, the most theoretical analysis can offer is broad guidelines, insights, and general advice, rarely a concrete deci sive answer. Much of the success of the numerical analyst rests with the combination of theoretical knowledge and skill that comes from experi ence. The ultimate aim, of course, of all the techniques for the numerical solution of differential equations is to render the described physical prob lem programmable on a digital computer. This can be done either directly from the discretization of the basic physical principles, skipping the stage of analytical modeling and with disregard to the differential equation; and there are engineers who prefer it this way, claiming that their responsibil ity is to physical reality rather than to some simplified differential equa tion. Or the starting point of the discretization can be the differential equation with the appropriate boundary conditions in which differentials are replaced by finite differences. This latter approach is more widespread

PREFACE

_{x}_{i}_{i}_{i}

and accepted, maybe for historical reasons mainly; but there has been accumulated on differential equations a great wealth of information which can be put to great use in the analysis of their discretization. Also, the finite difference or finite element approximation permits greater sophisti cation in the discretization than shear physical discrete modeling; I fol lowed this formal discretization procedure of differential equations throughout the book. A complete list of references on the topics covered in this book could fill by itself several hefty volumes, and I restricted it therefore to a mere list of books only. As for the notation, no special typographical distinction is made between scalars, vectors, and matrices; the reader is judged keen enough to distinguish among them contextually. Thanks are due to my graduate student Arthur R. Johnson who proof read the manuscript.

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