a First Course in Numerical Analysis of Differential Equations

This book is an introduction to one of the important as­ pects of Numerical Analysis, namely the approximate solution of functional equations. We intend to show, by a few brief examples, the different theoretical and practical problems related to the numerical approximation of boundary value problems. We have chosen for this the approximate solution of certain linear elliptic partial differential equations (the first two parts of the book) and the approximate solution of a nonlinear elliptic differential equation.

This book concerns the practical solution of Partial Differential Equations. We assume the reader knows what a PDE is - that he or she has derived some, and solved them with the limited but powerful arsenal of analytic techniques. We also assume that (s)he has gained some intuitive knowledge of their solution properties, either in the context of specific applications, or in the more abstract context of applied mathematics. We assume the reader now wants to solve PDE's for real, in the context of practical problems with all of their warts - awkward geometry, driven by real data, variable coefficients, nonlinearities - as they arise in real situations. The applications we envision span classical mathematical physics and the "engineering sciences" : fluid mechanics, solid mechanics, electricity and magnetism, heat and mass transfer, wave propagation. Of course, these all share a joyous interdisciplinary unity in PDE's. The material arises from lectures at Dartmouth College for first-year graduate students in science and engineering. That audience has shared the above motivations, and a mathematical background including: ordinary and partial differential equations; a first course in numerical an- ysis; linear algebra; complex numbers at least at the level of Fourier analysis; and an ability to program modern computers. Some working exposure to applications of PDE's in their research or practice has also been a common denominator. This classical undergraduate preparation sets the stage for our "First Practical Course". Naturally, the "practical" aspect of the course involves computation.

The Ninth EPSRC Numerical Analysis Summer School was held at the Uni­ versity of Durharn, UK, from the 10th to the 21st of July 2000. This was the first of these schools to be held in Durharn, having previously been hosted, initially by the University of Lancaster and latterly by the University of Leicester. The purpose of the summer school was to present high quality in­ structional courses on topics at the forefront of numerical analysis research to postgraduate students. Eminent figures in numerical analysis presented lectures and provided high quality lecture notes. At the time of writing it is now more than two years since we first con­ tacted the guest speakers and during that period they have given significant portions of their time to making the summer school, and this volume, a suc­ cess. We would like to thank all six of them for the care which they took in the preparation and delivery of their lectures.