Lectures on Numerical Analysis - Penn Math
Lectures on Numerical AnalysisDennis Deturck and Herbert S. WilfDepartment of MathematicsUniversity of PennsylvaniaPhiladelphia, PA 19104-6395Copyright 2002, Dennis Deturck and Herbert WilfApril 30, 20022Contents1 Di erential and Di erence Linearequationswithconstantcoe Di erenceequations ............................... Computingwithdi Stability theory .................................. Stability theory of di erence equations . . . . ................. 192 The Numerical Solution of Di erential Euler'smethod.
Chapter 1 Di erential and Di erence Equations 1.1 Introduction In this chapter we are going to studydi erential equations, with particular emphasis on how
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