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Lectures on Numerical Analysis - Penn Math

Lectures on Numerical AnalysisDennis Deturck and Herbert S. WilfDepartment of MathematicsUniversity of PennsylvaniaPhiladelphia, PA 19104-6395 Copyright 2002, Dennis Deturck and Herbert WilfApril 30, 20022 Contents1 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 .. Softwarenotes .. Systemsandequationsofhigherorder .. Howtodocumentaprogram.

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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