Numerical Analysis and Optimization

This text, based on the author's teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Including numerous exercises and examples, this is an ideal text for advanced students in Applied Mathematics, Engineering, Physical Science and Computer Science.

This text, based on the author''s teaching at École Polytechnique, introduces the reader to the world of mathematical modelling and numerical simulation. Covering the finite difference method; variational formulation of elliptic problems; Sobolev spaces; elliptical problems; the finite element method; Eigenvalue problems; evolution problems; optimality conditions and algorithms and methods of operational research, and including a several exercises throughout, this is an ideal text for advanced undergraduate students and graduates in applied mathematics, engineering, computer science, and the physical sciences.

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