$$ \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\E}[1]{\hbox{E}\lbrack #1 \rbrack} \newcommand{\Var}[1]{\hbox{Var}\lbrack #1 \rbrack} \newcommand{\Std}[1]{\hbox{Std}\lbrack #1 \rbrack} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\stress}{\boldsymbol{\sigma}} $$

Finite Difference Computing with Exponential Decay Models

Hans Petter Langtangen [1, 2]

[1] Center for Biomedical Computing, Simula Research Laboratory
[2] Department of Informatics, University of Oslo

This text provides a very simple, initial introduction to the complete scientific computing pipeline: models, discretization, algorithms, programming, verification, and visualization. The pedagogical strategy is to use one case study - an ordinary differential equation describing exponential decay processes - to illustrate fundamental concepts in mathematics and computer science. The book is easy to read and only requires a command of one-variable calculus and some very basic knowledge about computer programming. Contrary to similar texts on numerical methods and programming, this text has a much stronger focus on implementation and teaches testing and software engineering in particular.

Jan 13, 2016

© 2016, Hans Petter Langtangen. Released under CC Attribution 4.0 license