Numerical Analysis and Optimization: An Introduction to Mathematical Modelling and Numerical Simulation (Numerical mathematics and scientific computation) : an introduction to mathematical modelling a

This text, based on the author's teaching at Ecole 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.