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An introduction to numerical methods. Textbook. (Vvedenie v chislennye metody. Uchebnoe posobie). (Russian) Zbl 0543.65001

Moskva: “Nauka”. Glavnaya Redaktsiya Fiziko-Matematicheskoj Literatury. 272 p. R. 0.75 (1982).
This book, based on lectures given by the author at the Moskov University, offers a clear and precise introduction to numerical methods, presupposing only a rudimentary knowledge of calculus. The following topics are considered: Difference equations, interpolation and numerical integration, numerical solution of linear algebraic equations, difference methods for boundary value problems of ordinary differential equations, Cauchy problems of ordinary differential equations, various methods for solving the heat equation.
Reviewer: J.Albrycht

MSC:

65-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis
39A10 Additive difference equations
65D05 Numerical interpolation
65D32 Numerical quadrature and cubature formulas
65F05 Direct numerical methods for linear systems and matrix inversion
65F10 Iterative numerical methods for linear systems
65L10 Numerical solution of boundary value problems involving ordinary differential equations
65L05 Numerical methods for initial value problems involving ordinary differential equations
65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs
65N22 Numerical solution of discretized equations for boundary value problems involving PDEs
35K05 Heat equation