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Numerical Analysis and Optimization

An Introduction to Mathematical Modelling and Numerical Simulation

Numerical Analysis and Optimization by Grégoire Allaire
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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.
OUP Oxford; May 2007
472 pages; ISBN 9780191525520
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Title: Numerical Analysis and Optimization
Author: Grégoire Allaire; Alan Craig