A hands-on introduction to spectral methods in MATLAB, built around 40 short and powerful MATLAB programs available on a Web site. Presents keys ideas, examples, and programs covering ODE and PDE boundary value problems, eigenvalues and pseudospectra, linear and nonlinear waves, and numerical quadrature. For advanced undergraduate and graduate students studying numerical methods for PDEs, as well as numerical analysts, engineers, and computationally oriented physical scientists. Assumes exposure to linear algebra, PDEs at the practical level, and MATLAB. The author teaches numerical analysis at Oxford University. Annotation c. Book News, Inc., Portland, OR (booknews.com)
This is the only book on spectral methods built around MATLAB programs. Along with finite differences and finite elements, spectral methods are one of the three main technologies for solving partial differential equations on computers. Since spectral methods involve significant linear algebra and graphics they are very suitable for the high level programming of MATLAB. This hands-on introduction is built around forty short and powerful MATLAB programs, which the reader can download from the World Wide Web. This book presents the key ideas along with many figures, examples, and short, elegant MATLAB programs for readers to adapt to their own needs. It covers ODE and PDE boundary value problems, eigenvalues and pseudospectra, linear and nonlinear waves, and numerical quadrature.