Preface

Occupying a unique place along the border between applied mathemat

ics and the concrete world of industry, the numerical solution of differen
tial equations, probably more than any other branch of numerical analy
sis, is in a constant state of unrest and evolution. Being so widely and
variously applied in the real world, its techniques are relentlessly put to
the ruthless test of practical success and usefulness. Nor does it evolve
solely through the cross influences of the practical necessities of engineer
ing; unusual impetus is also given to this field by the astounding advances
in computer technology, which is gathering now to miniaturize hardware
to lower the cost of the equipment, the arithmetic, the logic, the storage,
and the output that is made more comprehensively grasped by directly
presenting it to that most remarkable of the human sensesvision,
through computer graphics, shifting thereby the engineer's or program
mer's priorities in selecting the most appropriate solution algorithm.
Discretization of a differential equation, or for that matter the physical
process behind it, in preparation for the programming of its solution is
greatly responsible for the surge in interest in finite mathematics and
particularly linear algebra as the mathematical link between the continu
ous formulation of the problem and the properties of the computer chosen
to solve it. Linear algebra is now making its way from the periphery to the
center of the undergraduate curriculum in the sciences, and my underly
ing assumption in writing this book was that the reader is familiar with
computational linear algebra.
Several outstanding textbooks, some highly theoretical, others more
technically inclined, are available on the numerical solution of differential
equations; but they either concentrate on the initial value problem, which

XI
xii PREFACE

requires only a modicum of linear algebra, or they almost exclusively

deal, as is the case mostly, in partial differential equations with boundary
value problems in two or three dimensions. What, it is hoped, makes this
book different is that it includes at once the initial, boundary, and eigen
value problems. The book is also more emphatic on the relationship
among the analytic formulation of the physical event, the discretization
techniques applied to it, the algebraic properties of the discrete systems
created, and the properties of the digital computer. It is the proper
interaction between these components of the solution plan that decides its
ultimate success. I have put strong, maybe inordinate for the circum
stances, emphasis on the most-recent exciting and influential invention in
computational mechanics-finite elements. This was done partly for its
intrinsic usefulness in the numerical solution of differential equations and
its theoretical soundness, and partly in order to fully introduce this re
markable method in a setting simpler than partial differential equations
where its power is much more apparent but where the technique is
decidedly the same as for ordinary differential equations.
The book is intended as an introduction to the numerical solution of
differential equations but proceeds to embrace all that I deemed useful for
the person interested in the actual application of the techniques. Starting
from the fundamentals, it goes on to present the principal useful discreti
zation techniques and their theoretical aspects but without undue lengthy
and pedantic mathematical arguments, and it includes ample geometrical
and physical examples, mainly from continuum mechanics, to enhance the
reader's practical perspectives. Huge effort has been put into the de
velopment of the techniques of the numerical solution of differential
equations and their analysis. But even so, when it comes to applying them
in a realistic engineering situation, the most theoretical analysis can offer
is broad guidelines, insights, and general advice, rarely a concrete deci
sive answer. Much of the success of the numerical analyst rests with the
combination of theoretical knowledge and skill that comes from experi
ence.
The ultimate aim, of course, of all the techniques for the numerical
solution of differential equations is to render the described physical prob
lem programmable on a digital computer. This can be done either directly
from the discretization of the basic physical principles, skipping the stage
of analytical modeling and with disregard to the differential equation; and
there are engineers who prefer it this way, claiming that their responsibil
ity is to physical reality rather than to some simplified differential equa
tion. Or the starting point of the discretization can be the differential
equation with the appropriate boundary conditions in which differentials
are replaced by finite differences. This latter approach is more widespread
PREFACE xiii

and accepted, maybe for historical reasons mainly; but there has been
accumulated on differential equations a great wealth of information which
can be put to great use in the analysis of their discretization. Also, the
finite difference or finite element approximation permits greater sophisti
cation in the discretization than shear physical discrete modeling; I fol
lowed this formal discretization procedure of differential equations
throughout the book.
A complete list of references on the topics covered in this book could
fill by itself several hefty volumes, and I restricted it therefore to a mere
list of books only. As for the notation, no special typographical distinction
is made between scalars, vectors, and matrices; the reader is judged keen
enough to distinguish among them contextually.
Thanks are due to my graduate student Arthur R. Johnson who proof
read the manuscript.