Finite Difference Computing with Exponential Decay Models

This text provides a very simple, initial introduction to the complete scientific computing pipeline: models, discretization, algorithms, programming, verification, and visualization. The pedagogical strategy is to use one case study – an ordinary differential equation describing exponential decay processes – to illustrate fundamental concepts in mathematics and computer science. The book is easy to read and only requires a command of one-variable calculus and some very basic knowledge about computer programming. Contrary to similar texts on numerical methods and programming, this text has a much stronger focus on implementation and teaches testing and software engineering in particular.

Table of Contents

Chapter 1 Algorithms and Implementations
Chapter 2 Analysis
Chapter 3 Generalizations
Chapter 4 Models
Chapter 5 Scientific Software Engineering