This is a textbook for a one semester course on numerical analysis for senior undergraduate or beginning graduate students with no previous knowledge of the subject. The prerequisites are calculus, some knowledge of ordinary differential equations, and knowledge of computer programming using Fortran. Normally this should be half of a two semester course, the other semester covering numerical solution of linear systems, inversion of matrices and roots of polynomials. Neither semester should be a prerequisite for the other.

The course of lectures on numerical methods (part I) given by the author to students in the numerical third of the course of the mathematics­ mechanics department of Leningrad State University is set down in this volume. Only the topics which, in the opinion of the author, are of the greatest value for numerical methods are considered in this book. This permits making the book comparatively small in size, and, the author hopes, accessible to a sufficiently wide circle of readers. The book may be used not only by students in daily classes, but also by students taking correspondence courses and persons connected with practical computa­ tion who desire to improve their theoretical background. The author is deeply grateful to V. I. Krylov, the organizer ofthe course on numerical methods (part I) at Leningrad State University, for his considerable assistance and constant interest in the work on this book, and also for his attentive review of the manuscript. The author is very grateful to G. P. Akilov and I. K. Daugavet for a series of valuable suggestions and observations. The Author Chapter I NUMERICAL SOLUTION OF EQUATIONS In this chapter, methods for the numerical solution of equations of the form P(x) = 0, will be considered, where P(x) is in general a complex-valued function.

Numerical simulation and modelling of electric circuits and semiconductor devices are of primal interest in today's high technology industries. At the Oberwolfach Conference more than forty scientists from around the world, in­ cluding applied mathematicians and electrical engineers from industry and universities, presented new results in this area of growing importance. The contributions to this conference are presented in these proceedings. They include contributions on special topics of current interest in circuit and device simulation, as well as contributions that present an overview of the field. In the semiconductor area special lectures were given on mixed finite element methods and iterative procedures for the solution of large linear systems. For three dimensional models new discretization procedures including software packages were presented. Con­ nections between semiconductor equations and the Boltzmann equation were shown as well as relations to the quantum transport equation. Other issues discussed in this area include the design of simulation programs for semiconductors, vectorcomputers, and interface problems in several dimensions.

This book contains detailed lecture notes on six topics at the forefront of current research in numerical analysis and applied mathematics. Each set of notes presents a self-contained guide to a current research area and has an extensive bibliography. In addition, most of the notes contain detailed proofs of the key results. The notes start from a level suitable for first year graduate students in applied mathematics, mathematical analysis or numerical analysis and proceed to current research topics. The reader should therefore be able to gain quickly an insight into the important results and techniques in each area without recourse to the large research literature. Current (unsolved) problems are also described and directions for future research are given. This book is also suitable for professional mathematicians who require a succint and accurate account of recent research in areas parallel to their own and graduates in mathematical sciences.

This book is devoted to the analysis of approximate solution techniques for differential equations, based on classical orthogonal polynomials. These techniques are popularly known as spectral methods.

This edition contains more material. The largest addition is a new section on jump processes (Section 1.9). The derivation of a related partial integro­ differential equation is included in Appendix A3. More material is devoted to Monte Carlo simulation. An algorithm for the standard workhorse of in­ verting the normal distribution is added to Appendix A7. New figures and more exercises are intended to improve the clarity at some places.

The two volumes of this book cover most of the theoretical and computational aspects of the linear static analysis of structures with the Finite Element Method (FEM). The content of the book is based on the lecture notes of a basic course on Structural Analysis with the FEM taught by the author at the Technical University of Catalonia (UPC) in Barcelona, Spain for the last 30 years.