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A First Course in the Numerical Analysis of Differential Equations by Arieh Iserles

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Preface to the first edition

Books – so we are often told – should be born out of a sense of mission, a wish to share knowledge, experience and ideas, a penchant for beauty. This book has been born out of a sense of frustration.

For the last decade or so I have been teaching the numerical analysis of differential equations to mathematicians, in Cambridge and elsewhere. Examining this extensive period of trial and (frequent) error, two main conclusions come to mind and both have guided my choice of material and presentation in this volume.

Firstly, ...

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