This is the third of three volumes providing a comprehensive presentation of the fundamentals of scientific computing. This volume discusses topics that depend more on calculus than linear algebra, in order to prepare the reader for solving differential equations. This book and its companions show how to determine the quality of computational results, and how to measure the relative efficiency of competing methods. Readers learn how to determine the maximum attainable accuracy of algorithms, and how to select the best method for computing problems. This book also discusses programming in several languages, including C++, Fortran and MATLAB. There are 90 examples, 200 exercises, 36 algorithms, 40 interactive JavaScript programs, 91 references to software programs and 1 case study. Topics are introduced with goals, literature references and links to public software. There are descriptions of the current algorithms in GSLIB and MATLAB. This book could be used for a second course in numerical methods, for either upper level undergraduates or first year graduate students. Parts of the text could be used for specialized courses, such as nonlinear optimization or iterative linear algebra.

This is the second of three volumes providing a comprehensive presentation of the fundamentals of scientific computing. This volume discusses more advanced topics than volume one, and is largely not a prerequisite for volume three. This book and its companions show how to determine the quality of computational results, and how to measure the relative efficiency of competing methods. Readers learn how to determine the maximum attainable accuracy of algorithms, and how to select the best method for computing problems. This book also discusses programming in several languages, including C++, Fortran and MATLAB. There are 49 examples, 110 exercises, 66 algorithms, 24 interactive JavaScript programs, 77 references to software programs and 1 case study. Topics are introduced with goals, literature references and links to public software. There are descriptions of the current algorithms in LAPACK, GSLIB and MATLAB. This book could be used for a second course in numerical methods, for either upper level undergraduates or first year graduate students. Parts of the text could be used for specialized courses, such as nonlinear optimization or iterative linear algebra.

This is the first of three volumes providing a comprehensive presentation of the fundamentals of scientific computing. This volume discusses basic principles of computation, and fundamental numerical algorithms that will serve as basic tools for the subsequent two volumes. This book and its companions show how to determine the quality of computational results, and how to measure the relative efficiency of competing methods. Readers learn how to determine the maximum attainable accuracy of algorithms, and how to select the best method for computing problems. This book also discusses programming in several languages, including C++, Fortran and MATLAB. There are 80 examples, 324 exercises, 77 algorithms, 35 interactive JavaScript programs, 391 references to software programs and 4 case studies. Topics are introduced with goals, literature references and links to public software. There are descriptions of the current algorithms in LAPACK, GSLIB and MATLAB. This book could be used for an introductory course in numerical methods, for either upper level undergraduates or first year graduate students. Parts of the text could be used for specialized courses, such as principles of computer languages or numerical linear algebra.

The past decade has seen remarkable growth in research related to petroleum reseIVoir simulation. This growth reflects several developments, not the least of which is the increased interest in oil recovery technologies requiring sophisticated engineer ing. Augmenting this interest has been the broader availability of supercomputers capable of handling the tremendous computational demands of a typical reseIVoir simulator. The field of reseIVoir simulation incorporates several major facets of applied mathematics. First, in view of the varieyt and complexity of the processes encoun tered, it is imperative that the modeler adopt a systematic approach to establishing the equations governing reseIVoir flows. Second, the mathematical structure of these flow equations needs to be carefully analyzed in order to develop appropriate and efficient numerical methods for their solution. Third, since some aspects of the discretized flow equations are typically stiff, one must develop efficient schemes for solving large sparse systems of linear equations. This monograph has three parts, each devoted to one of these three aspects of reseIVoir modeling. The text grew out of a set of lectures presented by the authors in the autumn of 1986 at the IBM Scientific Center in Bergen, Norway. We feel that it is only appropriate to caution the reader that many of the ideas that we present in this monograph do not reflect standard approaches in petroleum reseIVoir simulation. In fact, our aim is to outline promising new ways of attacking reseIVoir simulation prob lems, rather than to compile another textbook for the mainstream."