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.

Prerequisite knowledge for this book is basic one-dimensional calculus and preferably some experience with computer programming in Python or MATLAB. The material was initially written for self study and therefore features comprehensive and easy-to-understand explanations. For some readers it may act as an overview and refresher of traditional mathematical topics and likely a first introduction to many of the software topics.

The text can also be used as a case-based and mathematically simple introduction to modern multi-disciplinary problem solving with computers, using the range of applications in Chap. 4 as motivation and then treating the details of the mathematical and computer science subjects from the other chapters. In particular, I have also had in mind the new groups of readers from bio- and geo-sciences who need to enter the world of computer-based differential equation modeling, but lack experience with (and perhaps also interest in) mathematics and programming.