Numerical Methods for Ordinary Differential Equations

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Publisher : Springer Science & Business Media
ISBN 13 : 0857291483
Total Pages : 274 pages
Book Rating : 4.8/5 (572 download)

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Book Synopsis Numerical Methods for Ordinary Differential Equations by : David F. Griffiths

Download or read book Numerical Methods for Ordinary Differential Equations written by David F. Griffiths and published by Springer Science & Business Media. This book was released on 2010-11-11 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. Written for undergraduate students with a mathematical background, this book focuses on the analysis of numerical methods without losing sight of the practical nature of the subject. It covers the topics traditionally treated in a first course, but also highlights new and emerging themes. Chapters are broken down into `lecture' sized pieces, motivated and illustrated by numerous theoretical and computational examples. Over 200 exercises are provided and these are starred according to their degree of difficulty. Solutions to all exercises are available to authorized instructors. The book covers key foundation topics: o Taylor series methods o Runge--Kutta methods o Linear multistep methods o Convergence o Stability and a range of modern themes: o Adaptive stepsize selection o Long term dynamics o Modified equations o Geometric integration o Stochastic differential equations The prerequisite of a basic university-level calculus class is assumed, although appropriate background results are also summarized in appendices. A dedicated website for the book containing extra information can be found via www.springer.com

Numerical Methods for Ordinary Differential Equations

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Publisher : John Wiley & Sons
ISBN 13 : 0470868260
Total Pages : 442 pages
Book Rating : 4.4/5 (78 download)

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Book Synopsis Numerical Methods for Ordinary Differential Equations by : J. C. Butcher

Download or read book Numerical Methods for Ordinary Differential Equations written by J. C. Butcher and published by John Wiley & Sons. This book was released on 2004-08-20 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new book updates the exceptionally popular Numerical Analysis of Ordinary Differential Equations. "This book is...an indispensible reference for any researcher."-American Mathematical Society on the First Edition. Features: * New exercises included in each chapter. * Author is widely regarded as the world expert on Runge-Kutta methods * Didactic aspects of the book have been enhanced by interspersing the text with exercises. * Updated Bibliography.

Numerical Solution of Ordinary Differential Equations

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Publisher : John Wiley & Sons
ISBN 13 : 1118164520
Total Pages : 272 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Numerical Solution of Ordinary Differential Equations by : Kendall Atkinson

Download or read book Numerical Solution of Ordinary Differential Equations written by Kendall Atkinson and published by John Wiley & Sons. This book was released on 2011-10-24 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise introduction to numerical methodsand the mathematicalframework neededto understand their performance Numerical Solution of Ordinary Differential Equationspresents a complete and easy-to-follow introduction to classicaltopics in the numerical solution of ordinary differentialequations. The book's approach not only explains the presentedmathematics, but also helps readers understand how these numericalmethods are used to solve real-world problems. Unifying perspectives are provided throughout the text, bringingtogether and categorizing different types of problems in order tohelp readers comprehend the applications of ordinary differentialequations. In addition, the authors' collective academic experienceensures a coherent and accessible discussion of key topics,including: Euler's method Taylor and Runge-Kutta methods General error analysis for multi-step methods Stiff differential equations Differential algebraic equations Two-point boundary value problems Volterra integral equations Each chapter features problem sets that enable readers to testand build their knowledge of the presented methods, and a relatedWeb site features MATLAB® programs that facilitate theexploration of numerical methods in greater depth. Detailedreferences outline additional literature on both analytical andnumerical aspects of ordinary differential equations for furtherexploration of individual topics. Numerical Solution of Ordinary Differential Equations isan excellent textbook for courses on the numerical solution ofdifferential equations at the upper-undergraduate and beginninggraduate levels. It also serves as a valuable reference forresearchers in the fields of mathematics and engineering.

Numerical Solution of Ordinary Differential Equations

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Author :
Publisher : Routledge
ISBN 13 : 1351427555
Total Pages : 632 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Numerical Solution of Ordinary Differential Equations by : L.F. Shampine

Download or read book Numerical Solution of Ordinary Differential Equations written by L.F. Shampine and published by Routledge. This book was released on 2018-10-24 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new work is an introduction to the numerical solution of the initial value problem for a system of ordinary differential equations. The first three chapters are general in nature, and chapters 4 through 8 derive the basic numerical methods, prove their convergence, study their stability and consider how to implement them effectively. The book focuses on the most important methods in practice and develops them fully, uses examples throughout, and emphasizes practical problem-solving methods.

Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations

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Author :
Publisher : SIAM
ISBN 13 : 0898714125
Total Pages : 304 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations by : Uri M. Ascher

Download or read book Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations written by Uri M. Ascher and published by SIAM. This book was released on 1998-08-01 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains all the material necessary for a course on the numerical solution of differential equations.

Numerical Solution of Boundary Value Problems for Ordinary Differential Equations

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Publisher : SIAM
ISBN 13 : 9781611971231
Total Pages : 620 pages
Book Rating : 4.9/5 (712 download)

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Book Synopsis Numerical Solution of Boundary Value Problems for Ordinary Differential Equations by : Uri M. Ascher

Download or read book Numerical Solution of Boundary Value Problems for Ordinary Differential Equations written by Uri M. Ascher and published by SIAM. This book was released on 1994-12-01 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.

Numerical Methods for Ordinary Differential Equations

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Publisher : John Wiley & Sons
ISBN 13 : 1119121507
Total Pages : 546 pages
Book Rating : 4.1/5 (191 download)

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Book Synopsis Numerical Methods for Ordinary Differential Equations by : J. C. Butcher

Download or read book Numerical Methods for Ordinary Differential Equations written by J. C. Butcher and published by John Wiley & Sons. This book was released on 2016-08-29 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new edition of this classic work, comprehensively revised to present exciting new developments in this important subject The study of numerical methods for solving ordinary differential equations is constantly developing and regenerating, and this third edition of a popular classic volume, written by one of the world’s leading experts in the field, presents an account of the subject which reflects both its historical and well-established place in computational science and its vital role as a cornerstone of modern applied mathematics. In addition to serving as a broad and comprehensive study of numerical methods for initial value problems, this book contains a special emphasis on Runge-Kutta methods by the mathematician who transformed the subject into its modern form dating from his classic 1963 and 1972 papers. A second feature is general linear methods which have now matured and grown from being a framework for a unified theory of a wide range of diverse numerical schemes to a source of new and practical algorithms in their own right. As the founder of general linear method research, John Butcher has been a leading contributor to its development; his special role is reflected in the text. The book is written in the lucid style characteristic of the author, and combines enlightening explanations with rigorous and precise analysis. In addition to these anticipated features, the book breaks new ground by including the latest results on the highly efficient G-symplectic methods which compete strongly with the well-known symplectic Runge-Kutta methods for long-term integration of conservative mechanical systems. This third edition of Numerical Methods for Ordinary Differential Equations will serve as a key text for senior undergraduate and graduate courses in numerical analysis, and is an essential resource for research workers in applied mathematics, physics and engineering.

Numerical Methods for Differential Equations

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Author :
Publisher : CRC Press
ISBN 13 : 1351083554
Total Pages : 385 pages
Book Rating : 4.3/5 (51 download)

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Book Synopsis Numerical Methods for Differential Equations by : J.R. Dormand

Download or read book Numerical Methods for Differential Equations written by J.R. Dormand and published by CRC Press. This book was released on 2018-05-04 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: With emphasis on modern techniques, Numerical Methods for Differential Equations: A Computational Approach covers the development and application of methods for the numerical solution of ordinary differential equations. Some of the methods are extended to cover partial differential equations. All techniques covered in the text are on a program disk included with the book, and are written in Fortran 90. These programs are ideal for students, researchers, and practitioners because they allow for straightforward application of the numerical methods described in the text. The code is easily modified to solve new systems of equations. Numerical Methods for Differential Equations: A Computational Approach also contains a reliable and inexpensive global error code for those interested in global error estimation. This is a valuable text for students, who will find the derivations of the numerical methods extremely helpful and the programs themselves easy to use. It is also an excellent reference and source of software for researchers and practitioners who need computer solutions to differential equations.

A First Course in the Numerical Analysis of Differential Equations

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Publisher : Cambridge University Press
ISBN 13 : 113947376X
Total Pages : 481 pages
Book Rating : 4.1/5 (394 download)

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

Download or read book A First Course in the Numerical Analysis of Differential Equations written by Arieh Iserles and published by Cambridge University Press. This book was released on 2008-11-27 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical analysis presents different faces to the world. For mathematicians it is a bona fide mathematical theory with an applicable flavour. For scientists and engineers it is a practical, applied subject, part of the standard repertoire of modelling techniques. For computer scientists it is a theory on the interplay of computer architecture and algorithms for real-number calculations. The tension between these standpoints is the driving force of this book, which presents a rigorous account of the fundamentals of numerical analysis of both ordinary and partial differential equations. The exposition maintains a balance between theoretical, algorithmic and applied aspects. This second edition has been extensively updated, and includes new chapters on emerging subject areas: geometric numerical integration, spectral methods and conjugate gradients. Other topics covered include multistep and Runge-Kutta methods; finite difference and finite elements techniques for the Poisson equation; and a variety of algorithms to solve large, sparse algebraic systems.

The Numerical Analysis of Ordinary Differential Equations

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Publisher :
ISBN 13 :
Total Pages : 538 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Numerical Analysis of Ordinary Differential Equations by : John Charles Butcher

Download or read book The Numerical Analysis of Ordinary Differential Equations written by John Charles Butcher and published by . This book was released on 1987-02-24 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical and computational introduction. The Euler method and its generalizations. Analysis of Runge-Kutta methods. General linear methods.

Numerical Solution of Ordinary Differential Equations

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Publisher : Academic Press
ISBN 13 : 9780080955834
Total Pages : 322 pages
Book Rating : 4.9/5 (558 download)

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Book Synopsis Numerical Solution of Ordinary Differential Equations by :

Download or read book Numerical Solution of Ordinary Differential Equations written by and published by Academic Press. This book was released on 1971-03-31 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering

The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods

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Author :
Publisher : Springer
ISBN 13 : 3540468323
Total Pages : 146 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods by : Ernst Hairer

Download or read book The Numerical Solution of Differential-Algebraic Systems by Runge-Kutta Methods written by Ernst Hairer and published by Springer. This book was released on 2006-11-14 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: The term differential-algebraic equation was coined to comprise differential equations with constraints (differential equations on manifolds) and singular implicit differential equations. Such problems arise in a variety of applications, e.g. constrained mechanical systems, fluid dynamics, chemical reaction kinetics, simulation of electrical networks, and control engineering. From a more theoretical viewpoint, the study of differential-algebraic problems gives insight into the behaviour of numerical methods for stiff ordinary differential equations. These lecture notes provide a self-contained and comprehensive treatment of the numerical solution of differential-algebraic systems using Runge-Kutta methods, and also extrapolation methods. Readers are expected to have a background in the numerical treatment of ordinary differential equations. The subject is treated in its various aspects ranging from the theory through the analysis to implementation and applications.

Partial Differential Equations with Numerical Methods

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Publisher : Springer Science & Business Media
ISBN 13 : 3540887059
Total Pages : 263 pages
Book Rating : 4.5/5 (48 download)

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Book Synopsis Partial Differential Equations with Numerical Methods by : Stig Larsson

Download or read book Partial Differential Equations with Numerical Methods written by Stig Larsson and published by Springer Science & Business Media. This book was released on 2008-12-05 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main theme is the integration of the theory of linear PDE and the theory of finite difference and finite element methods. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. The chapters on elliptic equations are preceded by a chapter on the two-point boundary value problem for ordinary differential equations. Similarly, the chapters on time-dependent problems are preceded by a chapter on the initial-value problem for ordinary differential equations. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. The required background on linear functional analysis and Sobolev spaces is reviewed in an appendix. The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering.

Numerical Methods for Initial Value Problems in Ordinary Differential Equations

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Publisher :
ISBN 13 :
Total Pages : 320 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Numerical Methods for Initial Value Problems in Ordinary Differential Equations by : Simeon Ola Fatunla

Download or read book Numerical Methods for Initial Value Problems in Ordinary Differential Equations written by Simeon Ola Fatunla and published by . This book was released on 1988 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Numerical Methods for Ordinary Differential Systems

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Publisher : Wiley-Blackwell
ISBN 13 : 9780471929901
Total Pages : 293 pages
Book Rating : 4.9/5 (299 download)

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Book Synopsis Numerical Methods for Ordinary Differential Systems by : J. D. Lambert

Download or read book Numerical Methods for Ordinary Differential Systems written by J. D. Lambert and published by Wiley-Blackwell. This book was released on 1991 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Methods for Ordinary Differential Systems The Initial Value Problem J. D. Lambert Professor of Numerical Analysis University of Dundee Scotland In 1973 the author published a book entitled Computational Methods in Ordinary Differential Equations. Since then, there have been many new developments in this subject and the emphasis has changed substantially. This book reflects these changes; it is intended not as a revision of the earlier work but as a complete replacement for it. Although some basic material appears in both books, the treatment given here is generally different and there is very little overlap. In 1973 there were many methods competing for attention but more recently there has been increasing emphasis on just a few classes of methods for which sophisticated implementations now exist. This book places much more emphasis on such implementations—and on the important topic of stiffness—than did its predecessor. Also included are accounts of the structure of variable-step, variable-order methods, the Butcher and the Albrecht theories for Runge—Kutta methods, order stars and nonlinear stability theory. The author has taken a middle road between analytical rigour and a purely computational approach, key results being stated as theorems but proofs being provided only where they aid the reader’s understanding of the result. Numerous exercises, from the straightforward to the demanding, are included in the text. This book will appeal to advanced students and teachers of numerical analysis and to users of numerical methods who wish to understand how algorithms for ordinary differential systems work and, on occasion, fail to work.

Finite Difference Methods for Ordinary and Partial Differential Equations

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Publisher : SIAM
ISBN 13 : 9780898717839
Total Pages : 356 pages
Book Rating : 4.7/5 (178 download)

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Book Synopsis Finite Difference Methods for Ordinary and Partial Differential Equations by : Randall J. LeVeque

Download or read book Finite Difference Methods for Ordinary and Partial Differential Equations written by Randall J. LeVeque and published by SIAM. This book was released on 2007-01-01 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

General Linear Methods for Ordinary Differential Equations

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Publisher : John Wiley & Sons
ISBN 13 : 0470522151
Total Pages : 500 pages
Book Rating : 4.4/5 (75 download)

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Book Synopsis General Linear Methods for Ordinary Differential Equations by : Zdzislaw Jackiewicz

Download or read book General Linear Methods for Ordinary Differential Equations written by Zdzislaw Jackiewicz and published by John Wiley & Sons. This book was released on 2009-08-14 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Learn to develop numerical methods for ordinary differential equations General Linear Methods for Ordinary Differential Equations fills a gap in the existing literature by presenting a comprehensive and up-to-date collection of recent advances and developments in the field. This book provides modern coverage of the theory, construction, and implementation of both classical and modern general linear methods for solving ordinary differential equations as they apply to a variety of related areas, including mathematics, applied science, and engineering. The author provides the theoretical foundation for understanding basic concepts and presents a short introduction to ordinary differential equations that encompasses the related concepts of existence and uniqueness theory, stability theory, and stiff differential equations and systems. In addition, a thorough presentation of general linear methods explores relevant subtopics such as pre-consistency, consistency, stage-consistency, zero stability, convergence, order- and stage-order conditions, local discretization error, and linear stability theory. Subsequent chapters feature coverage of: Differential equations and systems Introduction to general linear methods (GLMs) Diagonally implicit multistage integration methods (DIMSIMs) Implementation of DIMSIMs Two-step Runge-Kutta (TSRK) methods Implementation of TSRK methods GLMs with inherent Runge-Kutta stability (IRKS) Implementation of GLMs with IRKS General Linear Methods for Ordinary Differential Equations is an excellent book for courses on numerical ordinary differential equations at the upper-undergraduate and graduate levels. It is also a useful reference for academic and research professionals in the fields of computational and applied mathematics, computational physics, civil and chemical engineering, chemistry, and the life sciences.