
Numerical Methods for Initial Value Problems in Ordinary Differential Equations
- 308 pages
- English
- PDF
- Available on iOS & Android
Numerical Methods for Initial Value Problems in Ordinary Differential Equations
About this book
Numerical Method for Initial Value Problems in Ordinary Differential Equations deals with numerical treatment of special differential equations: stiff, stiff oscillatory, singular, and discontinuous initial value problems, characterized by large Lipschitz constants. The book reviews the difference operators, the theory of interpolation, first integral mean value theorem, and numerical integration algorithms. The text explains the theory of one-step methods, the Euler scheme, the inverse Euler scheme, and also Richardson's extrapolation. The book discusses the general theory of Runge-Kutta processes, including the error estimation, and stepsize selection of the R-K process. The text evaluates the different linear multistep methods such as the explicit linear multistep methods (Adams-Bashforth, 1883), the implicit linear multistep methods (Adams-Moulton scheme, 1926), and the general theory of linear multistep methods. The book also reviews the existing stiff codes based on the implicit/semi-implicit, singly/diagonally implicit Runge-Kutta schemes, the backward differentiation formulas, the second derivative formulas, as well as the related extrapolation processes. The text is intended for undergraduates in mathematics, computer science, or engineering courses, andfor postgraduate students or researchers in related disciplines.
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Table of contents
- Front Cover
- Numerical Methods for Initial Value Problems in Ordinary Differential Equations
- Copyright Page
- Table of Contents
- PREFACE
- CHAPTER 1. PRELIMINARIES
- CHAPTER 2. NUMERICAL INTEGRATION ALGORITHMS
- CHAPTER 3. THEORY OF ONE-STEP METHODS
- CHAPTER 4. RUNGE-KUTTA PROCESSES
- CHAPTER 5. LINEAR MULTISTEP METHODS
- CHAPTER 6. NUMERICAL TREATMENT OF SINGULAR/ DISCONTINUOUS INITIAL VALUE PROBLEMS
- CHAPTER 7. EXTRAPOLATION PROCESSES AND SINGULARITIES
- CHAPTER 8. STIFF INITIAL VALUE PROBLEMS
- CHAPTER 9. STIFF ALGORITHMS
- CHAPTER 10. SECOND ORDER DIFFERENTIAL EQUATIONS
- CHAPTER 11. RECENT DEVELOPMENTS IN ODE SOLVERS
- REFERENCES
- INDEX