Numerical Solution of Ordinary Differential Equations  book cover
1st Edition

Numerical Solution of Ordinary Differential Equations

ISBN 9780367449568
Published June 30, 2020 by Routledge
632 Pages

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Book Description

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.

Table of Contents

The mathematical problem: discrete variable methods
The computational problem: basic methods
Convergence and stability: stability for large step sizes
Error estimation and control: stiff problems
Some mathematical tools

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Shampine, L.F.