1st Edition

Numerical Solution of Ordinary Differential Equations

By L.F. Shampine Copyright 1994
    632 Pages
    by Routledge

    494 Pages
    by Chapman & Hall

    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.

    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


    Godsil, Chris