Numerical Solution Of Ordinary Differential Equations

Numerical Solution Of Ordinary Differential Equations

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A concise introduction to numerical methodsand the mathematical framework neededto understand their performanceNumerical Solution of Ordinary Differential Equations presents a complete and easytofollow introduction to classical topics in the numerical solution of ordinary differential equations. The book's approach not only explains the presented mathematics, but also helps readers understand how these numerical methods are used to solve realworld problems.Unifying perspectives are provided throughout the text, bringing together and categorizing different types of problems in order to help readers comprehend the applications of ordinary differential equations. In addition, the authors' collective academic experience ensures a coherent and accessible discussion of key topics, including:Euler's methodTaylor and RungeKutta methodsGeneral error analysis for multistep methodsStiff differential equationsDifferential algebraic equationsTwopoint boundary value problemsVolterra integral equationsEach chapter features problem sets that enable readers to test and build their knowledge of the presented methods, and a related Web site features MATLAB programs that facilitate the exploration of numerical methods in greater depth. Detailed references outline additional literature on both analytical and numerical aspects of ordinary differential equations for further exploration of individual topics.Numerical Solution of Ordinary Differential Equations is an excellent textbook for courses on the numerical solution of differential equations at the upperundergraduate and beginning graduate levels. It also serves as a valuable reference for researchers in the fields of mathematics and engineering.

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