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.
Kendall Atkinson
Applied Mathematics in Science Differential Equations Differentialgleichung Differentialgleichungen Mathematics Mathematik Mathematik in den Naturwissenschaften Numerical Methods Numerische Methoden
"An accompanying Web site offers access to more than ten MATLABprograms." (CHOICE, December 2009)
()