Solving Ordinary Differential Equations II
Stiff and Differential-Algebraic Problems
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Beschreibung
The subject of this book is the solution of stiff differential equations and of differential-algebraic systems (differential equations with constraints). There is a chapter on one-step and extrapolation methods for stiff problems, another on multistep methods and general linear methods for stiff problems, a third on the treatment of singular perturbation problems, and a last one on differential-algebraic problems with applications to constrained mechanical systems. The beginning of each chapter is of introductory nature, followed by practical applications, the discussion of numerical results, theoretical investigations on the order and accuracy, linear and nonlinear stability, convergence and asymptotic expansions. Stiff and differential-algebraic problems arise everywhere in scientific computations (e.g. in physics, chemistry, biology, control engineering, electrical network analysis, mechanical systems). Many applications as well as computer programs are presented.
Ernst Hairer and Gerhard Wanner were jointly awarded the 2003 Peter Henrici Prize at ICIAM 2003 in Sydney, Australia.
The subject of this book is the solution of stiff differential equations and of differential-algebraic systems. This second completely revised and enlarged edition contains, in particular, the following new material: explicit methods with optimal stability, new numerical tests, properties of error growth functions, recent progress in numerical differential-algebraic equations, improved FORTRAN codes etc.
The subject of this book is the solution of stiff differential equations and of differential-algebraic systems This second completely revised and enlarged edition contains, in particular, such new material as: explicit method with optimal stability, new numerical tests, properties of error growth functions, recent progress in differential-algebraic equations and improved FORTRAN codes Includes supplementary material: sn.pub/extras
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Ernst Hairer
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Differential-algebraic systems Differentialgeichung Numerik Ordinary differential equations Radiologieinformationssystem Runge-Kutta methods biology calculus control engineering multistep methods
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From the reviews of the second edition:
This is a superb book...Throughout, illuminating graphics, sketches and quotes from papers of researchers in the field add an element of easy informality and motivate the text." Mathematics Today
“This volume, on nonstiff equations, is the second of a two-volume set. This second volume treats stiff differential equations and differential-algebraic equations. … This book is highly recommended as a text for courses in numerical methods for ordinary differential equations and as a reference for the worker. It should be in every library, both academic and industrial.” (Teodora-Liliana Rădulescu, Zentralblatt MATH, Vol. 1192, 2010)
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