A concise introduction to numerical methodsand the mathematical
framework neededto understand their performance
"Numerical Solution of Ordinary Differential Equations" presents
a complete and easy-to-follow 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 real-world 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 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 test
and build their knowledge of the presented methods, and a related
Web site features MATLAB(R) 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 upper-undergraduate and beginning
graduate levels. It also serves as a valuable reference for
researchers in the fields of mathematics and engineering.
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