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® 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.
