University of Cambridge, 2004. - 118 pages.<div class="bb-sep"></div>Discretization methods for ordinary differential equations are usually not exact; they commit an error at every step of the algorithm. All these errors combine to form the global error, which is the error in the final result. The g
Analysis of Discretization Methods for Ordinary Differential Equations
β Scribed by Hans J. Stetter (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 1973
- Tongue
- English
- Leaves
- 406
- Series
- Springer Tracts in Natural Philosophy 23
- Edition
- 1
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Due to the fundamental role of differential equations in science and engineering it has long been a basic task of numerical analysts to generate numerical values of solutions to differential equations. Nearly all approaches to this task involve a "finitization" of the original differential equation problem, usually by a projection into a finite-dimensional space. By far the most popular of these finitization processes consists of a reduction to a difference equation problem for functions which take values only on a grid of argument points. Although some of these finiteΒ difference methods have been known for a long time, their wide applicaΒ bility and great efficiency came to light only with the spread of electronic computers. This in tum strongly stimulated research on the properties and practical use of finite-difference methods. While the theory or partial differential equations and their discrete analogues is a very hard subject, and progress is consequently slow, the initial value problem for a system of first order ordinary differential equations lends itself so naturally to discretization that hundreds of numerical analysts have felt inspired to invent an ever-increasing number of finite-difference methods for its solution. For about 15 years, there has hardly been an issue of a numerical journal without new results of this kind; but clearly the vast majority of these methods have just been variations of a few basic themes. In this situation, the classical textΒ book by P.
β¦ Table of Contents
Front Matter....Pages N1-XVI
General Discretization Methods....Pages 1-62
Forward Step Methods....Pages 63-106
Runge-Kutta Methods....Pages 107-184
Linear Multistep Methods....Pages 185-271
Multistage Multistep Methods....Pages 272-331
Other Discretization Methods for IVP 1....Pages 332-379
Back Matter....Pages 380-390
β¦ Subjects
Ordinary Differential Equations; Analysis
π SIMILAR VOLUMES
In recent years the study of numerical methods for solving ordinary differential equations has seen many new developments. This second edition of the author's pioneering text is fully revised and updated to acknowledge many of these developments.Β It includes a complete treatment of linear multistep
<p>In this book we consider a Cauchy problem for a system of ordinary differential equations with a small parameter. The book is divided into th ree parts according to three ways of involving the small parameter in the system. In Part 1 we study the quasiregular Cauchy problem. Th at is, a problem w
<b>A new edition of this classic work, comprehensively revised to present exciting new developments in this important subject</b><br /><br />The study of numerical methods for solving ordinary differential equations is constantly developing and regenerating, and this third edition of a popular class