๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Solving ordinary differential equations for simulation

โœ Scribed by L.F. Shampine

Publisher
Elsevier Science
Year
1978
Tongue
English
Weight
303 KB
Volume
20
Category
Article
ISSN
0378-4754

No coin nor oath required. For personal study only.

โœฆ Synopsis

Runge-Kutta formulas are given which are suited to the tasks arising in simulation. They are methods permitting interpolation which use overlap into the succeeding step to reduce the cost of a step and its error estimate.

๐Ÿ“œ SIMILAR VOLUMES

Monte Carlo-type simulation for solving
Monte Carlo-type simulation for solving stochastic ordinary differential equations
โœ Renato Spigler ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 733 KB

We outline a method for solving numerically initial-value and boundary-value problems for ordinary differential equations whose coefficients and/or initial and boundary data are random quantities. The method consists of simulating on the computer several realizations of the stochastic processes that

Solving stiff differential equations for
Solving stiff differential equations for simulation
โœ T.D. Bui ๐Ÿ“‚ Article ๐Ÿ“… 1981 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 540 KB

## Computer simulation of dynamic systems very often leads to the solution of a set of stiff ordinary differential equations. The solution of this set of equations involves the eigenvalues of its Jacobian matrix. The greater the spread in eigenvalues, the more time consuming the solutions become