Solving ordinary differential equations. I, Nonstiff problems

Autor: Ernst Hairer, Syvert Paul Norsett, Gerhard Wanner
Rok: c1993
ISBN: 9783540566700
OKCZID: 110309125
Vydání: 2nd rev. ed.

Citace (dle ČSN ISO 690):
HAIRER, Ernst. Solving ordinary differential equations. 2nd rev. ed. Berlin: Springer, c1993. xv, 528 s. Springer series in computational mathematics, 8.

Anotace

This book deals with methods for solving nonstiff ordinary differential equations. The first chapter describes the historical development of the classical theory from Newton, Leibniz, Euler, and Hamilton to limit cycles and strange attractors. In a second chapter a modern treatment of Runge-Kutta and extrapolation methods is given. Also included are continuous methods for dense output, parallel Runge-Kutta methods, special methods for Hamiltonian systems, second order differential equations and delay equations. The third chapter begins with the classical theory of multistep methods, and concludes with the theory of general linear methods. Many applications from physics, chemistry, biology, and astronomy together with computer programs and numerical comparisons are presented. The book will be immensely useful to graduate students and researchers in numerical analysis and scientific computing, and to scientists in the fields mentioned above."This is the revised version of the first edition of Vol. I published in 1987. ….Vols. I and II (SSCM 14) of Solving Ordinary Differential Equations together are the standard text on numerical methods for ODEs. ...This book is well written and is together with Vol. II, the most comprehensive modern text on numerical integration methods for ODEs. It may serve a a text book for graduate courses, ...and also as a reference book for all those who have to solve ODE problems numerically." Zeitschrift für Angewandte Mathematik und Physik

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