Numerical Solution of Boundary Value Problems for Ordinary Differential Equations
- ISBN-10
- 1611971233
- ISBN-13
- 9781611971231
- Category
- Mathematics
- Pages
- 595
- Language
- English
- Published
- 1994-12-01
- Publisher
- SIAM
- Authors
- Uri M. Ascher, Robert M. M. Mattheij, Robert D. Russell
Description
This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.
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