Designed for those people who want to gain a practical knowledge of modern techniques, this book contains all the material necessary for a course on the numerical solution of differential equations. Written by two of the field's leading authorities, it provides a unified presentation of initial value and boundary value problems in ODEs as well as differential-algebraic equations. The approach is aimed at a thorough understanding of the issues and methods for practical computation while avoiding an extensive theorem-proof type of exposition. It also addresses reasons why existing software succeeds or fails. This book is a practical and mathematically well-informed introduction that emphasizes basic methods and theory, issues in the use and development of mathematical software, and examples from scientific engineering applications. Topics requiring an extensive amount of mathematical development, such as symplectic methods for Hamiltonian systems, are introduced, motivated, and included in the exercises, but a complete and rigorous mathematical presentation is referenced rather than included.
Compared to this, the 10 years we have been working on these two volumes may even appear short. This second volume treats stiff differential equations and differential alge braic equations.
Implement the leapfrog and the Lax—Friedrichs schemes, and run with different (moderate!) values of h = he and k, establishing experimentally (i) the methods' ... + u) (9.45b) for which the touchdown value is obviously w = 0; see [75].
This second edition contains new material including new numerical tests, recent progress in numerical differential-algebraic equations, and improved FORTRAN codes. From the reviews: "A superb book.
Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur.
J. Baumgarte. “Stabilization of constraints and integrals of motion in dynamical systems”, Computer Methods in Applied Mechanics and ... J.C. Butcher. “Implicit Runge-Kutta processes”, Math. Comp. 18 (1964), pp. 50-64. J .C. Butcher.
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.
... A. Greenbaum, S. Hammarling, A. McKenney, and D. Sorensen. LAPACK Users' Guide. SIAM, Philadelphia, 3d edition, 1999. S. L. Anderson. Random number generators on vector supercomputers and other advanced architectures.
Numerical Hamiltonian Problems, volume 7 of Applied Mathematics and Mathematical Computation. Chapman & Hall, 1994. [62] L. F. Shampine. Numerical Solution of Ordinary Differential Equations. Chapman & Hall, New York, USA, 1994.
Mathematics plays an important role in many scientific and engineering disciplines. This book deals with the numerical solution of differential equations, a very important branch of mathematics.
Textbook for teaching computational mathematics.