Numerical Methods for Ordinary Differential Equations: by David Griffiths,Desmond J. Higham

By David Griffiths,Desmond J. Higham

Numerical equipment for usual Differential Equations is a self-contained advent to a primary box of numerical research and clinical computation. Written for undergraduate scholars with a mathematical history, this ebook specializes in the research of numerical equipment with out wasting sight of the sensible nature of the subject.

It covers the themes regularly taken care of in a primary direction, but additionally highlights new and rising issues. Chapters are damaged down into `lecture' sized items, encouraged and illustrated by means of a number of theoretical and computational examples.

Over two hundred workouts are supplied and those are starred in accordance with their measure of hassle. ideas to all workouts can be found to approved instructors.

The booklet covers key starting place topics:

o Taylor sequence methods

o Runge--Kutta methods

o Linear multistep methods

o Convergence

o Stability

and quite a number glossy themes:

o Adaptive stepsize selection

o long-term dynamics

o converted equations

o Geometric integration

o Stochastic differential equations

The prerequisite of a simple university-level calculus classification is believed, even supposing acceptable history effects also are summarized in appendices. A committed web site for the booklet containing additional info are available through

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