Numerical Solution of Ordinary Differential Equations - 9780367449568

CRC Press

This book is an introduction to the numerical solution of the initial value problem for a system of ordinary differential equations (ODEs). The first three chapters are general in nature. Although they should be read quickly, their importance should not be underestimated. > This new work is an introduction to the numerical solution of the initial value problem for a system of ordinary differential equations. The first three chapters are general in nature, and chapters 4 through 8 derive the basic numerical methods, prove their convergence, study their stability and consider how to implement them effectively. The book focuses on the most important methods in practice and develops them fully, uses examples throughout, and emphasizes practical problem-solving methods. > The mathematical problem:   discrete variable methods The computational problem:   basic methods Convergence and stability:   stability for large step sizes Error estimation and controx