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Numerical solution of ordinary differential equations
 
 

Numerical solution of ordinary differential equations [Hardcover]

Lawrence F. Shampine


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Book Description

An introduction to the numerical solution of the initial value problem for a system of ordinary differential equations, this text is ideal for senior undergraduates or first-year graduate students, as well as for scientists and engineers in various fields. The emphasis is on how to use available software, on analysis which justifies its use, on practical applications, and on problem solving. A focus on the most important methods in practice allows careful and detailed development of these methods, while requiring minimal mathematical and computational background from the reader. Taking a unique approach to the subject, the book progresses logically from general to specific, providing information on what kinds of problems can be solved numerically, how to formulate typical problems, limitations of numerical methods, computational problem and associated software issues before progressing to the numerical methods themselves. It is the discussion of the theoretical justification for the design of the standard software codes that most distinguishes this book. A final chapter on stiffness and its impact on the solution process gathers together information available only in the research literature. Practical and accessible, this book presents authoritative discussions of both theory and practice, including concrete examples, exercises and references.

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The aim of this chapter is to develop a sense of what kinds of initial value problems can be solved numerically and how to prepare problems for their numerical solution. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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