- Provides a comprehensive introduction to numerical methods for solving ordinary differential equations.
- Features introductory material on differential and difference equations.
- Includes detailed coverage of Runge Kutta, linear multistep, and general linear methods.
- Contains exercises integrated into each chapter, enabling use as a course text or for self–study.
- Balances informal discussion with a rigorous mathematical style.
- Written by a leading authority on numerical methods.
Researchers and students from numerical methods, engineering and other sciences will find this book provides an accessible and self–contained introduction to numerical methods for solving ordinary differential equations. It stands out amongst other books on the subject because of the author s lucid writing style, and the integrated presentation of theory, examples, and exercises.
1. Differential and Difference Equations.
10. Differential Equation Problems.
11. Differential Equation Theory.
12. Difference Equation Problems.
13. Difference Equation Theory.
2. Numerical Differential Equation Methods.
20. The Euler Method.
21. Analysis of the Euler Method.
22. Generalizations of the Euler Method.
23. Runge–Kutta Methods.
24. Linear Multistep Methods.
25. Taylor Series Methods.
26. Hybrid Methods.
3. Runge–Kutta Methods.
31. Order Conditions.
32. Low Order Explicit Methods.
33. Runge–Kutta Methods with Error Estimates.
34. Implicit Runge–Kutta Methods.
35. Stability of Implicit Runge–Kutta Methods.
36. Implementable Implicit Runge–Kutta Methods.
37. Order Barriers.
38. Algebraic Properties of Runge–Kutta Methods.
39. Implementation Issues.
4. Linear Multistep Methods.
41. The Order of Linear Multistep Methods.
42. Errors and Error Growth.
43. Stability Characteristics.
44. Order and Stability Barriers.
45. One–leg Methods and G–stability.
46. Implementation Issues.
5. General Linear Methods.
50. Representing Methods in General Linear Form.
51. Consistency, Stability and Convergence.
52. The Stability of General Linear Methods.
53. The Order of General Linear Methods.
54. Methods with Runge–Kutta Stabiulity.