Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more
Standard view
Full view
of .

102 Many-body gravitational problems
103 A problem arising from the method of lines
104 The simple pendulum
105 A chemical kinetics problem
106 The van der Pol equation and limit cycles
107 The Lotka-Volterra problem and periodic orbits
11 Differential Equation Theory
110 Existence and uniqueness of solutions
Ill Linear systems of differential equations
112 Stiff differential equations
113 Laplace transforms
12 Difference Equation Problems
120 Introduction to difference equations
121 A linear problem
122 The Fibonacci difference equation
124 Iterative solutions of a polynomial equation
125 The arithmetic-geometric mean
13 Difference Equation Theory
130 Linear difference equations
131 Constant coefficients
132 Powers of matrices
133 The Z -transform
Numerical Differential Equation Methods
20 The Euler Method
200 Introduction to the Euler method
201 Some numerical experiments
202 Calculations with stepsize control
203 Calculations with mildly stiff problems
204 Calculations with the implicit Euler method
21 Analysis of the Euler Method
210 Formulation of the Euler method
211 Local truncation error
212 Global truncation error
213 Convergence of the Euler method
214 Order of convergence
215 Asymptotic error formula
216 Stability characteristics
217 Local truncation error estimation
218 Rounding error
22 Generalizations of the Euler Method
220 Introduction
221 More computations in a step
222 Greater dependence on previous values
223 Use of higher derivatives
224 Multistep-multistage-multiderivative methods
225 Implicit methods
226 Local error estimates
23 Runge-Kutta Methods
230 Historical introduction
231 Second order methods
232 The coefficient tableau
233 Third order methods
234 Introduction to order conditions
235 Fourth order methods
236 Higher orders
237 Implicit Runge-Kutta methods
238 Stability characteristics
239 Numerical examples
24 Linear Multistep Methods
240 Historical introduction
General form of linear multistep methods
243 Consistency, stability and convergence
245 The Milne device
246 Starting methods
247 Numerical examples
25 Taylor Series Methods
250 Introduction to Taylor series methods
251 Manipulation of power series
252 An example of a Taylor series solution
253 Other methods using higher derivatives
254 The use of f derivatives
255 Further numerical examples
26 Hybrid Methods
260 Historical introduction
261 Pseudo Runge-Kutta methods
262 Generalized linear multistep methods
263 General linear methods
264 Numerical examples
Runge-Kutta Methods
30 Preliminaries
300 Rooted trees
301 Functions on trees
302 Some combinatorial questions
303 The use of labelled trees
304 Differentiation
305 Taylor's theorem
312 Elementary weights
313 The Taylor expansion of the approximate solution
314 Independence of the elementary differentials
315 Conditions for order
316 Order conditions for scalar problems
31 7 Independence of elementary weights
318 Local truncation error
319 Global truncation error
32 Low Order Explicit Methods
320 Methods of orders less than four
321 Simplifying assumptions
322 Methods of order four
323 New methods from old
324 Methods of order five
325 Methods of order six
326 Methods of orders greater than six
33 Runge— Kutta Methods with Error Estimates
330 Introduction
331 Richardson error estimates
332 Methods with built-in estimates
333 A class of error- estimating methods
334 The methods of Fehlberg
335 The methods of Verner
336 The methods of Dormand and Prince
34 Implicit Runge-Kutta Methods
340 Introduction
342 Methods based on Gaussian quadrature
343 Reflected methods
35 Stability of Implicit Runge— Kutta Methods
350 A-stability, A(a)-stability and L-stability
351 Criteria for A-stability
352 Fade approximations to the exponential function
555 A-stability of Gauss and related methods
354 Order stars
355 Order arrows and the Ehle barrier
356 AN-stability
357 Non-linear stability
358 BN-stability of collocation methods
359 The V and W transformations
36 Implementable Implicit Runge-Kutta Methods
360 Implementation of implicit Runge-Kutta methods
361 Diagonally-implicit Runge-Kutta methods
362 The importance of high stage order
363 Singly implicit methods
364 Generalizations of singly-implicit methods
365 Effective order and DESIRE methods
37 Order Barriers
370 Explicit barriers
371 An upper bound on the required number of stages
38 Algebraic Properties of Runge-Kutta Methods
380 Motivation
381 Equivalence classes of Runge-Kutta methods
382 The group of Runge-Kutta methods
383 The Runge-Kutta group
389 An algebraic interpretation of effective order
39 Implementation Issues
390 Introduction
391 Optimal sequences
392 Acceptance and rejection of steps
393 Error per step versus error per unit step
394 Control theoretic considerations
395 Solving the implicit equations
Linear Multistep Methods
40 Preliminaries
400 Fundamentals
401 Starting methods
402 Convergence
403 Stability
404 Consistency
405 Necessity of conditions for convergence
406 Sufficiency of conditions for convergence
41 The Order of Linear Multistep Methods
410 Criteria for order
411 Derivation of methods
412 Backward difference methods
42 Errors and Error Growth
420 Introduction
421 Further remarks on error growth
422 The underlying one-step method
423 Weakly stable methods
424 Variable stepsize
43 Stability Characteristics
431 Stability regions
432 Examples of the boundary locus method
433 Examples of the Schur criterion
434 Stability of predictor-corrector methods
44 Order and Stability Barriers
440 Survey of barrier results
441 Maximum order for a convergent k step method
442 Order stars for linear multistep methods
443 Order arrows for linear multistep methods
45 One-leg Methods and G-stability
450 The one-leg counterpart to a linear multistep method
451 The concept of G-stability
453 Effective order interpretation
454 Concluding remarks on G-stability
46 Implementation Issues
460 Survey of implementation considerations
461 Representation of data
462 Variable stepsize for Nordsieck methods
463 Local error estimation
General Linear Methods
50 Representing Methods in General Linear Form
500 Multivalue multistage methods
501 Transformations of methods
502 Runge-Kutta methods as general linear methods
503 Linear multistep methods as general linear methods
50^ .Some known unconventional methods
505 Some recently discovered general linear methods
51 Consistency, Stability and Convergence
510 Definitions of consistency and stability
511 Covariance of methods
512 Definition of convergence
513 The necessity of stability
514 The necessity of consistency
515 Stability and consistency imply convergence
52 The Stability of General Linear Methods
520 Introduction
521 Methods with maximal stability order
53 The Order of General Linear Methods
530 Possible definitions of order
531 Algebraic analysis of order
532 An example of the algebraic approach to order
533 The underlying one-step method
54 Methods with Runge— Kutta stability
540 Design criteria for general linear methods
541 The types of DIMSIM methods
542 Runge-Kutta stability
543 Almost Runge-Kutta methods
544 Fourth order, four stage ARK methods
545 Doubly companion matrices
546 Inherent Runge-Kutta stability
547 Derivation of methods with IRK stability
548 Some nonstiff methods
549 Some stiff methods
References
Index
P. 1
Numerical Methods for Ordinary Differential Equations

# Numerical Methods for Ordinary Differential Equations

Ratings: (0)|Views: 103 |Likes:
This new book updates the exceptionally popular Numerical Analysis of Ordinary Differential Equations.
"This book is...an indispensible reference for any researcher."-American Mathematical Society on the First Edition.

Features:
* New exercises included in each chapter.
* Author is widely regarded as the world expert on Runge-Kutta methods
* Didactic aspects of the book have been enhanced by interspersing the text with exercises.
* Updated Bibliography.
This new book updates the exceptionally popular Numerical Analysis of Ordinary Differential Equations.
"This book is...an indispensible reference for any researcher."-American Mathematical Society on the First Edition.

Features:
* New exercises included in each chapter.
* Author is widely regarded as the world expert on Runge-Kutta methods
* Didactic aspects of the book have been enhanced by interspersing the text with exercises.
* Updated Bibliography.

Publish date: Aug 20, 2004
Added to Scribd: Jun 05, 2013

### Availability:

See more
See less

08/14/2014

441

9780470868263

\$193.00

USD

Pages 9 to 15 are not shown in this preview.