The book deals with methods for solving ordinary nonstiff differential equations. This new edition contains in particular the following new material: Hamiltonian systems and symplectic Runge-Kutta methods, dense output for Runge-Kutta and extrapolation methods, a new Dormand & Prince method of order 8 with dense output, parallel Runge-Kutta methods, numerical tests for first- and second order systems. The reader will benefit from many illustrations, a historical and didactic approach, and computer programs which help him learn to solve all kinds of ordinary differential equations. This book will be immensely useful to graduate students and researchers in numerical analysis and scientific computing, and to scientists in the fields mentioned above.

Includes supplementary material: sn.pub/extras

Klappentext

This book deals with methods for solving nonstiff ordinary differential equations. The first chapter describes the historical development of the classical theory, and the second chapter includes a modern treatment of Runge-Kutta and extrapolation methods. Chapter three begins with the classical theory of multistep methods, and concludes with the theory of general linear methods. The reader will benefit from many illustrations, a historical and didactic approach, and computer programs which help him/her learn to solve all kinds of ordinary differential equations. This new edition has been rewritten and new material has been included.

Zusammenfassung

From the reviews

"This is the revised version of the first edition of Vol. I published in 1987. ....Vols. I and II (SSCM 14) of Solving Ordinary Differential Equations together are the standard text on numerical methods for ODEs. ...This book is well written and is together with Vol. II, the most comprehensive modern text on numerical integration methods for ODEs. It may serve a a text book for graduate courses, ...and also as a reference book for all those who have to solve ODE problems numerically." Zeitschrift für Angewandte Mathematik und Physik

"... This book is a valuable tool for students of mathematics and specialists concerned with numerical analysis, mathematical physics, mechanics, system engineering, and the application of computers for design and planning..." Optimization

"... This book is highly recommended as a text for courses in numerical methods for ordinary differential equations and as a reference for the worker. It should be in every library, both academic and industrial." Mathematics and Computers

Inhalt
Classical Mathematical Theory.- Runge-Kutta and Extrapolation Methods.- Multistep Methods and General Linear Methods.