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Numerical Methods for Ordinary Differential Equations: Initial Value Problems
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Catalogue Information
Field name
Details
Dewey Class
518
Title
Numerical Methods for Ordinary Differential Equations ([Ebook]) : Initial Value Problems / by David F. Griffiths, Desmond J. Higham.
Author
Griffiths, David Francis
Added Personal Name
Higham, Desmond J.
Other name(s)
SpringerLink (Online service)
Publication
London : Springer , 2010.
Physical Details
XIV, 271 pages, 69 illus. : online resource.
Series
Springer undergraduate mathematics series
1615-2085
ISBN
9780857291486
Summary Note
Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. Written for undergraduate students with a mathematical background, this book focuses on the analysis of numerical methods without losing sight of the practical nature of the subject. It covers the topics traditionally treated in a first course, but also highlights new and emerging themes. Chapters are broken down into `lecture' sized pieces, motivated and illustrated by numerous theoretical and computational examples. Over 200 exercises are provided and these are starred according to their degree of difficulty. Solutions to all exercises are available to authorized instructors. The book covers key foundation topics: o Taylor series methods o Runge-Kutta methods o Linear multistep methods o Convergence o Stability and a range of modern themes: o Adaptive stepsize selection o Long term dynamics o Modified equations o Geometric integration o Stochastic differential equations The prerequisite of a basic university-level calculus class is assumed, although appropriate background results are also summarized in appendices. A dedicated website for the book containing extra information can be found via www.springer.com:
Contents note
ODEs-An Introduction -- Euler's Method -- The Taylor Series Method -- Linear Multistep MethodsâI -- Linear Multistep Methods'II -- Linear Multistep MethodsâIII -- Linear Multistep Methods'IV -- Linear Multistep Methods'V -- RungeâKutta MethodâI: Order Conditions -- Runge-Kutta MethodsâII Absolute Stability -- Adaptive Step Size Selection -- Long-Term Dynamics -- Modified Equations -- Geometric Integration Part IâInvariants -- Geometric Integration Part IIâHamiltonian Dynamics -- Stochastic Differential Equations -- A Glossary and Notation -- B Taylor Series -- C Jacobians and Variational Equations -- D Constant-Coefficient Difference Equations.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site
http://dx.doi.org/10.1007/978-0-85729-148-6
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Subject References:
Electronic data processing
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Mathematics
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Numeric Computing
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Numerical Analysis
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Authors:
author
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Griffiths, David Francis
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Higham, Desmond J.
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Corporate Authors:
SpringerLink (Online service)
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Series:
Springer undergraduate mathematics series
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Classification:
518
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518 (DDC 23)
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