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Field name	Details
Dewey Class	515.352
Title	Scientific Computing with Ordinary Differential Equations ([EBook]) / by Peter Deuflhard, Folkmar Bornemann.
Author	Deuflhard, Peter
Added Personal Name	Bornemann, Folkmar. , 1967- author.
Other name(s)	SpringerLink (Online service)
Publication	New York, NY : Springer , 2002.
Physical Details	XX, 486 pages : online resource.
Series	Texts in applied mathematics 0939-2475 ; ; 42
ISBN	9780387215822
Summary Note	This text provides an introduction to the numerical solution of initial and boundary value problems in ordinary differential equations on a firm theoretical basis. This book strictly presents numerical analysis as a part of the more general field of scientific computing. Important algorithmic concepts are explained down to questions of software implementation. For initial value problems, a dynamical systems approach is used to develop Runge-Kutta, extrapolation, and multistep methods. For boundary value problems including optimal control problems, both multiple shooting and collocation methods are worked out in detail. Graduate students and researchers in mathematics, computer science, and engineering will find this book useful. Chapter summaries, detailed illustrations, and exercises are contained throughout the book with many interesting applications taken from a rich variety of areas. Peter Deuflhard is founder and president of the Zuse Institute Berlin (ZIB) and full professor of scientific computing at the Free University of Berlin, Department of Mathematics and Computer Science. Folkmar Bornemann is full professor of scientific computing at the Center of Mathematical Sciences, Technical University of Munich. This book was translated by Werner Rheinboldt, professor emeritus of numerical analysis and scientific computing at the Department of Mathematics, University of Pittsburgh.:
Contents note	1 Time-Dependent Processes in Science and Engineering -- 1.1 Newton’s Celestial Mechanics -- 1.2 Classical Molecular Dynamics -- 1.3 Chemical Reaction Kinetics -- 1.4 Electrical Circuits -- Exercises -- 2 Existence and Uniqueness for Initial Value Problems -- 2.1 Global Existence and Uniqueness -- 2.2 Examples of Maximal Continuation -- 2.3 Structure of Nonunique Solutions -- 2.4 Weakly Singular Initial Value Problems -- 2.5 Singular Perturbation Problems -- 2.6 Quasilinear Differential-Algebraic Problems -- Exercises -- 3 Condition of Initial Value Problems -- 3.1 Sensitivity Under Perturbations -- 3.2 Stability of ODEs -- 3.3 Stability of Recursive Mappings -- Exercises -- 4 One-Step Methods for Nonstiff IVPs -- 4.1 Convergence Theory -- 4.2 Explicit Runge-Kutta Methods -- 4.3 Explicit Extrapolation Methods -- 5 Adaptive Control of One-Step Methods -- 5.1 Local Accuracy Control -- 5.2 Control-Theoretic Analysis -- 5.3 Error Estimation -- 5.4 Embedded Runge-Kutta Methods -- 5.5 Local Versus Achieved Accuracy -- Exercises -- 6 One-Step Methods for Stiff ODE and DAE IVPs -- 6.1 Inheritance of Asymptotic Stability -- 6.2 Implicit Runge-Kutta Methods -- 6.3 Collocation Methods -- 6.4 Linearly Implicit One-Step Methods -- Exercises -- 7 MultiStep Methods for ODE and DAE IVPs -- 7.1 Multistep Methods on Equidistant Meshes -- 7.2 Inheritance of Asymptotic Stability -- 7.3 Direct Construction of Efficient Multistep Methods -- 7.4 Adaptive Control of Order and Step Size -- Exercises -- 8 Boundary Value Problems for ODEs -- 8.1 Sensitivity for Two-Point EVPs -- 8.2 Initial Value Methods for Timelike EVPs -- 8.3 Cyclic Systems of Linear Equations -- 8.4 Global Discretization Methods for Spacelike EVPs -- 8.5 More General Types of BVPs -- 8.6 Variational Problems -- Exercises -- References -- Software.
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/10.1007/978-0-387-21582-2
Links to Related Works	Subject References: Computational Mathematics and Numerical Analysis . Computer mathematics . Differential equation . Mathematics . Ordinary differential equations . Authors: author . Bornemann, Folkmar, 1967- . Deuflhard, Peter . Corporate Authors: SpringerLink (Online service) . Series: Texts in applied mathematics . Classification: 515.352 .

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Scientific Computing with Ordinary Differential Equations

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