Numerical methods for ordinary differential equations: initial value problems/
David F. Griffiths and Desmond J. Higham
- New York: Springer, 2010.
- x, 271 p. : ill. ; 24 cm.
- (Springer undergraduate mathematics series) .
ODEs: an introduction -- Euler's method -- The Taylor series method -- Linear multistep methods I -- Linear multistep methods II -- Linear multistep methods III -- Linear multistep methods IV -- Linear multistep methods V -- Runge-Kutta method I: order conditions -- Runge-Kutta methods II: absolute stability -- Adaptive step size selection -- Long-term dynamics -- Modified equations -- Geometric integration part I: invariants -- Geometric integration part II: Hamiltonian dynamics -- Stochastic differential equations -- [Appendices]. Glossary and notation -- Taylor series -- Jacobians and variational equations -- Constant-coefficient difference equations.
9780857291479
Differential equations Initial value problems Numerical analysis Electronic data processing Mathematics