Numerical Methods for Ordinary Differential Equations: Initial Value Problems (Springer Undergraduate Mathematics Series)

David F. F. Griffiths, Desmond J. Higham

ISBN 10: 0857291475 / ISBN 13: 9780857291479

Published by Springer 2010-11-25, 2010

About this Item

Seller Inventory # 6666-IUK-9780857291479

Bibliographic Details

• Title: Numerical Methods for Ordinary Differential Equations: Initial Value Problems (Springer Undergraduate Mathematics Series)
• Publisher: Springer 2010-11-25
• Publication Date: 2010
• Language: English
• ISBN 10: 0857291475
• ISBN 13: 9780857291479
• Binding: Paperback
• Condition: New

About this title

Synopsis

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