Scientific Computing with Ordinary Differential Equations
By Peter Deuflhard, Folkmar Bornemann
English | PDF | 498 Pages | 2002 | ISBN : 1441930116 |
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
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