Includes computer programs on accompanying disk and provides the Fortran code in the appendices - makes application of methods easy
Emphasizes modern methods
Derives numerical methods - promotes understanding of principles
With emphasis on modern techniques, Numerical Methods for Differential Equations: A Computational Approach covers the development and application of methods for the numerical solution of ordinary differential equations. Some of the methods are extended to cover partial differential equations. All techniques covered in the text are on a program disk included with the book, and are written in Fortran 90. These programs are ideal for students, researchers, and practitioners because they allow for straightforward application of the numerical methods described in the text. The code is easily modified to solve new systems of equations. Numerical Methods for Differential Equations: A Computational Approach also contains a reliable and inexpensive global error code for those interested in global error estimation. This is a valuable text for students, who will find the derivations of the numerical methods extremely helpful and the programs themselves easy to use. It is also an excellent reference and source of software for researchers and practitioners who need computer solutions to differential equations.
Table of Contents
1.Differential Equations 2. First Ideas and Single-Step Methods 3. Error Considerations 4. Runge-Kutta Methods 5. Step-Size Control 6. Dense Output 7. Stability and Stiffness 8. Multistep Methods 9. Multistep Formulae from Quadrature 10. Stability of Multistep Methods 11. Methods for Stiff Systems 12. Variable Coefficient Multistep Methods 13. Global Error Estimation 14. Second Order Equations 15. Partial Differential Equations
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