This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.
Author(s): Uri M. Ascher, Robert M. M. Mattheij, Robert D. Russell
Series: Classics in Applied Mathematics
Edition: SIAM
Publisher: Society for Industrial Mathematics
Year: 1987
Language: English
Commentary: p 147 missing
Pages: 623
Numerical Solution of Boundary Value Problems for Ordinary Differential Equations......Page 1
Contents......Page 10
List of Examples......Page 20
Preface to the Classics Edition......Page 22
Preface......Page 24
1 Introduction......Page 30
2 Review of Numerical Analysis and Mathematical Background......Page 57
3 Theory of Ordinary Differential Equations......Page 113
4 Initial Value Methods......Page 161
5 Finite Difference Methods......Page 214
6 Decoupling......Page 304
7 Solving Linear Equations......Page 332
8 Solving Nonlinear Equations......Page 356
9 Mesh Selection......Page 387
10 Singular Perturbations......Page 415
11 Special Topics......Page 498
Appendix A A Multiple Shooting Code......Page 546
Appendix B A Collocation Code......Page 555
References......Page 563
Bibliography......Page 595
Index......Page 616