This book provides a set of ODE/PDE integration routines in the six most widely used computer languages, enabling scientists and engineers to apply ODE/PDE analysis toward solving complex problems. This text concisely reviews integration algorithms, then analyzes the widely used Runge-Kutta method. It first presents a complete code before discussing its components in detail, focusing on integration concepts such as error monitoring and control. The format allows scientists and engineers to understand the basics of ODE/PDE integration, then calculate sample numerical solutions within their targeted programming language. The applications discussed can be used as templates for the development of a spectrum of new applications.
Author(s): H. J. Lee
Edition: 1
Year: 2003
Language: English
Pages: 528
Preface......Page 6
Contents......Page 8
1 Some Basics of ODE Integration......Page 10
2 Solution of a 1 x 1 ODE System......Page 116
3 Solution of a 2 x 2 ODE System......Page 300
4 Solution of a Linear PDE......Page 348
5 Solution of a Nonlinear PDE......Page 406
Appendix A......Page 460
Appendix B......Page 468
Appendix C......Page 474
Appendix D......Page 498
Appendix E......Page 502
Appendix F......Page 512
Index......Page 520
