Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations

  • Authors:

  • Uri M. Ascher;Linda R. Petzold

  • Affiliations:

  • -;-

  • Venue:
  • Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations
  • Year:
  • 1998

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Abstract

From the Publisher:Designed for those people who want to gain a practical knowledge of modern techniques, this book contains all the material necessary for a course on the numerical solution of differential equations. Written by two of the field's leading authorities, it provides a unified presentation of initial value and boundary value problems in ODEs as well as differential-algebraic equations. The approach is aimed at a thorough understanding of the issues and methods for practical computation while avoiding an extensive theorem-proof type of exposition. It also addresses reasons why existing software succeeds or fails. This book is a practical and mathematically well informed introduction that emphasizes basic methods and theory, issues in the use and development of mathematical software, and examples from scientific engineering applications. Topics requiring an extensive amount of mathematical development, such as symplectic methods for Hamiltonian systems, are introduced, motivated, and included in the exercises, but a complete and rigorous mathematical presentation is referenced rather than included. Audience This book is appropriate for senior undergraduate or beginning graduate students with a computational focus and practicing engineers and scientists who want to learn about computational differential equations. A beginning course in numerical analysis is needed, and a beginning course in ordinary differential equations would be helpful. About the Authors Uri M. Ascher is a Professor in the Department of Computer Science at the University of British Columbia, Vancouver. He is also Director of the Institute of Applied Mathematics there. Linda R. Petzold is a Professor in the Departments of Mechanical and Environmental Engineering and Computer Science at the University of California at Santa Barbara. She is also Director of the Computational Science and Engineering Program there.