Solving Ordinary Differential Equations II : Stiff and Differential-Algebraic Problems

Gerhard Wanner

ISBN 10: 3540604529 / ISBN 13: 9783540604525

Editore: Springer Berlin Heidelberg, 1996

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Druck auf Anfrage Neuware - Printed after ordering - 'Whatever regrets may be, we have done our best.' (Sir Ernest Shack 0 leton, turning back on 9 January 1909 at 88 23' South.) Brahms struggled for 20 years to write his first symphony. Compared to this, the 10 years we have been working on these two volumes may even appear short. This second volume treats stiff differential equations and differential algebraic equations. It contains three chapters: Chapter IV on one-step (Runge-Kutta) meth ods for stiff problems, Chapter V on multistep methods for stiff problems, and Chapter VI on singular perturbation and differential-algebraic equations. Each chapter is divided into sections. Usually the first sections of a chapter are of an introductory nature, explain numerical phenomena and exhibit numerical results. Investigations of a more theoretical nature are presented in the later sections of each chapter. As in Volume I, the formulas, theorems, tables and figures are numbered con secutively in each section and indicate, in addition, the section number. In cross references to other chapters the (latin) chapter number is put first. References to the bibliography are again by 'author' plus 'year' in parentheses. The bibliography again contains only those papers which are discussed in the text and is in no way meant to be complete.

Codice articolo 9783540604525

Dati bibliografici

• Titolo: Solving Ordinary Differential Equations II : Stiff and Differential-Algebraic Problems
• Editore: Springer Berlin Heidelberg
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 3540604529
• ISBN 13: 9783540604525
• Rilegatura: Buch
• Edizione: seconda edizione
• Condizione: Neu

Descrizione articolo

Riassunto

The subject of this book is the solution of stiff differential equations and of differential-algebraic systems. This second edition contains new material including new numerical tests, recent progress in numerical differential-algebraic equations, and improved FORTRAN codes.

From the reviews:

"A superb book...Throughout, illuminating graphics, sketches and quotes from papers of researchers in the field add an element of easy informality and motivate the text." --MATHEMATICS TODAY

Dalla quarta di copertina

The subject of this book is the solution of stiff differential equations and of differential-algebraic systems (differential equations with constraints). There is a chapter on one-step and extrapolation methods for stiff problems, another on multistep methods and general linear methods for stiff problems, a third on the treatment of singular perturbation problems, and a last one on differential-algebraic problems with applications to constrained mechanical systems. The beginning of each chapter is of introductory nature, followed by practical applications, the discussion of numerical results, theoretical investigations on the order and accuracy, linear and nonlinear stability, convergence and asymptotic expansions. Stiff and differential-algebraic problems arise everywhere in scientific computations (e.g. in physics, chemistry, biology, control engineering, electrical network analysis, mechanical systems). Many applications as well as computer programs are presented.

Ernst Hairer and Gerhard Wanner were jointly awarded the 2003 Peter Henrici Prize at ICIAM 2003 in Sydney, Australia.