9780198506546 - numerical methods for delay differential equations di bellen, alfredo; zennaro, marino (21 risultati)
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Condizione: New. This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and also aids the reader in writing his or her own. Series: Numerical Mathematics & Scientific Computation. Num Pages: 410 pages,…numerous figures. BIC Classification: PBKS; PBW; PDE; TBJ. Category: (P) Professional & Vocational. Dimension: 240 x 163 x 30. Weight in Grams: 740. . 2003. Hardback. . . . .
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Hardback. Condizione: New. The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous examples illustrati…ng some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solution is described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes a brief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods. The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence of continuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuous local error estimates. Classical results and a unconventional analysis of "stability with respect to forcing term" is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated. Alternative approaches, based on suitable formulation of DEs as partial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples, pseudo-codes and numerical experiments are included throughout the book.Series Editors: G. H. Golub (Stanford University)C. Schwab (ETH Zurich)W. A. Light (University of Leicester)E. Süli (University of Oxford)Recent developments in the field of numerical analysis have radically changed the nature of the subject. Firstly, the increasing power and availability of computer workstations has allowed the widespread feasibility of complex numerical computations, and the demands of mathematical modelling are expanding at a corresponding rate. In addition to this, the mathematical theory of numerical mathematics itself is growing in sophistication, and numerical analysis now generates research into relatively abstract mathematics.Oxford University Press has had an established series Monographs in Numerical Analysis, including Wilkinson's celebrated treatise The Algebraic Eigenvalue Problem. In the face of the developments in the field this has been relaunched as the Numerical Math.
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Condizione: New. This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and also aids the reader in writing his or her own. Series: Numerical Mathematics & Scientific Computation. Num Pages: 410 pages,…numerous figures. BIC Classification: PBKS; PBW; PDE; TBJ. Category: (P) Professional & Vocational. Dimension: 240 x 163 x 30. Weight in Grams: 740. . 2003. Hardback. . . . . Books ship from the US and Ireland.
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Hardback. Condizione: New. The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous examples illustrati…ng some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solution is described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes a brief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods. The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence of continuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuous local error estimates. Classical results and a unconventional analysis of "stability with respect to forcing term" is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated. Alternative approaches, based on suitable formulation of DEs as partial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples, pseudo-codes and numerical experiments are included throughout the book.Series Editors: G. H. Golub (Stanford University)C. Schwab (ETH Zurich)W. A. Light (University of Leicester)E. Süli (University of Oxford)Recent developments in the field of numerical analysis have radically changed the nature of the subject. Firstly, the increasing power and availability of computer workstations has allowed the widespread feasibility of complex numerical computations, and the demands of mathematical modelling are expanding at a corresponding rate. In addition to this, the mathematical theory of numerical mathematics itself is growing in sophistication, and numerical analysis now generates research into relatively abstract mathematics.Oxford University Press has had an established series Monographs in Numerical Analysis, including Wilkinson's celebrated treatise The Algebraic Eigenvalue Problem. In the face of the developments in the field this has been relaunched as the Numerical Math.
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Buch. Condizione: Neu. Neuware - The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous examples illu…strating some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solution is described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes a brief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods. The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence of continuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuous local error estimates. Classical results and a unconventional analysis of 'stability with respect to forcing term' is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated. Alternative approaches, based on suitable formulation of DEs as partial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples, pseudo-codes and numerical experiments are included throughout the book.Series Editors: G. H. Golub (Stanford University)C. Schwab (ETH Zurich)W. A. Light (University of Leicester)E. Süli (University of Oxford)Recent developments in the field of numerical analysis have radically changed the nature of the subject. Firstly, the increasing power and availability of computer workstations has allowed the widespread feasibility of complex numerical computations, and the demands of mathematical modelling are expanding at a corresponding rate. In addition to this, the mathematical theory of numerical mathematics itself is growing in sophistication, and numerical analysis now generates research into relatively abstract mathematics.Oxford University Press has had an established series Monographs in Numerical Analysis, including Wilkinson's celebrated treatise The Algebraic Eigenvalue Problem. In the face of the developments in the field this has been relaunched as the Numerical Mathematics and Scientific Computation series. As its name suggests, the series will now aim to cover the broad subject area concerned with theoretical and computational aspects of modern numerical mathematics.
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Gr.-8°, OPb. XIV, 395 S., graph. Darst. Numerical mathematics and scientific computation. - Besitzvermerk auf vorderem Vorsatz; ansonsten sehr gut erhlalten. ISBN: 0198506546 Sprache: Deutsch Gewicht in Gramm: 800.
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Hardcover. Condizione: new. Hardcover. The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous example…s illustrating some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solutionis described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes abrief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods.The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence ofcontinuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuouslocal error estimates. Classical results and a unconventional analysis of "stability with respect to forcing term" is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated.Alternative approaches, based on suitable formulation of DEs aspartial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples,pseudo-codes and numerical experiments are included throughout the book.Series Editors:G. H. Golub (Stanford University)C. Schwab (ETH Zurich)W. A. Light (University of Leicester)E. Sueli (University of Oxford)Recent developments in the field of numerical analysis have radically changed the nature of the subject. Firstly, the increasing power and availability of computer workstations hasallowed the widespread feasibility of complex numerical computations, and the demands of mathematical modelling are expanding at a corresponding rate. In addition to this, the mathematical theory of numericalmathematics itself is growing in sophistication, and numerical analysis now generates research into relatively abstract mathematics.Oxford University Press has had an established series Monographs in Numerical Analysis, including Wilkinson's celebrated treatise The Algebraic Eigenvalue Problem. In the face of the developments in the field this has been relaunched as the Numerical Mathematics and Scientific Computation series. As its name suggests, the series will now aimto cover the broad subject area concerned with theoretical and computational aspects of modern numerical mathematics. This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and also aids the reader in writing his or her own. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Hardcover. Condizione: new. Hardcover. The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous example…s illustrating some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solutionis described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes abrief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods. The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence ofcontinuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuouslocal error estimates. Classical results and a unconventional analysis of "stability with respect to forcing term" is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated. Alternative approaches, based on suitable formulation of DEs aspartial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples,pseudo-codes and numerical experiments are included throughout the book.Series Editors: G. H. Golub (Stanford University)C. Schwab (ETH Zurich)W. A. Light (University of Leicester)E. Sueli (University of Oxford)Recent developments in the field of numerical analysis have radically changed the nature of the subject. Firstly, the increasing power and availability of computer workstations hasallowed the widespread feasibility of complex numerical computations, and the demands of mathematical modelling are expanding at a corresponding rate. In addition to this, the mathematical theory of numericalmathematics itself is growing in sophistication, and numerical analysis now generates research into relatively abstract mathematics.Oxford University Press has had an established series Monographs in Numerical Analysis, including Wilkinson's celebrated treatise The Algebraic Eigenvalue Problem. In the face of the developments in the field this has been relaunched as the Numerical Mathematics and Scientific Computation series. As its name suggests, the series will now aimto cover the broad subject area concerned with theoretical and computational aspects of modern numerical mathematics. This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and also aids the reader in writing his or her own. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Hardcover. Condizione: new. Hardcover. The main purpose of the book is to introduce the readers to the numerical integration of the Cauchy problem for delay differential equations (DDEs). Peculiarities and differences that DDEs exhibit with respect to ordinary differential equations are preliminarily outlined by numerous example…s illustrating some unexpected, and often surprising, behaviours of the analytical and numerical solutions. The effect of various kinds of delays on the regularity of the solutionis described and some essential existence and uniqueness results are reported. The book is centered on the use of Runge-Kutta methods continuously extended by polynomial interpolation, includes abrief review of the various approaches existing in the literature, and develops an exhaustive error and well-posedness analysis for the general classes of one-step and multistep methods.The book presents a comprehensive development of continuous extensions of Runge-Kutta methods which are of interest also in the numerical treatment of more general problems such as dense output, discontinuous equations, etc. Some deeper insight into convergence and superconvergence ofcontinuous Runge-Kutta methods is carried out for DDEs with various kinds of delays. The stepsize control mechanism is also developed on a firm mathematical basis relying on the discrete and continuouslocal error estimates. Classical results and a unconventional analysis of "stability with respect to forcing term" is reviewed for ordinary differential equations in view of the subsequent numerical stability analysis. Moreover, an exhaustive description of stability domains for some test DDEs is carried out and the corresponding stability requirements for the numerical methods are assessed and investigated.Alternative approaches, based on suitable formulation of DEs aspartial differential equations and subsequent semidiscretization are briefly described and compared with the classical approach. A list of available codes is provided, and illustrative examples,pseudo-codes and numerical experiments are included throughout the book.Series Editors:G. H. Golub (Stanford University)C. Schwab (ETH Zurich)W. A. Light (University of Leicester)E. Sueli (University of Oxford)Recent developments in the field of numerical analysis have radically changed the nature of the subject. Firstly, the increasing power and availability of computer workstations hasallowed the widespread feasibility of complex numerical computations, and the demands of mathematical modelling are expanding at a corresponding rate. In addition to this, the mathematical theory of numericalmathematics itself is growing in sophistication, and numerical analysis now generates research into relatively abstract mathematics.Oxford University Press has had an established series Monographs in Numerical Analysis, including Wilkinson's celebrated treatise The Algebraic Eigenvalue Problem. In the face of the developments in the field this has been relaunched as the Numerical Mathematics and Scientific Computation series. As its name suggests, the series will now aimto cover the broad subject area concerned with theoretical and computational aspects of modern numerical mathematics. This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and also aids the reader in writing his or her own. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Einband - fest (Hardcover). Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and a…lso aids the reader in writing his or her own.
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Condizione: New. Print on Demand pp. 412.
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Condizione: New. PRINT ON DEMAND pp. 412.
