Solving ordinary differential equations II: stiff and differential-algebraic problems

The subject of this book is the solution of stiff differential equations and of differential-algebraic systems (differential equations with constraints). The book is divided into four chapters. 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. From the reviews: ' This is 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. Runge-Kutta, extrapolation and multistep methods are considered and their accuracy, stability, convergence, and implementation are studied. Many applications in mechanics, chemistry, and electrical network analysis complement the theoretical investigations Provides with numerous ilustrations, emphasizes a historical and didactic approach Several computer programs are presented, which have been thoroughly tested for efficiency and robustness The text of this enlarged second edition has been newly rewritten in a better layout with errors corrected Contains a lot of new material, in particular on recent progress in numerical differential-algebraic equations, improved FORTRAN codes etc.

• ISBN: 978-3-642-05220-0
• Editorial: Springer
• Encuadernacion: Rústica
• Páginas: 614
• Fecha Publicación: 07/02/2010
• Nº Volúmenes: 1
• Idioma: Inglés