Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems by E. Hairer, G. Wanner

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



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




Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems E. Hairer, G. Wanner
Language: English
Page: 613
Format: djvu
ISBN: 0387537759, 9780387537757
Publisher: Springer-Verlag

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 one on multistep methods and general linear methods for stiff problems, and a third one on the treatment of singular perturbation problems and differential-algebraic systems. The beginning of each chapter is of an introductory nature, followed by practical applications, the discusssion of numerical results, theoretical investigations on the order of accuracy, linear and non-linear 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 sytems). Many applications as well as computer programmes are presented.

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