Numerically Solving Ordinary Differential Equations

by Stuart Brorson

The booklet covers basic Euler solvers, Runge-Kutta, and linear multistep methods and discusses explicit vs. implicit methods. It discusses stability and the stability domains of some of the methods and talks about adaptive methods and the concept of stiffness and concluding with a chapter on symplectic methods and why they are important. Beyond the solver algorithms, the book includes many example ODEs and shows their solutions using the methods discussed. Matlab programs accompany the text.

Description from LibreTexts.

Publisher
Northeastern University
Subjects
Mathematics, Differential Equations
Licence
CC BY-SA 3.0, as LibreTexts states it
Who can read
Tweens profiles and older, judged from its title and subjects