ENGLISH

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

By Ernst Hairer , Gerhard Wanner (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
1996
ISBN
3642052207, 3540604529, 9783642052200, 9783540604525
DOI
10.1007/978-3-642-05221-7
LCC
QA372 .H16 1993
Open Library ID
OL1400103M
Language
english
Format
DJVU
Filesize
10 MB (10518553 bytes)
Series
Springer Series in Computational Mathematics 14
Edition
2
Pages
614\631
Library
Kolxo3
DPI
600
Time added
2011-06-04 13:46:07
Numerical Analysis;Analysis;Theoretical and Comput

Description

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.

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