Numerical Methods for Ordinary Differential Equations
DOI10.1007/978-0-85729-148-6zbMath1209.65070OpenAlexW4247080625MaRDI QIDQ5893967
Desmond J. Higham, D. F. Griffiths
Publication date: 25 November 2010
Published in: Springer Undergraduate Mathematics Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-0-85729-148-6
textbookstochastic differential equationsRunge-Kutta methodsTaylor methodlinear multistep methodsgeometric integrationlong-term dynamicsEuler's methodmodified equationsadaptive step-size selection
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Geometric methods in ordinary differential equations (34A26) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Numerical solutions to stochastic differential and integral equations (65C30) Numerical investigation of stability of solutions to ordinary differential equations (65L07) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)
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