Computer methods for ordinary differential equations and differential algebraic equations:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Philadelphia
SIAM
1998
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XVII, 314 S. graph. Darst. |
| ISBN: | 0898714125 9780898714128 |
Staff View
MARC
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| 100 | 1 | |a Ascher, Uri M. |d 1946- |e Verfasser |0 (DE-588)136140823 |4 aut | |
| 245 | 1 | 0 | |a Computer methods for ordinary differential equations and differential algebraic equations |c Uri M. Ascher ; Linda R. Petzold |
| 264 | 1 | |a Philadelphia |b SIAM |c 1998 | |
| 300 | |a XVII, 314 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Datenverarbeitung | |
| 650 | 4 | |a Differential equations |x Data processing | |
| 650 | 4 | |a Differential-algebraic equations |x Data processing | |
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Record in the Search Index
| _version_ | 1804127014319292416 |
|---|---|
| adam_text | Contents
List of Figures ix
List of Tables xiii
Preface xv
Part I: Introduction 1
1 Ordinary Differential Equations 3
1.1 IVPs 5
1.2 BVPs 10
1.3 Differential Algebraic Equations 12
1.4 Families of Application Problems 13
1.5 Dynamical Systems 17
1.6 Notation 17
Part II: Initial Value Problems 21
2 On Problem Stability 23
2.1 Test Equation and General Definitions 23
2.2 Linear, Constant Coefficient Systems 26
2.3 Linear, Variable Coefficient Systems 29
2.4 Nonlinear Problems 31
2.5 Hamiltonian Systems 32
2.6 Notes and References 34
2.7 Exercises 34
3 Basic Methods, Basic Concepts 37
3.1 A Simple Method: Forward Euler 37
3.2 Convergence, Accuracy, Consistency, and O Stability 39
3.3 Absolute Stability 44
3.4 Stiffness: Backward Euler 49
3.4.1 Backward Euler 51
3.4.2 Solving Nonlinear Equations 52
v
vi Contents
3.5 A Stability, Stiff Decay 56
3.6 Symmetry: Trapezoidal Method 59
3.7 Rough Problems 61
3.8 Software, Notes, and References 65
3.8.1 Notes 65
3.8.2 Software 66
3.9 Exercises 67
4 One Step Methods 73
4.1 The First Runge Kutta Methods 74
4.2 General Formulation of Runge Kutta Methods 80
4.3 Convergence, O Stability, and Order for Runge Kutta Methods 82
4.4 Regions of Absolute Stability for Explicit Runge Kutta Meth¬
ods 87
4.5 Error Estimation and Control 90
4.6 Sensitivity to Data Perturbations 95
4.7 Implicit Runge Kutta and Collocation Methods 98
4.7.1 Implicit Runge Kutta Methods Based on Collocation 101
4.7.2 Implementation and Diagonally Implicit Methods . . . 103
4.7.3 Order Reduction 106
4.7.4 More on Implementation and Singly Implicit Runge
Kutta Methods 107
4.8 Software, Notes, and References 108
4.8.1 Notes 108
4.8.2 Software 110
4.9 Exercises Ill
5 Linear Multistep Methods 123
5.1 The Most Popular Methods 124
5.1.1 Adams Methods 124
5.1.2 BDF 129
5.1.3 Initial Values for Multistep Methods 129
5.2 Order, O Stability, and Convergence 131
5.2.1 Order 132
5.2.2 Stability: Difference Equations and the Root Condi¬
tion 135
5.2.3 O Stability and Convergence 137
5.3 Absolute Stability 141
5.4 Implementation of Implicit Linear Multistep Methods .... 143
5.4.1 Functional Iteration 143
5.4.2 Predictor Corrector Methods 144
5.4.3 Modified Newton Iteration 145
5.5 Designing Multistep General Purpose Software 146
5.5.1 Variable Step Size Formulae 147
5.5.2 Estimating and Controlling the Local Error 149
Contents vii
5.5.3 Approximating the Solution at Off Step Points .... 152
5.6 Software, Notes, and References 152
5.6.1 Notes 152
5.6.2 Software 153
5.7 Exercises 153
Part III: Boundary Value Problems 161
6 More Boundary Value Problem Theory and Applications 163
6.1 Linear BVPs and Green s Function 166
6.2 Stability of BVPs 168
6.3 BVP Stiffness 172
6.4 Some Reformulation Tricks 173
6.5 Notes and References 174
6.6 Exercises 174
7 Shooting 177
7.1 Shooting: A Simple Method and Its Limitations 177
7.1.1 Difficulties 179
7.2 Multiple Shooting 182
7.3 Software, Notes, and References 185
7.3.1 Notes 185
7.3.2 Software 186
7.4 Exercises 186
8 Finite Difference Methods for Boundary Value Problems 193
8.1 Midpoint and Trapezoidal Methods 194
8.1.1 Solving Nonlinear Problems: Quasi Linearization . . . 196
8.1.2 Consistency, O Stability, and Convergence 200
8.2 Solving the Linear Equations 203
8.3 Higher Order Methods 205
8.3.1 Collocation 205
8.3.2 Acceleration Techniques 207
8.4 More on Solving Nonlinear Problems 209
8.4.1 Damped Newton 209
8.4.2 Shooting for Initial Guesses 210
8.4.3 Continuation 210
8.5 Error Estimation and Mesh Selection 212
8.6 Very Stiff Problems 214
8.7 Decoupling 219
8.8 Software, Notes, and References 220
8.8.1 Notes 220
8.8.2 Software 221
8.9 Exercises 222
viii Contents
Part IV: Differential Algebraic Equations 229
9 More on Differential Algebraic Equations 231
9.1 Index and Mathematical Structure 232
9.1.1 Special DAE Forms 238
9.1.2 DAE Stability 244
9.2 Index Reduction and Stabilization: ODE with Invariant . . . 247
9.2.1 Reformulation of Higher Index DAEs 247
9.2.2 ODEs with Invariants 249
9.2.3 State Space Formulation 252
9.3 Modeling with DAEs 253
9.4 Notes and References 255
9.5 Exercises 256
10 Numerical Methods for Differential Algebraic Equations 261
10.1 Direct Discretization Methods 262
10.1.1 A Simple Method: Backward Euler 263
10.1.2 BDF and General Multistep Methods 266
10.1.3 Radau Collocation and Implicit Runge Kutta Meth¬
ods 268
10.1.4 Practical Difficulties 274
10.1.5 Specialized Runge Kutta Methods for Hessenberg In
dex 2 DAEs 279
10.2 Methods for ODEs on Manifolds 280
10.2.1 Stabilization of the Discrete Dynamical System .... 281
10.2.2 Choosing the Stabilization Matrix F 285
10.3 Software, Notes, and References 288
10.3.1 Notes 288
10.3.2 Software 290
10.4 Exercises 291
Bibliography 299
Index 307
|
| any_adam_object | 1 |
| author | Ascher, Uri M. 1946- Petzold, Linda R. |
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| discipline | Informatik Mathematik |
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| indexdate | 2024-07-09T18:26:37Z |
| institution | BVB |
| isbn | 0898714125 9780898714128 |
| language | English |
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| physical | XVII, 314 S. graph. Darst. |
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| spelling | Ascher, Uri M. 1946- Verfasser (DE-588)136140823 aut Computer methods for ordinary differential equations and differential algebraic equations Uri M. Ascher ; Linda R. Petzold Philadelphia SIAM 1998 XVII, 314 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Datenverarbeitung Differential equations Data processing Differential-algebraic equations Data processing Gewöhnliche Differentialgleichung (DE-588)4020929-5 gnd rswk-swf Differential-algebraisches Gleichungssystem (DE-588)4229517-8 gnd rswk-swf Numerisches Verfahren (DE-588)4128130-5 gnd rswk-swf Differential-algebraisches Gleichungssystem (DE-588)4229517-8 s Numerisches Verfahren (DE-588)4128130-5 s DE-604 Gewöhnliche Differentialgleichung (DE-588)4020929-5 s Petzold, Linda R. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008398816&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ascher, Uri M. 1946- Petzold, Linda R. Computer methods for ordinary differential equations and differential algebraic equations Datenverarbeitung Differential equations Data processing Differential-algebraic equations Data processing Gewöhnliche Differentialgleichung (DE-588)4020929-5 gnd Differential-algebraisches Gleichungssystem (DE-588)4229517-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd |
| subject_GND | (DE-588)4020929-5 (DE-588)4229517-8 (DE-588)4128130-5 |
| title | Computer methods for ordinary differential equations and differential algebraic equations |
| title_auth | Computer methods for ordinary differential equations and differential algebraic equations |
| title_exact_search | Computer methods for ordinary differential equations and differential algebraic equations |
| title_full | Computer methods for ordinary differential equations and differential algebraic equations Uri M. Ascher ; Linda R. Petzold |
| title_fullStr | Computer methods for ordinary differential equations and differential algebraic equations Uri M. Ascher ; Linda R. Petzold |
| title_full_unstemmed | Computer methods for ordinary differential equations and differential algebraic equations Uri M. Ascher ; Linda R. Petzold |
| title_short | Computer methods for ordinary differential equations and differential algebraic equations |
| title_sort | computer methods for ordinary differential equations and differential algebraic equations |
| topic | Datenverarbeitung Differential equations Data processing Differential-algebraic equations Data processing Gewöhnliche Differentialgleichung (DE-588)4020929-5 gnd Differential-algebraisches Gleichungssystem (DE-588)4229517-8 gnd Numerisches Verfahren (DE-588)4128130-5 gnd |
| topic_facet | Datenverarbeitung Differential equations Data processing Differential-algebraic equations Data processing Gewöhnliche Differentialgleichung Differential-algebraisches Gleichungssystem Numerisches Verfahren |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008398816&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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