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Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems (Springer Series in Computational Mathematics) (v. 2)
 
 
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Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems (Springer Series in Computational Mathematics) (v. 2) [Hardcover]

Ernst Hairer (Author), Gerhard Wanner (Author)

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Book Description

3540604529 978-3540604525 March 19, 2004 2nd
The subject of this book is the solution of stiff differential equations and of differential-algebraic systems. This second edition contains new material including new numerical tests, recent progress in numerical differential-algebraic equations, and improved FORTRAN codes. From the reviews: "A superb book...Throughout, illuminating graphics, sketches and quotes from papers of researchers in the field add an element of easy informality and motivate the text." --MATHEMATICS TODAY

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Editorial Reviews

Review

From the reviews of the second edition: This is a superb book...Throughout, illuminating graphics, sketches and quotes from papers of researchers in the field add an element of easy informality and motivate the text." Mathematics Today “This volume, on nonstiff equations, is the second of a two-volume set. This second volume treats stiff differential equations and differential-algebraic equations. … This book is highly recommended as a text for courses in numerical methods for ordinary differential equations and as a reference for the worker. It should be in every library, both academic and industrial.” (Teodora-Liliana Rădulescu, Zentralblatt MATH, Vol. 1192, 2010)

From the Back Cover

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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Inside This Book (learn more)
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
stiff problems, extrapolation methods, multistep methods, meagre vertex, meagre vertices, space form method, fat vertex, error growth function, fat vertices, step number sequence, meagre root, root locus curve, general linear methods, extrapolation tableau, positive quadrature formulas, inconsistent initial values, algebraic stability, global error satisfies, dense output, collocation polynomials, singular perturbation problems, differential equation satisfies, locally unique solution, constrained mechanical systems, perturbed differential equation
Key Phrases - Capitalized Phrases (CAPs): (learn more)
One-Step Methods, Differential-Algebraic Equations of Higher Index, Implicit Function Theorem, Stability Function of Implicit, Systems of Index, Solving Index, Fortran Codes, Cary Grant, Applying Lemma, Construction of Implicit Runge-Kutta Methods, Numerical Experiments, Given Tree, Constrained Hamiltonian Systems, Computation of Multibody Mechanisms, Problems Theorem, Theorem of von Neumann
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