Numerical Methods for Ordinary Differential Systems : The Initial Value Problem

J D Lambert
Wiley
 9780471929901
0-471-92990-5

The numerical methods for initial value problems in ordinary differential systems reflect an important change in emphasis from the author's previous work on this subject. The new treatment limits the number.

read more…

of methods used and emphasizes sophisticated and well-analyzed implementations. It covers the Runge-Kutta methods including the non-rigorous account of Butcher theory, Albrecht approach and stiffness and non-linear stability theory. Also contains are exercises and experiments.