Analysis of Discretization Methods for Ordinary Differential Equations

Due to the fundamental role of differential equations in science and engineering it has long been a basic task of numerical analysts to generate numerical values of solutions to differential equations. Nearly all approaches to this task involve a "finitization" of the original differential...

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Bibliographic Details
Main Author: Stetter, Hans J.
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1973, 1973
Edition:1st ed. 1973
Series:Springer Tracts in Natural Philosophy
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 General Discretization Methods
  • 1.1. Basic Definitions
  • 1.2 Results Concerning Stability
  • 1.3 Asymptotic Expansions of the Discretization Errors
  • 1.4 Applications of Asymptotic Expansions
  • 1.5 Error Analysis
  • 1.6 Practical Aspects
  • 2 Forward Step Methods
  • 2.1 Preliminaries
  • 2.2 The Meaning of Consistency, Convergence, and Stability with Forward Step Methods
  • 2.3 Strong Stability of f.s.m.
  • 3 Runge-Kutta Methods
  • 3.1 RK-procedures
  • 3.2 The Group of RK-schemes
  • 3.3 RK-methods and Their Orders
  • 3.4 Analysis of the Discretization Error
  • 3.5 Strong Stability of RK-methods
  • 4 Linear Multistep Methods
  • 4.1 Linear k-step Schemes
  • 4.2 Uniform Linear k-step Methods
  • 4.3 Cyclic Linear k-step Methods
  • 4.4 Asymptotic Expansions
  • 4.5 Further Analysis of the Discretization Error
  • 4.6 Strong Stability of Linear Multistep Methods
  • 5 Multistage Multistep Methods
  • 5.1 General Analysis
  • 5.2 Predictor-corrector Methods
  • 5.3 Predictor-corrector Methods with Off-step Points
  • 5.4 Cyclic Forward Step Methods
  • 5.5 Strong Stability
  • 6 Other Discretization Methods for IVP 1
  • 6.1 Discretization Methods with Derivatives of f
  • 6.2 General Multi-value Methods
  • 6.3 Extrapolation Methods