Numerical Methods for Ordinary Differential Equations Numerical Methods pptx

... y 4 +2y 3 (−y 1 y 5 )+2y 4 (−y 2 y 5 +1), which simplifies to dy 5 dx =3y 4 . (103q) Numerical Methods for Ordinary Differential Equations Numerical Methods for Ordinary Differential Equations, Second Edition. J. C. Butcher © 2008 ... implicit methods 271 365 Effective order and DESIRE methods 273 6 NUMERICAL METHODS FOR ORDINARY DIFFERENTIAL EQUATIONS A second...

Ngày tải lên: 13/02/2014, 20:20

... function f which Numerical Methods for Ordinary Differential Equations, Second Edition. J. C. Butcher © 2008 John Wiley & Sons, Ltd. ISBN: 978-0-470-72335-7 xvi NUMERICAL METHODS FOR ORDINARY DIFFERENTIAL ... y 2 2 ) −1/2 = α −2 H, A = y 1 y 4 − y 2 y 3 = αA. 26 NUMERICAL METHODS FOR ORDINARY DIFFERENTIAL EQUATIONS 112 Stiff differential equations Many differe...

Ngày tải lên: 27/06/2014, 05:20

... the rule for building basic is given. To create the executable file basic, type make in vnodelp/user program. VNODE-LP A Validated Solver for Initial Value Problems in Ordinary Differential Equations Nedialko ... MAX ORDER in the makefile for building the library; cf. Figures 2 .2 and 2.3. If the user sets a value for h min , then this value is used by integrate. If we wish to set...

Ngày tải lên: 12/01/2014, 22:07

... 262 363 Singly implicit methods 266 364 Generalizations of singly implicit methods 271 365 Effective order and DESIRE methods 273 16 NUMERICAL METHODS FOR ORDINARY DIFFERENTIAL EQUATIONS λ y 1 y 2 y 3 y λ x 0 ... classes of methods as generalizations of the Euler method. This chapter can be used as a broad- ranging introduction to the entire subject of numerical methods...

Ngày tải lên: 27/06/2014, 08:20

... iterative methods for some problems of mathematical biology,” in Differential & Difference Equations and Applications, pp. 661–666, Hindawi, New York, NY, USA, 2006. [15] J. K. Hale, Functional Differential ... and H. Leszczy ´ nski, “Uniqueness result for the generalized entropy solutions to the Cauchy problem for first-order partial differential- functional equations, ” Zeits...

Ngày tải lên: 22/06/2014, 11:20

Ngày tải lên: 14/02/2014, 00:20

... ) -iteration for finding a fixed point of continu- ous mappings on an arbitrary interval. Then, a necessary and sufficient condition for the strong convergence of the proposed iterative methods for continuous ... one of the methods used for this problem. To use this method, we have to transform (1.1) to the following equation: g(x) = x (1.2) 2 generated by x n+1 = λ n,N T x n + (1 − λ...

Ngày tải lên: 20/06/2014, 20:20

... used only for identification and explanation without intent to infringe. Library of Congress Cataloging-in-Publication Data Miller, John (John James Henry), 1937- Numerical methods for finance ... of adapting the Monte Carlo method for American and Bermudan option pricing; see for instance [6, 7, 16, 20,23, 26, 28, 30, 31].A survey of Monte Carlomethods for American option pricing...

Ngày tải lên: 07/03/2014, 15:20

... Therefore, writing 11 for the vector all of whose entries are equal to 1, we have M R v ≤ M R v ∞ 11 = (1 −r δt)v ∞ 11 for any vector v. It follows that M R v ∞ (1 − r δt) ≤v ∞ for all ... a space-discretized version of the actual pricing function v(x, t). The usual time stepping methods for linear ordinary differential equations (ODEs) can all be used, but the complemen...

Ngày tải lên: 18/03/2014, 00:20