... Integration of Ordinary Differential Equations 16.0 IntroductionProblems involving ordinarydifferentialequations (ODEs) can always bereduced to the study of sets of first-order differential equations. ... 1973,Computational Methods in OrdinaryDifferential Equations (New York: Wiley).Lapidus, L., and Seinfeld, J. 1971,Numerical SolutionofOrdinaryDifferential Equations (NewYork: Academic ... auxiliary variables.The generic problem in ordinarydifferentialequations is thus reduced to thestudy of a set of N coupled first-order differentialequations for the functionsyi,i=1,2, ,N,...
... 1973,Computational Methods in OrdinaryDifferential Equations (New York: Wiley).Lapidus, L., and Seinfeld, J. 1971,Numerical SolutionofOrdinaryDifferential Equations (NewYork: Academic ... 710Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... that derive from this basic 712Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... 722Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... ,n−1y(x+H)≈yn≡12[zn+zn−1+hf(x + H, zn)](16.3.2) 714Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... informationcan beobtained. Obviously, 720Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... 722Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... Initial Value Problems in OrdinaryDifferential Equations (EnglewoodCliffs, NJ: Prentice-Hall). [1]Cash, J.R., and Karp, A.H. 1990,ACM Transactions on Mathematical Software, vol. 16, pp. 201–222. ... usefulness ofthe modied midpointmethod tothe Bulirsch-Stoertechnique(Đ16.4) derives from a deep result about equations (16.3.2), due to Gragg. It turnsout that the error of (16.3.2), expressed as a power...
... extrapolate eachcomponent of a vector of quantities. 728Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN ... methoda degree of robustness for problems with discontinuities.Let us remind you once again that scaling of the variables is often crucial forsuccessful integration ofdifferential equations. The ... is discussed in Đ16.7.) 726Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... vol. 27, pp. 505–535.16.6 Stiff Sets of Equations As soon as one deals with more than one first-order differential equation, thepossibility of a stiff set ofequations arises. Stiffness occurs ... Second-Order Conservative Equations Usually when you have a system of high-order differentialequations to solve it is bestto reformulate them as a system of rst-order equations, as discussed ... 734Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... in fact thecorrect solutionof the differential equation. If we think of x as representing time,then the implicit method converges to the true equilibriumsolution(i.e., the solution at late times) ... form of the midpoint rule:yn+1− yn−1=2hfyn+1+ yn−12(16.6.29) 738Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC ... intermediate values of y and x.y[i]=ysav[i]+A31*g1[i]+A32*g2[i]; 736Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING...
... Problems in OrdinaryDifferential Equations (EnglewoodCliffs, NJ: Prentice-Hall), Chapter 9. [1]Shampine, L.F., and Gordon, M.K. 1975,Computer SolutionofOrdinaryDifferential Equations. The ... been, we think, squeezed 752Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright ... adjustingthe stepsize is difficult. 748Chapter 16. Integration ofOrdinaryDifferential Equations Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521-43108-5)Copyright...
... neighborhood of the singular pointz = 0 and we can now try to go the opposite way. Given a solutionof thesystem of linear equations (4.38), where α is an eigenvalue of A0we get a solution of our ... I = R, solutions existfor all t ∈ R by Theorem 2.12.Now observe that linear combinations of solutions are again solutions.Hence the set of all solutions forms a vector space. This is often ... numerical solution on the interval (−2, 2). Numericallysolving an ordinary differential equations means computing a sequence of points (tj, xj) which are hopefully close to the graph of the real solution...
... Classification ofdifferentialequations 113.1 Ordinary and partial differentialequations 113.2 The order of a differential equation 133.3 Linear and nonlinear 133.4 Different types ofsolution ... PrefaceThe aim of this book is to deal with all of the elementary methods for obtainingexplicit solutions ofordinarydifferential equations, and then to introduce the ideas of qualitative analysis ... discussion of the issues of existence and uniqueness of solutions, and treats the standard classes of first order differential equations that can be solved explicitly, as well as covering exact equations...