Exact and Truncated Difference Schemes for Boundary Value ODEs - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Exact and Truncated Difference Schemes for Boundary Value ODEs write by Ivan Gavrilyuk. This book was released on 2011-08-12. Exact and Truncated Difference Schemes for Boundary Value ODEs available in PDF, EPUB and Kindle. The book provides a comprehensive introduction to compact finite difference methods for solving boundary value ODEs with high accuracy. The corresponding theory is based on exact difference schemes (EDS) from which the implementable truncated difference schemes (TDS) are derived. The TDS are now competitive in terms of efficiency and accuracy with the well-studied numerical algorithms for the solution of initial value ODEs. Moreover, various a posteriori error estimators are presented which can be used in adaptive algorithms as important building blocks. The new class of EDS and TDS treated in this book can be considered as further developments of the results presented in the highly respected books of the Russian mathematician A. A. Samarskii. It is shown that the new Samarskii-like techniques open the horizon for the numerical treatment of more complicated problems. The book contains exercises and the corresponding solutions enabling the use as a course text or for self-study. Researchers and students from numerical methods, engineering and other sciences will find this book provides an accessible and self-contained introduction to numerical methods for solving boundary value ODEs.
Exact and Truncated Difference Schemes for Boundary Value ODEs
Exact and Truncated Difference Schemes for Boundary Value ODEs - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Exact and Truncated Difference Schemes for Boundary Value ODEs write by Ivan P. Gavrilyuk. This book was released on 2011. Exact and Truncated Difference Schemes for Boundary Value ODEs available in PDF, EPUB and Kindle.
Exact Finite-Difference Schemes
Exact Finite-Difference Schemes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Exact Finite-Difference Schemes write by Sergey Lemeshevsky. This book was released on 2016-09-26. Exact Finite-Difference Schemes available in PDF, EPUB and Kindle. Exact Finite-Difference Schemes is a first overview of the topic also describing the state-of-the-art in this field of numerical analysis. Construction of exact difference schemes for various parabolic and elliptic partial differential equations are discussed, including vibrations and transport problems. After this, applications are discussed, such as the discretisation of ODEs and PDEs and numerical methods for stochastic differential equations. Contents: Basic notation Preliminary results Hyperbolic equations Parabolic equations Use of exact difference schemes to construct NSFD discretizations of differential equations Exact and truncated difference schemes for boundary-value problem Exact difference schemes for stochastic differential equations Numerical blow-up time Bibliography
Exact Finite-Difference Schemes
Exact Finite-Difference Schemes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Exact Finite-Difference Schemes write by Sergey Lemeshevsky. This book was released on 2016-09-26. Exact Finite-Difference Schemes available in PDF, EPUB and Kindle. Exact Finite-Difference Schemes is a first overview of the topic also describing the state-of-the-art in this field of numerical analysis. Construction of exact difference schemes for various parabolic and elliptic partial differential equations are discussed, including vibrations and transport problems. After this, applications are discussed, such as the discretisation of ODEs and PDEs and numerical methods for stochastic differential equations. Contents: Basic notation Preliminary results Hyperbolic equations Parabolic equations Use of exact difference schemes to construct NSFD discretizations of differential equations Exact and truncated difference schemes for boundary-value problem Exact difference schemes for stochastic differential equations Numerical blow-up time Bibliography
Numerical Solution of Boundary Value Problems for Ordinary Differential Equations
Numerical Solution of Boundary Value Problems for Ordinary Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Numerical Solution of Boundary Value Problems for Ordinary Differential Equations write by Uri M. Ascher. This book was released on 1994-12-01. Numerical Solution of Boundary Value Problems for Ordinary Differential Equations available in PDF, EPUB and Kindle. This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume. Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.
