Classical Methods in Ordinary Differential Equations

Classical Methods in Ordinary Differential Equations PDF Author: Stuart P. Hastings
Publisher: American Mathematical Soc.
ISBN: 0821846949
Category : Mathematics
Languages : en
Pages : 393

Get Book Here

Book Description
This text emphasizes rigorous mathematical techniques for the analysis of boundary value problems for ODEs arising in applications. The emphasis is on proving existence of solutions, but there is also a substantial chapter on uniqueness and multiplicity questions and several chapters which deal with the asymptotic behavior of solutions with respect to either the independent variable or some parameter. These equations may give special solutions of important PDEs, such as steady state or traveling wave solutions. Often two, or even three, approaches to the same problem are described. The advantages and disadvantages of different methods are discussed. The book gives complete classical proofs, while also emphasizing the importance of modern methods, especially when extensions to infinite dimensional settings are needed. There are some new results as well as new and improved proofs of known theorems. The final chapter presents three unsolved problems which have received much attention over the years. Both graduate students and more experienced researchers will be interested in the power of classical methods for problems which have also been studied with more abstract techniques. The presentation should be more accessible to mathematically inclined researchers from other areas of science and engineering than most graduate texts in mathematics.

Classical Methods in Ordinary Differential Equations

Classical Methods in Ordinary Differential Equations PDF Author: Stuart P. Hastings
Publisher: American Mathematical Soc.
ISBN: 0821846949
Category : Mathematics
Languages : en
Pages : 393

Get Book Here

Book Description
This text emphasizes rigorous mathematical techniques for the analysis of boundary value problems for ODEs arising in applications. The emphasis is on proving existence of solutions, but there is also a substantial chapter on uniqueness and multiplicity questions and several chapters which deal with the asymptotic behavior of solutions with respect to either the independent variable or some parameter. These equations may give special solutions of important PDEs, such as steady state or traveling wave solutions. Often two, or even three, approaches to the same problem are described. The advantages and disadvantages of different methods are discussed. The book gives complete classical proofs, while also emphasizing the importance of modern methods, especially when extensions to infinite dimensional settings are needed. There are some new results as well as new and improved proofs of known theorems. The final chapter presents three unsolved problems which have received much attention over the years. Both graduate students and more experienced researchers will be interested in the power of classical methods for problems which have also been studied with more abstract techniques. The presentation should be more accessible to mathematically inclined researchers from other areas of science and engineering than most graduate texts in mathematics.

Finite Difference Methods for Ordinary and Partial Differential Equations

Finite Difference Methods for Ordinary and Partial Differential Equations PDF Author: Randall J. LeVeque
Publisher: SIAM
ISBN: 9780898717839
Category : Mathematics
Languages : en
Pages : 356

Get Book Here

Book Description
This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.

General Linear Methods for Ordinary Differential Equations

General Linear Methods for Ordinary Differential Equations PDF Author: Zdzislaw Jackiewicz
Publisher: John Wiley & Sons
ISBN: 0470522151
Category : Mathematics
Languages : en
Pages : 500

Get Book Here

Book Description
Learn to develop numerical methods for ordinary differential equations General Linear Methods for Ordinary Differential Equations fills a gap in the existing literature by presenting a comprehensive and up-to-date collection of recent advances and developments in the field. This book provides modern coverage of the theory, construction, and implementation of both classical and modern general linear methods for solving ordinary differential equations as they apply to a variety of related areas, including mathematics, applied science, and engineering. The author provides the theoretical foundation for understanding basic concepts and presents a short introduction to ordinary differential equations that encompasses the related concepts of existence and uniqueness theory, stability theory, and stiff differential equations and systems. In addition, a thorough presentation of general linear methods explores relevant subtopics such as pre-consistency, consistency, stage-consistency, zero stability, convergence, order- and stage-order conditions, local discretization error, and linear stability theory. Subsequent chapters feature coverage of: Differential equations and systems Introduction to general linear methods (GLMs) Diagonally implicit multistage integration methods (DIMSIMs) Implementation of DIMSIMs Two-step Runge-Kutta (TSRK) methods Implementation of TSRK methods GLMs with inherent Runge-Kutta stability (IRKS) Implementation of GLMs with IRKS General Linear Methods for Ordinary Differential Equations is an excellent book for courses on numerical ordinary differential equations at the upper-undergraduate and graduate levels. It is also a useful reference for academic and research professionals in the fields of computational and applied mathematics, computational physics, civil and chemical engineering, chemistry, and the life sciences.

Ordinary Differential Equations and Dynamical Systems

Ordinary Differential Equations and Dynamical Systems PDF Author: Gerald Teschl
Publisher: American Mathematical Society
ISBN: 147047641X
Category : Mathematics
Languages : en
Pages : 370

Get Book Here

Book Description
This book provides a self-contained introduction to ordinary differential equations and dynamical systems suitable for beginning graduate students. The first part begins with some simple examples of explicitly solvable equations and a first glance at qualitative methods. Then the fundamental results concerning the initial value problem are proved: existence, uniqueness, extensibility, dependence on initial conditions. Furthermore, linear equations are considered, including the Floquet theorem, and some perturbation results. As somewhat independent topics, the Frobenius method for linear equations in the complex domain is established and Sturm–Liouville boundary value problems, including oscillation theory, are investigated. The second part introduces the concept of a dynamical system. The Poincaré–Bendixson theorem is proved, and several examples of planar systems from classical mechanics, ecology, and electrical engineering are investigated. Moreover, attractors, Hamiltonian systems, the KAM theorem, and periodic solutions are discussed. Finally, stability is studied, including the stable manifold and the Hartman–Grobman theorem for both continuous and discrete systems. The third part introduces chaos, beginning with the basics for iterated interval maps and ending with the Smale–Birkhoff theorem and the Melnikov method for homoclinic orbits. The text contains almost three hundred exercises. Additionally, the use of mathematical software systems is incorporated throughout, showing how they can help in the study of differential equations.

Practical Course In Differential Equations And Mathematical Modelling, A: Classical And New Methods. Nonlinear Mathematical Models. Symmetry And Invariance Principles

Practical Course In Differential Equations And Mathematical Modelling, A: Classical And New Methods. Nonlinear Mathematical Models. Symmetry And Invariance Principles PDF Author: Nail H Ibragimov
Publisher: World Scientific Publishing Company
ISBN: 9813107766
Category : Mathematics
Languages : en
Pages : 365

Get Book Here

Book Description
A Practical Course in Differential Equations and Mathematical Modelling is a unique blend of the traditional methods of ordinary and partial differential equations with Lie group analysis enriched by the author's own theoretical developments. The book — which aims to present new mathematical curricula based on symmetry and invariance principles — is tailored to develop analytic skills and “working knowledge” in both classical and Lie's methods for solving linear and nonlinear equations. This approach helps to make courses in differential equations, mathematical modelling, distributions and fundamental solution, etc. easy to follow and interesting for students. The book is based on the author's extensive teaching experience at Novosibirsk and Moscow universities in Russia, Collège de France, Georgia Tech and Stanford University in the United States, universities in South Africa, Cyprus, Turkey, and Blekinge Institute of Technology (BTH) in Sweden. The new curriculum prepares students for solving modern nonlinear problems and will essentially be more appealing to students compared to the traditional way of teaching mathematics.

Linear Ordinary Differential Equations

Linear Ordinary Differential Equations PDF Author: Earl A. Coddington
Publisher: SIAM
ISBN: 9781611971439
Category : Mathematics
Languages : en
Pages : 353

Get Book Here

Book Description
Linear Ordinary Differential Equations, a text for advanced undergraduate or beginning graduate students, presents a thorough development of the main topics in linear differential equations. A rich collection of applications, examples, and exercises illustrates each topic. The authors reinforce students' understanding of calculus, linear algebra, and analysis while introducing the many applications of differential equations in science and engineering. Three recurrent themes run through the book. The methods of linear algebra are applied directly to the analysis of systems with constant or periodic coefficients and serve as a guide in the study of eigenvalues and eigenfunction expansions. The use of power series, beginning with the matrix exponential function leads to the special functions solving classical equations. Techniques from real analysis illuminate the development of series solutions, existence theorems for initial value problems, the asymptotic behavior solutions, and the convergence of eigenfunction expansions.

Scientific Computing with Ordinary Differential Equations

Scientific Computing with Ordinary Differential Equations PDF Author: Peter Deuflhard
Publisher: Springer Science & Business Media
ISBN: 0387215824
Category : Mathematics
Languages : en
Pages : 498

Get Book Here

Book Description
Well-known authors; Includes topics and results that have previously not been covered in a book; Uses many interesting examples from science and engineering; Contains numerous homework exercises; Scientific computing is a hot and topical area

Numerical Solution of Ordinary Differential Equations

Numerical Solution of Ordinary Differential Equations PDF Author: Kendall Atkinson
Publisher: John Wiley & Sons
ISBN: 1118164520
Category : Mathematics
Languages : en
Pages : 272

Get Book Here

Book Description
A concise introduction to numerical methodsand the mathematicalframework neededto understand their performance Numerical Solution of Ordinary Differential Equationspresents a complete and easy-to-follow introduction to classicaltopics in the numerical solution of ordinary differentialequations. The book's approach not only explains the presentedmathematics, but also helps readers understand how these numericalmethods are used to solve real-world problems. Unifying perspectives are provided throughout the text, bringingtogether and categorizing different types of problems in order tohelp readers comprehend the applications of ordinary differentialequations. In addition, the authors' collective academic experienceensures a coherent and accessible discussion of key topics,including: Euler's method Taylor and Runge-Kutta methods General error analysis for multi-step methods Stiff differential equations Differential algebraic equations Two-point boundary value problems Volterra integral equations Each chapter features problem sets that enable readers to testand build their knowledge of the presented methods, and a relatedWeb site features MATLAB® programs that facilitate theexploration of numerical methods in greater depth. Detailedreferences outline additional literature on both analytical andnumerical aspects of ordinary differential equations for furtherexploration of individual topics. Numerical Solution of Ordinary Differential Equations isan excellent textbook for courses on the numerical solution ofdifferential equations at the upper-undergraduate and beginninggraduate levels. It also serves as a valuable reference forresearchers in the fields of mathematics and engineering.

Existence Theorems for Ordinary Differential Equations

Existence Theorems for Ordinary Differential Equations PDF Author: Francis J. Murray
Publisher: Courier Corporation
ISBN: 0486154955
Category : Mathematics
Languages : en
Pages : 178

Get Book Here

Book Description
This text examines fundamental and general existence theorems, along with uniqueness theorems and Picard iterants, and applies them to properties of solutions and linear differential equations. 1954 edition.

Solving Ordinary Differential Equations I

Solving Ordinary Differential Equations I PDF Author: Ernst Hairer
Publisher: Springer Science & Business Media
ISBN: 354078862X
Category : Mathematics
Languages : en
Pages : 541

Get Book Here

Book Description
This book deals with methods for solving nonstiff ordinary differential equations. The first chapter describes the historical development of the classical theory, and the second chapter includes a modern treatment of Runge-Kutta and extrapolation methods. Chapter three begins with the classical theory of multistep methods, and concludes with the theory of general linear methods. The reader will benefit from many illustrations, a historical and didactic approach, and computer programs which help him/her learn to solve all kinds of ordinary differential equations. This new edition has been rewritten and new material has been included.