Numerical Solution of Ordinary Differential Equations
monographconvergencestabilityerror estimationordinary differential equationsstiff problemsinitial value problemsone-step methodsexercisesexamplesmultistep-methods
Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Nonlinear ordinary differential equations and systems (34A34) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Error bounds for numerical methods for ordinary differential equations (65L70) Multiple scale methods for ordinary differential equations (34E13) Numerical methods for initial value problems involving ordinary differential equations (65L05)
- Efficient path tracking methods
- Numerik gewöhnlicher Differentialgleichungen
- Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
- A functional fitting Runge-Kutta method with variable coefficients
- Parameter uniform numerical method for singularly perturbed parabolic differential difference equations
- RK–Butcher algorithms for singular system-based electronic circuit
- scientific article; zbMATH DE number 3392980 (Why is no real title available?)
- Iterated pressure-correction projection methods for the unsteady incompressible Navier-Stokes equations
- Local and global error estimation and control within explicit two-step peer triples
- The weighted continuous galerkin scheme for ordinary differential equations
- Nonlinear transient response and its sensitivity using finite elements in time
- Numerical solution of ordinary differential equations.
- scientific article; zbMATH DE number 195082 (Why is no real title available?)
- A four-stage implicit Runge-Kutta-Nyström method with variable coefficients for solving periodic initial value problems
- Functionally-fitted block methods for ordinary differential equations
- Two embedded pairs of Runge-Kutta type methods for direct solution of special fourth-order ordinary differential equations
- NUMERICAL SIMULATION OF FLOWS PAST A ROTATIONAL CIRCULAR CYLINDER BY TAYLOR-SERIES-EXPANSION AND LEAST SQUARES-BASED LATTICE BOLTZMANN METHOD
- Parallel shooting with error estimate for increasing the accuracy
- Derivation and implementation of two-step Runge-Kutta pairs
- Numerical Solution of Some Classical Differential-Difference Equations
- Fourth-order Runge-Kutta schemes for fluid mechanics applications
- Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints
- Two-step almost collocation methods for ordinary differential equations
- Local error estimates for moderately smooth problems. I: ODEs and DAEs
- Nested implicit Runge-Kutta pairs of Gauss and Lobatto types with local and global error controls for stiff ordinary differential equations
- SHOOTING METHODS FOR LOCATING GRAZING PHENOMENA IN HYBRID SYSTEMS
- Mechanisms of chaos generation in an atypical single-transistor oscillator
- Analysis of linear and nonlinear stiff problems using the RK-Butcher algorithm
- Numerical simulations of traveling wave solutions in a drift paradox inspired diffusive delay population model
- Construction and implementation of general linear methods for ordinary differential equations: a review
- AN AXISYMMETRIC LATTICE BOLTZMANN MODEL FOR SIMULATION OF TAYLOR–COUETTE FLOWS BETWEEN TWO CONCENTRIC CYLINDERS
- A comparison of stiff ODE solvers for astrochemical kinetics problems
- Complexity of initial-value problems for ordinary differential equations of order \(k\)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES
- Numerical methods for ordinary differential equations. Nonstiff, stiff, and differential-algebraic equations
- Application of Richardson extrapolation for multi-dimensional advection equations
- Parameter range reduction for ODE models using cumulative backward differentiation formulas
- A comparison of Rosenbrock and ESDIRK methods combined with iterative solvers for unsteady compressible flows
- Investigation of stability and hydrodynamics of different lattice Boltzmann models
- A functionally fitted three-stage explicit singly diagonally implicit Runge-Kutta method
- Implicit integration with coordinate partitioning
- A priori error estimation in terms of the third derivative for the method of successive approximations applied to ODE's
- A multirate time stepping strategy for stiff ordinary differential equations
- The dual information preserving method for stiff reacting flows
- Higher-order additive Runge-Kutta schemes for ordinary differential equations
- A class of methods with optimal stability properties for the numerical solution of IVPs: construction and implementation
- Implementing Adams methods with preassigned stepsize ratios
- Runge-Kutta methods and viscous wave equations
- Numerically optimal Runge-Kutta pairs with interpolants
- The Dynamics of Interacting Multi-pulses in the One-dimensional Quintic Complex Ginzburg–Landau Equation
- An analysis of the order of Runge-Kutta methods that use an iterative scheme to compute their internal stage values
- scientific article; zbMATH DE number 2006091 (Why is no real title available?)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations
- Stiffness in numerical initial-value problems: A and L-stability of numerical methods
- Implicit integrations for SPH in semi-Lagrangian approach: application to the accretion disc modeling in a microquasar
- Nonlinear control of rotating multi-tethered formations in halo orbits
- Steady-state non-isothermal flow model for natural gas transmission in pipes
- On asymptotic global error estimation and control of finite difference solutions for semilinear parabolic equations
- \texttt{pyJac}: analytical Jacobian generator for chemical kinetics
- Exponential fitting BDF algorithms: explicit and implicit 0-stable methods
- Numerical scaling invariance applied to the van der Pol model
- Non-linear singular systems using RK–Butcher algorithms
- Numerical solution of Volterra integral and integro-differential equations with rapidly vanishing convolution kernels
- scientific article; zbMATH DE number 1748717 (Why is no real title available?)
- Convergence results for the MATLAB ode23 routine
- Multi-adaptive time integration.
- Error estimation and control for ODEs
- Implicit-Runge-Kutta-based methods for fast, precise, and scalable uncertainty propagation
- scientific article; zbMATH DE number 994223 (Why is no real title available?)
- Multipoint boundary-value solution of two-point boundary-value problems
- A Model-Based Fault Detection and Diagnosis Scheme for Distributed Parameter Systems: A Learning Systems Approach
- Efficient implementation of advanced Richardson extrapolation in an atmospheric chemical scheme
- Computing interacting multi-fronts in one dimensional real Ginzburg Landau equations
- Nonlinear analysis of the orbital motions of immersed rotors using a spectral/Galerkin approach.
- Numerical approximation to ODEs using the error functional
- Last minute panic in zero sum games
- Explicit Runge-Kutta methods combined with advanced versions of the Richardson extrapolation
- odeToJava: a PSE for the numerical solution of IVPS
- A radial basis function -- Hermite finite difference approach to tackle cash-or-nothing and asset-or-nothing options
- Numerical solving of nonlinear differential equations using a hybrid method on a semi-infinite interval
- Statistical inference for non-linear models involving ordinary differential equations
- Variable-stepsize doubly quasi-consistent singly diagonally implicit two-step peer pairs for solving stiff ordinary differential equations
- Functionally-fitted block \( \theta \)-methods for ordinary differential equations
- Sparse interpolatory reduced-order models for simulation of light-induced molecular transformations
- A memory-efficient finite volume method for advection-diffusion-reaction systems with nonsmooth sources
- Strongly \(A\)-stable first stage explicit collocation methods with stepsize control for stiff and differential-algebraic equations
- A new continuous hybrid block method with one optimal intrastep point through interpolation and collocation
- On a sparse and stable solver on graded meshes for solving high-dimensional parabolic pricing PDEs
- scientific article; zbMATH DE number 4109121 (Why is no real title available?)
- A Newton method for the computation of time-optimal boundary controls of one-dimensional vibrating systems
- Nonlinear problems with blow-up solutions: numerical integration based on differential and nonlocal transformations, and differential constraints
- New general solutions of ordinary differential equations and the methods for the solution of boundary-value problems
- NIRK-based mixed-type accurate continuous-discrete Gaussian filters with deterministically sampled expectation and covariance for state estimation in continuous-time stochastic process models with discrete measurements
- Efficient goal-oriented global error estimators for BDF methods using discrete adjoints
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments
- Numerical solution of second-order robot arm control problem using Runge–Kutta–Butcher algorithm
- Approximation of weak adjoints by reverse automatic differentiation of BDF methods
- Finite-time stability analysis of a class of nonlinear time-varying systems: a numerical algorithm
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements
- Error behaviour in explicit integration algorithms with automatic substepping
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