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