Numerical Solution of Ordinary Differential Equations
DOI10.1201/9780203745328zbMATH Open0832.65063OpenAlexW4289365120MaRDI QIDQ4839151FDOQ4839151
Authors: L. F. Shampine
Publication date: 16 July 1995
Full work available at URL: https://doi.org/10.1201/9780203745328
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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)
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- Convergence results for the MATLAB ode23 routine
- Two-step almost collocation methods for ordinary differential equations
- Numerical simulations of traveling wave solutions in a drift paradox inspired diffusive delay population model
- A priori error estimation in terms of the third derivative for the method of successive approximations applied to ODE's
- The Dynamics of Interacting Multi-pulses in the One-dimensional Quintic Complex Ginzburg–Landau Equation
- Doubly quasi-consistent fixed-stepsize numerical integration of stiff ordinary differential equations with implicit two-step peer methods
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- NUMERICAL SIMULATION OF FLOWS PAST A ROTATIONAL CIRCULAR CYLINDER BY TAYLOR-SERIES-EXPANSION AND LEAST SQUARES-BASED LATTICE BOLTZMANN METHOD
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- The weighted continuous galerkin scheme for ordinary differential equations
- Fourth-order Runge-Kutta schemes for fluid mechanics applications
- Parameter range reduction for ODE models using cumulative backward differentiation formulas
- Exponential fitting BDF algorithms: explicit and implicit 0-stable methods
- Investigation of stability and hydrodynamics of different lattice Boltzmann models
- Parallel shooting with error estimate for increasing the accuracy
- 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
- 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
- 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
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- Computing interacting multi-fronts in one dimensional real Ginzburg Landau equations
- 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
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- Approximation of weak adjoints by reverse automatic differentiation of BDF methods
- Explicit Runge-Kutta methods combined with advanced versions of the Richardson extrapolation
- A new continuous hybrid block method with one optimal intrastep point through interpolation and collocation
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- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments
- 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
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