Numerical Integration of Ordinary Differential Equations

Jean-Pierre Corriou
Additional contact information
Jean-Pierre Corriou: University of Lorraine

Chapter Chapter 6 in Numerical Methods and Optimization, 2021, pp 189-237 from Springer

Abstract: Abstract The solution of systems of ordinary differential equations is demonstrated by many various techniques. General properties of ODEs are first introduced, and then the error problems are explained using Euler’s method. A large range of explicit, semi-implicit, and implicit Runge–Kutta methods of different orders are detailed. They are followed by multi-step methods such as Adams–Moulton, predictor–corrector techniques. The stability of integration methods is discussed. The particular cases of stiff systems and differential–algebraic systems are explained. Many numerical examples illustrate the different techniques.

Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-030-89366-8_6

Ordering information: This item can be ordered from
http://www.springer.com/9783030893668

DOI: 10.1007/978-3-030-89366-8_6

Access Statistics for this chapter

More chapters in Springer Optimization and Its Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().