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Numerical Methods for Ordinary Differential Equations : Initial Value Problems

Griffiths, David F. and Higham, Desmond (2010) Numerical Methods for Ordinary Differential Equations : Initial Value Problems. Springer Undergraduate Mathematics Series . Springer. ISBN 978-0-85729-147-9

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Abstract

Numerical Methods for Ordinary Differential Equations is a self-contained introduction to a fundamental field of numerical analysis and scientific computation. Written for undergraduate students with a mathematical background, this book focuses on the analysis of numerical methods without losing sight of the practical nature of the subject. It covers the topics traditionally treated in a first course, but also highlights new and emerging themes. Chapters are broken down into 'lecture' size pieces, motivated and illustrted by numerous theoretical and computational examples. Over 200 exercises are provided and these are starred according to their degree of difficulty. Solutions to all exercises are available to authorized instructors