In this chapter we introduce basic numerical algorithms to solve ordinary differential equations (ODEs), before we start on the numerical methods for partial differential equations (PDEs) and stochastic differential equations (SDEs) in later chapters, which will give the reader broader perspectives in understanding the numerical solution of differential equations in general.

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Numerical Methods for Ordinary Differential Equations

  • Geon Ho Choe

摘要

In this chapter we introduce basic numerical algorithms to solve ordinary differential equations (ODEs), before we start on the numerical methods for partial differential equations (PDEs) and stochastic differential equations (SDEs) in later chapters, which will give the reader broader perspectives in understanding the numerical solution of differential equations in general.