Numerical integration techniques for ordinary differential equations have always fascinated me. My attempt with this blog is to document as many techniques as possible for numerical integration, and apply those techniques to solve a handful of examples.
While there are several great books available on the subject, I have predominantly used the following as references:
- Atkinson et al, Numerical Solution of Ordinary Differential Equations.
- C. W. Gear, Numerical Initial Value Problems in ODE's.
- J. C. Butcher, Numerical Methods For Ordinary Differential Equations, 2nd Ed.
- Hairer, Nørsett, Wanner, Solving Ordinary Differential Equations, vol.1. Nonstiff Problems
- Press, Teukolsky, Vetterling, Flannery, Numerical Recipes: The Art of Scientific Computing
- Several great publications by Prof. Lawrence Shampine
All solutions provided here have been coded in Excel (using VB Macros) or Matlab (from first principles). Happy reading, and please do keep me informed of errors!
For those of you who'd much rather prefer reading something more useful, you're better off visiting my wife(and motivator)'s blog here !
-Anand Srinivasan
While there are several great books available on the subject, I have predominantly used the following as references:
- Atkinson et al, Numerical Solution of Ordinary Differential Equations.
- C. W. Gear, Numerical Initial Value Problems in ODE's.
- J. C. Butcher, Numerical Methods For Ordinary Differential Equations, 2nd Ed.
- Hairer, Nørsett, Wanner, Solving Ordinary Differential Equations, vol.1. Nonstiff Problems
- Press, Teukolsky, Vetterling, Flannery, Numerical Recipes: The Art of Scientific Computing
- Several great publications by Prof. Lawrence Shampine
All solutions provided here have been coded in Excel (using VB Macros) or Matlab (from first principles). Happy reading, and please do keep me informed of errors!
For those of you who'd much rather prefer reading something more useful, you're better off visiting my wife(and motivator)'s blog here !
-Anand Srinivasan
No comments:
Post a Comment