Numerical Methods for Delay Differential Equations

Alfredo Bellen, Marino Zennaro

396 pages, parution le 09/04/2003

Ajouter à une liste

Indisponible

Résumé

Comprehensive treatment of covergence, error estimation, stepsize control and stability in the numerical solution of delay differential equations.
Exhaustive description and self-contained analysis of continuous Runge-Kutta methods.
Numerous illustrative examples and assistance with codes.
Many plots and tables of numerical experiments.
Exhaustive list of references to existing software with a synthetic description of each code.

This unique book describes, analyses, and improves various approaches and techniques for the numerical solution of delay differential equations. It includes a list of available codes and also aids the reader in writing his or her own.

Readership: The text is intended for a large variety of readers including mathematicians, physicists, engineers, economists and other scientists ranging from specialists in numerical analysis of differential equations to any researcher interested in simulating phenomena modeled by differential equations with lag terms.

Contents

Introduction
Existence and regularity of solutions of DDEs
A review of DDE methods
The standard approach via continuous ODE methods
Continuous Runge-Kutta methods for ODEs
Runge-Kutta methods for DDEs
Local error estimation and variable stepsize
Stability analysis of Runge-Kutta methods for ODEs
Stability analysis of DDEs
Stability analysis of Runge-Kutta methods for DDEs

L'auteur - Alfredo Bellen

Alfredo Bellen, Universitá di Trieste, Italy

L'auteur - Marino Zennaro

Marino Zennaro, Universitá di Trieste, Italy

Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	Alfredo Bellen, Marino Zennaro
Parution	09/04/2003
Nb. de pages	396
Format	16 x 24
Couverture	Relié
Poids	705g
Intérieur	Noir et Blanc
EAN13	9780198506546
ISBN13	978-0-19-850654-6