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Petzold L. — Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations
Petzold L. — Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations



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Название: Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations

Автор: Petzold L.

Аннотация:

Designed for those people who want to gain a practical knowledge of modern techniques, this book contains all the material necessary for a course on the numerical solution of differential equations. Written by two of the field's leading authorities, it provides a unified presentation of initial value and boundary value problems in ODEs as well as differential-algebraic equations. The approach is aimed at a thorough understanding of the issues and methods for practical computation while avoiding an extensive theorem-proof type of exposition. It also addresses reasons why existing software succeeds or fails. This is a practical and mathematically well informed introduction that emphasizes basic methods and theory, issues in the use and development of mathematical software, and examples from scientific engineering applications. Topics requiring an extensive amount of mathematical development are introduced, motivated, and included in the exercises, but a complete and rigorous mathematical presentation is referenced rather than included.


Язык: en

Рубрика: Computer science/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1997

Количество страниц: 315

Добавлена в каталог: 13.12.2013

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Milne's method (multistep method)      141
Mode, solution      27 167
Model reduction      99
Molecular Dynamics      116
Moving mesh method (PDEs)      255
Multiple shooting method      183
Multiple shooting method on parallel processors      185
Multiple shooting method, compactihcation      191
Multiple shooting method, matrix      185 202
Multiple shooting method, patching conditions      183
Multiple time scales      47
Multirate method      112
Multistep codes, DASPK      156
Multistep codes, DASSL      156
Multistep codes, DIFSUB      156
Multistep codes, ODE      156
Multistep codes, VODE      156
Multistep codes, VODPK      156
Multistep methods      125
Multistep methods, absolute stability      143
Multistep methods, Adams methods      128
Multistep methods, BDF      131
Multistep methods, characteristic polynomials      137
Multistep methods, consistency      137
Multistep methods, DAE      269
Multistep methods, error constant      136
Multistep methods, implementation      146
Multistep methods, initial values      132
Multistep methods, local truncation error      134
Multistep methods, order of accuracy      134
Multistep methods, predictor-corrector      146
Multistep methods, software design      149
Multistep methods, variable step-size formulae      150
NAG      66 187
NETLIB      66 112 187
Newton iteration in shooting method      178
Newton iteration, backward Euler method      51
Newton iteration, DAE      268
Newton iteration, difference approximation      54
Newton iteration, implicit Runge — Kutta methods      105
Newton — Kantorovich theorem      190
Newton's method, damped      210
Newton's method, modified      148
Newton's method, quasi-Newton      180
Newton's method, review      53
Nonautonomous ODE, transformation to autonomous form      83
ODE on a manifold      248
ODE with constraints      234
ODE with invariant      247 250
ODE, explicit      9
ODE, implicit      10 72
ODE, linear constant-coefficient system      22
Off-step points (multistep methods)      155
One-step methods      73
Optimal control      13
Optimal control, adjoint variables      14
Optimal control, Hamiltonian function      14
Order notation, review      36
Order of accuracy, multistep methods      134
Order of accuracy, Runge — Kutta methods      83 86 88 103
Order of accuracy, Runge — Kutta methods for DAEs      291
Order reduction      108—109
Order reduction in BVPs      220
Order reduction, DIRK, for DAEs      273
Order reduction, Runge — Kutta methods (DAE)      271
Order selection (multistep methods)      154
Order stars      110
Oscillator, harmonic      30 63
Oscillatory system      65 242 255
Parallel method, Runge — Kutta      112
Parallel shooting method      185
Parameter condensation      208
Parameter estimation      15
Parasitic roots      139
Partial differential equation (PDE)      12 206 223
Path following      212
Pendulum, stiff spring      242
Perturbations, inhomogeneity      27
Perturbations, initial data      21
Preconditioning      156
Predator-prey model      4
Predictor polynomial      152
Predictor-corrector methods      146
Principal error function      95
principal root      139
Projected collocation methods      281
Projected Runge — Kutta methods      281
Projection matrix, orthogonal      170
Quadrature rules, review      75
Quasilinearization      197—200
Quasilinearization with midpoint method for BVPs      200
Radau collocation      101 104 119 274 292
Reduced solution      57 243
Reduced superposition      186
Reformulation, boundary value problems      172
Regularization (DAE)      264
Review, basic quadrature rules      75
Review, Kronecker product      105
Review, matrix decompositions      54
Review, matrix eigenvalues      19
Review, matrix exponential      24
Review, Newton's method      52
Review, order notation      36
Review, Taylor's theorem for a function of several variables      73
Review, the interpolating polynomial and divided differences      126
Riccati method      172 186
Root condition      140
Rough problems      61
Runge — Kutta codes, DOPRI5      112
Runge — Kutta codes, DVERK      112
Runge — Kutta codes, ODE45 (Matlab)      112
Runge — Kutta codes, RADAU5      113
Runge — Kutta codes, RKF45      112
Runge — Kutta codes, RKSUITE      112
Runge — Kutta codes, STRIDE      113
Runge — Kutta methods, absolute stability      89 104
Runge — Kutta methods, Butcher tree theory      110
Runge — Kutta methods, DAE      270—282
Runge — Kutta methods, diagonally implicit (DIRK)      106
Runge — Kutta methods, Dormand & Prince 4(5) embedded pair      94
Runge — Kutta methods, embedded methods      92
Runge — Kutta methods, explicit      81
Runge — Kutta methods, Fehlberg 4(5) embedded pair      93
Runge — Kutta methods, fourth order classical      79 82 86
Runge — Kutta methods, general formulation      81
Runge — Kutta methods, half-explicit, for DAEs      281
Runge — Kutta methods, historical development      110
Runge — Kutta methods, implicit      101
Runge — Kutta methods, low order      76
Runge — Kutta methods, mono-implicit      223
Runge — Kutta methods, order barriers      110
Runge — Kutta methods, order of accuracy by Butcher trees      84
Runge — Kutta methods, order results for DAEs      291
Runge — Kutta methods, projected, for DAEs      281
Runge — Kutta methods, singly diagonally implicit (SDIRK)      107
Runge — Kutta methods, singly implicit (SIRK)      109
Semi-explicit index-1 DAE      238
Sensitivity, analysis      96 292
Sensitivity, boundary value problems      176
Sensitivity, parameters      96
Shooting method      177
Shooting method, algorithm description      179
Shooting method, difficulties      180
Shooting method, difficulties for nonlinear problems      182
Shooting method, multiple shooting method      183
Shooting method, simple shooting      177
Shooting method, single shooting      177
Shooting method, stability considerations      180
Similarity transformation      20 24
simple pendulum      3 10 120 241
Singly diagonally implicit (SDIRK) Runge — Kutta methods      107
Singly implicit Runge — Kutta methods (SIRK)      109
Singular perturbation problems, relation to DAEs      243
Smoothing      231
Sparse linear system      199 204
Spectral methods (PDEs)      161
Spurious solution      112
Stability constant, boundary value problem      169 185 203
Stability constant, initial value problem      27
Stability, 0-stability      39 42 83 139—143 201—203
Stability, A-stability      56 104 144
Stability, absolute stability      42
Stability, algebraic stability      119
Stability, AN-stability      68
Stability, asymptotic, difference equations      139
Stability, asymptotic, of the constraint manifold      251
Stability, boundary value ODE      168—171
Stability, difference equations      138
Stability, initial value DAE      245—247
Stability, initial value ODE      19—33
Stability, initial value ODE, asymptotic      21 25 27
Stability, initial value ODE, nonlinear      28
Stability, relative stability      143
Stability, resonance instability      117
Stability, root condition (multistep methods)      140
Stability, scaled stability region      114
Stability, strong stability (multistep methods)      141
Stability, weak stability (multistep methods)      141
Stabilization of the constraint (DAE)      251
Stabilization, Baumgarte      253 260
Stabilization, coordinate projection (DAE)      283 286
Stabilization, post-stabilization (DAE)      283
Stabilized index-2 formulation (DAE)      260
Stabilized march method      186
Stage order      273
State space formulation (DAE)      253
Steady state      28 212
Step size      35
Step size selection, multistep methods      154
Step size selection, Runge — Kutta methods      91
Stiff boundary value problems, finite difference methods      215
Stiff decay      57 65 102 104 114 131
Stiff decay, DAE      272
Stiff decay, ODE methods for DAEs      264
Stiffly accurate      102 114
Stiffness      47
Stiffness, boundary value problems      171
Stiffness, definition      48
Stiffness, system eigenvalues      48
Stiffness, transient      47
Strange Attractor      158
Superposition method      186
Switching function      63
Symmetric methods      58—61
Symmetric Runge — Kutta methods      119
Symplectic map      30
Symplectic methods      111
Taylor series method      74
Taylor's theorem, several variables, review      73
Test equation      21 42
Theta method      115
Transformation, decoupling (BVP)      217
Transformation, decoupling (DAE)      267
Transformation, stretching      70
Trapezoid method      35 130
Trapezoid method, derivation      58
Trapezoid method, dynamic equivalence to midpoint method      68
Trapezoid method, explicit      78
Trapezoid method, explicit, written as Runge — Kutta      82
Upstream difference      216 227
Upwind difference      216 227
Variable step size multistep methods, fixed leading-coefficient strategy      152
Variable step size multistep methods, variable-coefficient strategy      150
Variational, boundary value problem      165
Variational, equation      28 178
Vibrating spring      9 25
Waveform relaxation      112
Well-posed problem      7
Well-posed problem, continuous dependence on the data      7
Well-posed problem, existence      7
Well-posed problem, uniqueness      7
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