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Ascher U.M., Russell R.D., Mattheij R.M. — Numerical Solution of Boundary Value Problems for Ordinary Differential Equations
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Название: Numerical Solution of Boundary Value Problems for Ordinary Differential Equations
Авторы: Ascher U.M., Russell R.D., Mattheij R.M.
Аннотация: This book is the most comprehensive, up-to-date account of the popular numerical methods for solving boundary value problems in ordinary differential equations. It aims at a thorough understanding of the field by giving an in-depth analysis of the numerical methods by using decoupling principles. Numerous exercises and real-world examples are used throughout to demonstrate the methods and the theory. Although first published in 1988, this republication remains the most comprehensive theoretical coverage of the subject matter, not available elsewhere in one volume.
Many problems, arising in a wide variety of application areas, give rise to mathematical models which form boundary value problems for ordinary differential equations. These problems rarely have a closed form solution, and computer simulation is typically used to obtain their approximate solution. This book discusses methods to carry out such computer simulations in a robust, efficient, and reliable manner.
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Рубрика: Математика /
Статус предметного указателя: Готов указатель с номерами страниц
ed2k: ed2k stats
Год издания: 1995
Количество страниц: 595
Добавлена в каталог: 31.01.2010
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Предметный указатель
Adam’s scheme 70
Adjoint 270
Adjoint operator 270
Adjoint, self- 97 270
Admissible transformation (of coordinates) 373
Affine invariant 329
Almost block diagonal matrix 308
Alternate row and column, elimination 310
Alternate row and column, pivoting 310
Angles between matrices 38
Angles between subspaces 38 119
Arclength 494 498
Asymptotic expansion 404
Asymptotically equidistributing 364
B-spline 61 260
Backsubstitution 424
Backward differentiation formulas 74
Backward error analysis 46
Backward Euler scheme 74 139 215 433
Banded matrix 43 304 308
Bandwidth 43
Basis, B-spline 61
Basis, Hermite type 59 60
Bc see “Boundary condition”
BDF 74
Bifurcation 490
Bifurcation point 493
Bifurcation, Hopf 496
Bifurcation, pitchfork 495
Bifurcation, primary 494
Bifurcation, secondary 494
Bifurcation, transition 495
Block banded matrix 304
Block diagonal matrix (almost) 308
Block tridiagonal matrix 312
Boundary condition (BC) 3 5
Boundary condition (BC), multipoint 6 92 323 470 512
Boundary condition (BC), nonseparated 5 470
Boundary condition (BC), partially separated 5
Boundary condition (BC), scaling of 114
Boundary condition (BC), separated 5
Boundary condition (BC), special point 471
Boundary condition (BC), two point 2
Boundary layer 8
Boundary value problem (BVP) on infinite intervals 483 486
Boundary value problem (BVP) with oscillatory modes 500
Boundary value problem (BVP) with parameters 322 470
Boundary value problem (BVP), discrete 288
Boundary value problem (BVP), first order formulation 3
Boundary value problem (BVP), multipoint 6
Boundary value problem (BVP), singular (first kind) 484
Boundary value problem (BVP), singular (second kind) 478 480
Boundary value problem (BVP), singularly perturbed 113 386
Boundary value problem (BVP), standard form 469
Box scheme 191
Branch 491
Branch switching 499
Branching 493
Broyden update 52
Butcher array 69
BVP 1
Cauch — Schwartz inequality 77
Characteristic polynomial 32
Classical continuation 347
Classical turning point 393
Closure 297
code design 515
Collocation 210 218 222 247
Collocation for high order DE 244 251
Collocation matrix 252 260
Collocation point 210 248
Collocation solution 218
Collocation using splines 259
Collocation, conditioning of 252
Compactification 153
Compactification for a decoupled system 158 316
Compactification, stable 316
Companion matrix 32
complexity 31 35 303
Composite formulas 66
Cond (A) 39
Condensation of parameters 212 307
Condensing method 153 306
Condition number 39 78 81
Conditioned (of BVP), ill 79 94
Conditioned (of BVP), well 79 94
Conditioned (of matrices), ill 39 114
Conditioned (of matrices), well 39 114
Conditioned (of problem), ill 29
Conditioned (of problem), well 29
Conditioning constant 78 95 111
Conjugate transpose 34
Consistency (of difference methods) 71 188
Consistency (of difference methods) of BVP 198 199
Consistency (of difference methods) of IVP 71
Consistency (of difference methods) order 71
Consistency (of fundamental solutions) 280 281 290
Consistency (of fundamental solutions) constant 281 290
Consistency requirement (for reduced solution) 404
Consistent DAE 475
Continuation 344
Continuation with incremental load 347
Continuation, classical 347
Continuation, parameter 490
Continuous decoupling 279 282
Contraction mapping 49 50
Convergence (of difference methods) of BVP 189 205 255 451
Convergence (of difference methods) of IVP 71
Convergence (of difference methods), super- 211
Convergence (of iteration), global 328 332
Convergence (of iteration), linear 49
Convergence (of iteration), local 328
Convergence (of iteration), quadratic 49
Convergence (of iteration), rate of 48
Convergence (of iteration), superlinear 52
Convergent of orderp 71 189 190 199
Criterion function 334
D-stability 442
DAE 474 504
Damped Newton 329
Damping factor 330
Davidenko equation 350
Decomposition 319
Decomposition, almost block 308
Decomposition, LU 40 320
Decomposition, QU 35 43
Decoupling 157
Decoupling algorithm, continuous case 284
Decoupling algorithm, discrete case 291 321
Decoupling, continuous 279 282
Decoupling, discrete 288
Defect correction 234
Defective eigenvalues 33
Deferred correction 228 235 238 240
Delay differential equation 506
Descent direction 330
Diagonally dominant 42
Diagonally dominant, essentially 410
Diagonally dominant, strictly 107 120
Diagonally dominated 410
Dichotomic fundamental solution 118 280
Dichotomy 115 280 289
Dichotomy, discrete case 289
Dichotomy, exponential 116
Dichotomy, ordinary 116
Difference operator 188
Difference operator (positive) 436
Difference scheme (explicit) 69
Difference scheme (implicit) 69
Difference scheme (one step) 68
Difference, finite (method) 185
Differential algebraic equation 474 504
Differential operator 93 188
Discrete BVP 288 305 354
Discrete decoupling 288
Discrete fundamental solution 289
Discrete Green’s function 138
Discretization error 29
Divided differences 56
Dominant (strictly diagonally) 107 120
Effective singularity 339
Eigenvalue 32
Eigenvalue problem (ODE) 478
Eigenvalue, defective 33
Eigenvalue, generalized (problem) 480
Eigenvalue, kinematic 105
Eigenvector 32
Elementary hermitian matrix 43
Elementary lower triangular matrix 40
Elementary reflector 43
Elimination, alternate row-column 310
Elimination, block tridiagonal 313
Elimination, column 310
Elimination, Gaussian 39
Elimination, row 310
Equidistributing mesh 62 363
Equidistribution 62 362
Equilibration 42
Error analysis 28
Error analysis (backward) 46
Error control (IVP) 74
Error equidistribution 362
Error per unit step control 75
Error, discretization 29
Error, global 30
Error, input 30
Error, local 30 72 81
Error, rounding 30
Error, truncation 29
Euler backward 424
Euler’s method 29 68 424
Exact line search 331
Expansion, asymptotic 404
Expansion, matched asymptotic 405
Exponential, dichotomy 389
Exponential, fitting 454
Extrapolation 228 230
Factorization 33 40
Factorization Fehlberg schemes 69
Factorization methods 298 319
Finite difference method 185
Finite element method 266
Fixed point 49
Fixed Point Iteration 49
FLOP 42
Forward substitution 42
Frtchet derivative 53
Function, criterion 334
Function, monitor 363
Function, objective 330
Functional differential equation 505
Fundamental solution (matrix) 86
Fundamental solution (matrix), dichotomic 118 280
Fundamental solution (matrix), discrete 289
Galerkin’s method 271
Gauss formulas 64
Gauss Newton 340
Gauss — (Legendre) points 65 215
Gaussian elimination 39
Gaussian, quadrature 64
Generalized solution 268
Gershgorin 33 268
Gib 37
Global discretization error 29
Global error 71 256
Global method 185
Grade of a vector 33
Gram — Schmidt 34
Greatest lower bound 37
Green’s function 94
Green’s function, discrete 138
Green’s function, first order system 94 95
Green’s function, high order ODE 96
Grid staggered 246
Hermite type basis 59 60 260
Hessenberg form 46
High order schemes 208
Highly oscillatory BVP 500
Homotopy path 344 490
Hopf bifurcation 496
Hyperbolic splitting 401
Ill-conditioning 29 39 79 94 114
Imbedding in a time dependent problem 350
Imbedding, invariant 164 167
Imbedding, parameter 165
Index of DAE 474 478
Infinite interval BVP 483 486
Initial layer 398
Initial value methods 68 457
Initial value problems 2 67 85
Inner solution 390 404
Interpolation 55
Interpolation, Lagrange form 56
Interpolation, Newton form 57
Interpolation, osculatory 58
Interpolation, polynomial 55
Interpolation, spline 62
Invariant imbedding 164
Isolated solution 91
IVP 2 67 85
Jacobian (matrix) 90 109
Jordan block 33 102
Jordan canonical form 33 102
Kinematic eigenvalue 105
Kinematic similarity 105
Lagrange form 56
Layer region 409 443
Layer, boundary 386 398
Layer, initial 398
Layer, interior 386
Layer, shock 394 396
Layer, transition 393
Least squares 45
Least, upper bound 37
Legendre polynomial 65
Limit point 49
Line search, exact 331
Line search, weak 331
Lines (method of), longitudinal 509
Lines (method of), transverse 509
Liouville normal form 481
Lipschitz condition 88
Lipschitz constant 85
Lipschitz continuous 85
Lobatto points 66 215
Local error 72
Local representation 59
Local support (discretization) 61 259
Local truncation error 71 204
Longitudinal method of line 509
LU decomposion 40 320
Lub 37
Lyapunov equation 109 289
Machine epsilon 29
Marching technique 146 155
Marquardt algorithm 340
Matched asymptotic expansion 405 409
Matrix norm 37
Matrix, collocation 252 260
Matrix, companion 32
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