Numerical Solution of Ordinary Differential Equations

Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term is sometimes taken to mean the computation of integrals. An ordinary differential equation or ODE is a differential equation containing one or more functions of one independent variable and its derivatives. The term "ordinary" is used in contrast with the term partial differential equation which may be with respect to more than one independent variable. Ordinary differential equations are ubiquitous in science and engineering: in geometry and mechanics from the first examples onwards (Newton, Leibniz, Euler, Lagrange), in chemical reaction kinetics, molecular dynamics, electronic circuits, population dynamics, and many more application areas. They also arise, after semi discretisation in space, in the numerical treatment of time-dependent partial differential equations, which are even more impressively omnipresent in our technologically developed and financially controlled world. This book offers a complete and easy-to-follow introduction to classical topics in the numerical solution of ordinary differential equations. The book's approach not only explains the presented mathematics, but also helps readers to understand how these numerical methods are used to solve real-world problems.