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Solving ODEs with Matlab
This book is for people who need to solve ordinary differential equations (ODEs), both initial value problems (IVPs) and boundary value problems (BVPs) as well as delay differential equations (DDEs). These topics are usually taught in separate courses of length one semes ter each, but Solving ODEs with MATLAB provides a sound treatment of all three in about 250 pages. The chapters on each of these topics begin with a discussion of “the facts of life” for the problem, mainly by means of examples. Numerical methods for the problem are then developed – but only the methods most widely used. Although the treatment of each method is brief and technical issues are minimized, the issues important in practice and for understanding the codes are discussed. Often solving a real problem is much more than just learning how
to call a code. The last part of each chapter is a tutorial that shows how to solve problems by means of small but realistic examples.
目录:
Preface page vii
1 Getting Started 1
1.1 Introduction 1
1.2 Existence, Uniqueness, andWell-Posedness 6
1.3 Standard Form 19
1.4 Control of the Error 27
1.5 Qualitative Properties 34
2 Initial Value Problems 39
2.1 Introduction 39
2.2 Numerical Methods for IVPs 40
2.2.1 One-Step Methods 41
2.2.2 Methods with Memory 57
2.3 Solving IVPs in Matlab 81
2.3.1 Event Location 92
2.3.2 ODEs Involving a Mass Matrix 105
2.3.3 Large Systems and the Method of Lines 114
2.3.4 Singularities 127
3 Boundary Value Problems 133
3.1 Introduction 133
3.2 Boundary Value Problems 135
3.3 Boundary Conditions 138
3.3.1 Boundary Conditions at Singular Points 139
3.3.2 Boundary Conditions at Infinity 146
3.4 Numerical Methods for BVPs 156
3.5 Solving BVPs in Matlab 168
4 Delay Differential Equations 213
4.1 Introduction 213
4.2 Delay Differential Equations 214
4.3 Numerical Methods for DDEs 217
4.4 Solving DDEs in Matlab 221
4.5 Other Kinds of DDEs and Software 247
Bibliography 251
Index 257
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