Download or read book Numerical Solution of Initial value Problems in Differential algebraic Equations written by K. E. Brenan and published by SIAM. This book was released on 1996-01-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many physical problems are most naturally described by systems of differential and algebraic equations. This book describes some of the places where differential-algebraic equations (DAE's) occur. The basic mathematical theory for these equations is developed and numerical methods are presented and analyzed. Examples drawn from a variety of applications are used to motivate and illustrate the concepts and techniques. This classic edition, originally published in 1989, is the only general DAE book available. It not only develops guidelines for choosing different numerical methods, it is the first book to discuss DAE codes, including the popular DASSL code. An extensive discussion of backward differentiation formulas details why they have emerged as the most popular and best understood class of linear multistep methods for general DAE's. New to this edition is a chapter that brings the discussion of DAE software up to date. The objective of this monograph is to advance and consolidate the existing research results for the numerical solution of DAE's. The authors present results on the analysis of numerical methods, and also show how these results are relevant for the solution of problems from applications. They develop guidelines for problem formulation and effective use of the available mathematical software and provide extensive references for further study.

Download or read book Differential algebraic Equations written by Peter Kunkel and published by European Mathematical Society. This book was released on 2006 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Differential-algebraic equations are a widely accepted tool for the modeling and simulation of constrained dynamical systems in numerous applications, such as mechanical multibody systems, electrical circuit simulation, chemical engineering, control theory, fluid dynamics and many others. This is the first comprehensive textbook that provides a systematic and detailed analysis of initial and boundary value problems for differential-algebraic equations. The analysis is developed from the theory of linear constant coefficient systems via linear variable coefficient systems to general nonlinear systems. Further sections on control problems, generalized inverses of differential-algebraic operators, generalized solutions, and differential equations on manifolds complement the theoretical treatment of initial value problems. Two major classes of numerical methods for differential-algebraic equations (Runge-Kutta and BDF methods) are discussed and analyzed with respect to convergence and order. A chapter is devoted to index reduction methods that allow the numerical treatment of general differential-algebraic equations. The analysis and numerical solution of boundary value problems for differential-algebraic equations is presented, including multiple shooting and collocation methods. A survey of current software packages for differential-algebraic equations completes the text. The book is addressed to graduate students and researchers in mathematics, engineering and sciences, as well as practitioners in industry. A prerequisite is a standard course on the numerical solution of ordinary differential equations. Numerous examples and exercises make the book suitable as a course textbook or for self-study.

Download or read book Numerical Solution of Boundary Value Problems for Ordinary Differential Equations written by Uri M. Ascher and published by SIAM. This book was released on 1994-12-01 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Focal Boundary Value Problems for Differential and Difference Equations written by R.P. Agarwal and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: The last fifty years have witnessed several monographs and hundreds of research articles on the theory, constructive methods and wide spectrum of applications of boundary value problems for ordinary differential equations. In this vast field of research, the conjugate (Hermite) and the right focal point (Abei) types of problems have received the maximum attention. This is largely due to the fact that these types of problems are basic, in the sense that the methods employed in their study are easily extendable to other types of prob lems. Moreover, the conjugate and the right focal point types of boundary value problems occur frequently in real world problems. In the monograph Boundary Value Problems for Higher Order Differential Equations published in 1986, we addressed the theory of conjugate boundary value problems. At that time the results on right focal point problems were scarce; however, in the last ten years extensive research has been done. In Chapter 1 of the mono graph we offer up-to-date information of this newly developed theory of right focal point boundary value problems. Until twenty years ago Difference Equations were considered as the dis cretizations of the differential equations. Further, it was tacitly taken for granted that the theories of difference and differential equations are parallel. However, striking diversities and wide applications reported in the last two decades have made difference equations one of the major areas of research.

Download or read book Computer Methods for Ordinary Differential Equations and Differential Algebraic Equations written by Uri M. Ascher and published by SIAM. This book was released on 1998-08-01 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains all the material necessary for a course on the numerical solution of differential equations.

Download or read book Solving Differential Equations in R written by Karline Soetaert and published by Springer Science & Business Media. This book was released on 2012-06-06 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics plays an important role in many scientific and engineering disciplines. This book deals with the numerical solution of differential equations, a very important branch of mathematics. Our aim is to give a practical and theoretical account of how to solve a large variety of differential equations, comprising ordinary differential equations, initial value problems and boundary value problems, differential algebraic equations, partial differential equations and delay differential equations. The solution of differential equations using R is the main focus of this book. It is therefore intended for the practitioner, the student and the scientist, who wants to know how to use R for solving differential equations. However, it has been our goal that non-mathematicians should at least understand the basics of the methods, while obtaining entrance into the relevant literature that provides more mathematical background. Therefore, each chapter that deals with R examples is preceded by a chapter where the theory behind the numerical methods being used is introduced. In the sections that deal with the use of R for solving differential equations, we have taken examples from a variety of disciplines, including biology, chemistry, physics, pharmacokinetics. Many examples are well-known test examples, used frequently in the field of numerical analysis.

Download or read book Generalized Inverse Operators written by Alexander Andreevych Boichuk and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-08-22 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is devoted to the foundations of the theory of boundary-value problems for various classes of systems of differential-operator equations whose linear part is represented by Fredholm operators of the general form. A common point of view on numerous classes of problems that were traditionally studied independently of each other enables us to study, in a natural way, the theory of these problems, to supplement and improve the existing results, and in certain cases, study some of these problems for the first time. With the help of the technique of generalized inverse operators, the Vishik– Lyusternik method, and iterative methods, we perform a detailed investigation of the problems of existence, bifurcations, and branching of the solutions of linear and nonlinear boundary-value problems for various classes of differential-operator systems and propose new procedures for their construction. For more than 11 years that have passed since the appearance of the first edition of the monograph, numerous new publications of the authors in this direction have appeared. In this connection, it became necessary to make some additions and corrections to the previous extensively cited edition, which is still of signifi cant interest for the researchers. For researchers, teachers, post-graduate students, and students of physical and mathematical departments of universities. Contents: Preliminary Information Generalized Inverse Operators in Banach Spaces Pseudoinverse Operators in Hilbert Spaces Boundary-Value Problems for Operator Equations Boundary-Value Problems for Systems of Ordinary Differential Equations Impulsive Boundary-Value Problems for Systems of Ordinary Differential Equations Solutions of Differential and Difference Systems Bounded on the Entire Real Axis

Download or read book Group Invariance in Engineering Boundary Value Problems written by R. Seshadri and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: REFEREN CES . 156 9 Transforma.tion of a Boundary Value Problem to an Initial Value Problem . 157 9.0 Introduction . 157 9.1 Blasius Equation in Boundary Layer Flow . 157 9.2 Longitudinal Impact of Nonlinear Viscoplastic Rods . 163 9.3 Summary . 168 REFERENCES . . . . . . . . . . . . . . . . . . 168 . 10 From Nonlinear to Linear Differential Equa.tions Using Transformation Groups. . . . . . . . . . . . . . 169 . 10.1 From Nonlinear to Linear Differential Equations . 170 10.2 Application to Ordinary Differential Equations -Bernoulli's Equation . . . . . . . . . . . 173 10.3 Application to Partial Differential Equations -A Nonlinear Chemical Exchange Process . 178 10.4 Limitations of the Inspectional Group Method . 187 10.5 Summary . 188 REFERENCES . . . . 188 11 Miscellaneous Topics . 190 11.1 Reduction of Differential Equations to Algebraic Equations 190 11.2 Reduction of Order of an Ordinary Differential Equation . 191 11.3 Transformat.ion From Ordinary to Partial Differential Equations-Search for First Integrals . . . . . . " 193 . 11.4 Reduction of Number of Variables by Multiparameter Groups of Transformations . . . . . . . . .. . . . 194 11.5 Self-Similar Solutions of the First and Second Kind . . 202 11.6 Normalized Representation and Dimensional Consideration 204 REFERENCES .206 Problems . 208 .220 Index .. Chapter 1 INTRODUCTION AND GENERAL OUTLINE Physical problems in engineering science are often described by dif ferential models either linear or nonlinear. There is also an abundance of transformations of various types that appear in the literature of engineer ing and mathematics that are generally aimed at obtaining some sort of simplification of a differential model.

Download or read book Numerical Solution of Ordinary Differential Equations written by Kendall Atkinson and published by John Wiley & Sons. This book was released on 2011-10-24 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: A concise introduction to numerical methodsand the mathematicalframework neededto understand their performance Numerical Solution of Ordinary Differential Equationspresents a complete and easy-to-follow introduction to classicaltopics in the numerical solution of ordinary differentialequations. The book's approach not only explains the presentedmathematics, but also helps readers understand how these numericalmethods are used to solve real-world problems. Unifying perspectives are provided throughout the text, bringingtogether and categorizing different types of problems in order tohelp readers comprehend the applications of ordinary differentialequations. In addition, the authors' collective academic experienceensures a coherent and accessible discussion of key topics,including: Euler's method Taylor and Runge-Kutta methods General error analysis for multi-step methods Stiff differential equations Differential algebraic equations Two-point boundary value problems Volterra integral equations Each chapter features problem sets that enable readers to testand build their knowledge of the presented methods, and a relatedWeb site features MATLAB® programs that facilitate theexploration of numerical methods in greater depth. Detailedreferences outline additional literature on both analytical andnumerical aspects of ordinary differential equations for furtherexploration of individual topics. Numerical Solution of Ordinary Differential Equations isan excellent textbook for courses on the numerical solution ofdifferential equations at the upper-undergraduate and beginninggraduate levels. It also serves as a valuable reference forresearchers in the fields of mathematics and engineering.

Download or read book Elementary Differential Equations and Boundary Value Problems written by William E. Boyce and published by John Wiley & Sons. This book was released on 2017-08-21 with total page 623 pages. Available in PDF, EPUB and Kindle. Book excerpt: Elementary Differential Equations and Boundary Value Problems 11e, like its predecessors, is written from the viewpoint of the applied mathematician, whose interest in differential equations may sometimes be quite theoretical, sometimes intensely practical, and often somewhere in between. The authors have sought to combine a sound and accurate (but not abstract) exposition of the elementary theory of differential equations with considerable material on methods of solution, analysis, and approximation that have proved useful in a wide variety of applications. While the general structure of the book remains unchanged, some notable changes have been made to improve the clarity and readability of basic material about differential equations and their applications. In addition to expanded explanations, the 11th edition includes new problems, updated figures and examples to help motivate students. The program is primarily intended for undergraduate students of mathematics, science, or engineering, who typically take a course on differential equations during their first or second year of study. The main prerequisite for engaging with the program is a working knowledge of calculus, gained from a normal two or three semester course sequence or its equivalent. Some familiarity with matrices will also be helpful in the chapters on systems of differential equations.

Download or read book Boundary Value Problems From Higher Order Differential Equations written by Ravi P Agarwal and published by World Scientific. This book was released on 1986-07-01 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents: Some ExamplesLinear ProblemsGreen's FunctionMethod of Complementary FunctionsMethod of AdjointsMethod of ChasingSecond Order EquationsError Estimates in Polynomial InterpolationExistence and UniquenessPicard's and Approximate Picard's MethodQuasilinearization and Approximate QuasilinearizationBest Possible Results: Weight Function TechniqueBest Possible Results: Shooting MethodsMonotone Convergence and Further ExistenceUniqueness Implies ExistenceCompactness Condition and Generalized SolutionsUniqueness Implies UniquenessBoundary Value FunctionsTopological MethodsBest Possible Results: Control Theory MethodsMatching MethodsMaximal SolutionsMaximum PrincipleInfinite Interval ProblemsEquations with Deviating Arguments Readership: Graduate students, numerical analysts as well as researchers who are studying open problems. Keywords:Boundary Value Problems;Ordinary Differential Equations;Green's Function;Quasilinearization;Shooting Methods;Maximal Solutions;Infinite Interval Problems

Download or read book Algebraic Analysis of Differential Equations written by T. Aoki and published by Springer Science & Business Media. This book was released on 2009-03-15 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 23 articles on algebraic analysis of differential equations and related topics, most of which were presented as papers at the conference "Algebraic Analysis of Differential Equations – from Microlocal Analysis to Exponential Asymptotics" at Kyoto University in 2005. This volume is dedicated to Professor Takahiro Kawai, who is one of the creators of microlocal analysis and who introduced the technique of microlocal analysis into exponential asymptotics.

Download or read book Boundary Value Problems For Functional Differential Equations written by Johnny L Henderson and published by World Scientific. This book was released on 1995-10-12 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Functional differential equations have received attention since the 1920's. Within that development, boundary value problems have played a prominent role in both the theory and applications dating back to the 1960's. This book attempts to present some of the more recent developments from a cross-section of views on boundary value problems for functional differential equations.Contributions represent not only a flavor of classical results involving, for example, linear methods and oscillation-nonoscillation techiques, but also modern nonlinear methods for problems involving stability and control as well as cone theoretic, degree theoretic, and topological transversality strategies. A balance with applications is provided through a number of papers dealing with a pendulum with dry friction, heat conduction in a thin stretched resistance wire, problems involving singularities, impulsive systems, traveling waves, climate modeling, and economic control.With the importance of boundary value problems for functional differential equations in applications, it is not surprising that as new applications arise, modifications are required for even the definitions of the basic equations. This is the case for some of the papers contributed by the Perm seminar participants. Also, some contributions are devoted to delay Fredholm integral equations, while a few papers deal with what might be termed as boundary value problems for delay-difference equations.

Download or read book The Boundary Value Problems of Mathematical Physics written by O.A. Ladyzhenskaya and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the present edition I have included "Supplements and Problems" located at the end of each chapter. This was done with the aim of illustrating the possibilities of the methods contained in the book, as well as with the desire to make good on what I have attempted to do over the course of many years for my students-to awaken their creativity, providing topics for independent work. The source of my own initial research was the famous two-volume book Methods of Mathematical Physics by D. Hilbert and R. Courant, and a series of original articles and surveys on partial differential equations and their applications to problems in theoretical mechanics and physics. The works of K. o. Friedrichs, which were in keeping with my own perception of the subject, had an especially strong influence on me. I was guided by the desire to prove, as simply as possible, that, like systems of n linear algebraic equations in n unknowns, the solvability of basic boundary value (and initial-boundary value) problems for partial differential equations is a consequence of the uniqueness theorems in a "sufficiently large" function space. This desire was successfully realized thanks to the introduction of various classes of general solutions and to an elaboration of the methods of proof for the corresponding uniqueness theorems. This was accomplished on the basis of comparatively simple integral inequalities for arbitrary functions and of a priori estimates of the solutions of the problems without enlisting any special representations of those solutions.

Download or read book Differential Equations with Boundary Value Problems written by Selwyn L. Hollis and published by . This book was released on 2002 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides readers with a solid introduction to differential equations and their applications emphasizing analytical, qualitative, and numerical methods. Numerical methods are presented early in the text, including a discussion of error estimates for the Euler, Heun, and Runge-Kutta methods. Systems and the phase plane are also introduced early, first in the context of pairs first-order equations, and then in the context of second-order linear equations. Other chapter topics include the Laplace transform, linear first-order systems, geometry of autonomous systems in the plane, nonlinear systems in applications, diffusion problems and Fourier series, and further topics in PDEs.

Download or read book Partial Differential Equations and Boundary Value Problems with Applications written by Mark A. Pinsky and published by American Mathematical Soc.. This book was released on 2011 with total page 545 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems--rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate throughout the text. The notions of steady-state solution of closely related stationary solutions are developed for the heat equation; applications to the study of heat flow in the earth are presented. The problem of the vibrating string is studied in detail both in the Fourier transform setting and from the viewpoint of the explicit representation (d'Alembert formula). Additional chapters include the numerical analysis of solutions and the method of Green's functions for solutions of partial differential equations. The exposition also includes asymptotic methods (Laplace transform and stationary phase). With more than 200 working examples and 700 exercises (more than 450 with answers), the book is suitable for an undergraduate course in partial differential equations.

Download or read book Finite Difference Methods for Ordinary and Partial Differential Equations written by Randall J. LeVeque and published by SIAM. This book was released on 2007-01-01 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.