Literature on the solution of ordinary differential equations

 
  • Ascher, Uri M.; Mattheij, Robert M.M.; Russell, Robert D.:
    Numerical solution of boundary value problems for ordinary differential equations .
    Classics in Applied Mathematics. 13. Philadelphia, PA: SIAM 1995
  • Atkinson, Kendall E.; Han, Weimin; Stewart, David E.:
    Numerical solution of ordinary differential equations.
    Pure and Applied Mathematics. A Wiley Series of Texts, Monographs and Tracts. Hoboken, NJ: John Wiley (2009).
  • Brenan, K.E.; Campbell, S.L.; Petzold, L.R.:
    Numerical solution of initial value problems in differential- algebraic equations.
    Amsterdam, Elsevier North-Holland, 1989.
  • Butcher, J.C.:
    Numerical Methods for Ordinary Differential Equations.
    2nd ed. Wiley: 2003
  • Hairer, E., Nørsett , S.P.; Wanner,G.:
    Solving ordinary differential equations I. Nonstiff problems.
    2nd ed. Springer : Berlin 1993
  • Hairer, E., Wanner, G.:
    Solving ordinary differential equations II. Stiff and differential algebraic equations.
    2nd ed. Springer: Berlin 1996
  • Hairer, Ernst; Lubich, Christian; Wanner, Gerhard:
    Geometric numerical integration. Structure-preserving algorithms for ordinary differential equations.
    2nd ed. Springer Series in Computational Mathematics 31. Berlin: Springer. (2006).
 
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12.01.2012