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Reference for 'Numerical Methods for Differential Equations'

已有 2497 次阅读 2012-9-10 21:43 |系统分类:教学心得

Ordinary Differential Equations

The first two are our main references. The third one together with its volume II on stiff problems is the most comprehensive text on numerical integration of ODEs.

A First Course in the Numerical Analysis of Differential Equations
by
Arieh Iserles

Endre Süli's notes
by Endre Süli

Solving Ordinary Differential Equations I
: Nonstiff Problems
by Ernst Hairer,
Syvert P. Nørsett, Gerhard Wanner

Partial Differential Equations


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