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Numerical methods for ordinary differential equations

Frae Wikipedia, the free beuk o knawledge

Numerical methods for ordinary differential equations are computational schemes tae obtain approximate solutions o ordinary differential equations (ODEs).

Background

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Syne odes appearit i science, many mathematicians have studiit hou tae solve thaim.[1][2][3][4] However, only few o thaim can be mathematically solvit. This is why numerical methods are needit. Ane o the most famous methods are the Runge-Kutta methods,[5] but it disnae wirk for some ODEs (especially nonlinear ODEs). This is hou new ode solvers are developit. The followin list includes frequently uised methods:

Validatit numerics for ODEs

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Nae anely approximate solvers, but the study tae "verify the existence o solution bi computers" is also active. This study is needit acause numerically obtaint solutions cud be phantom solutions (fake solutions). This kynd o incident is awreidy reportit.[17][18] The popular methods are basit on the shootin method or spectral methods.[19][20] The day, European resairch teams[21][22][23][24][25][26][27][28][29] an Japanese experts[30][31] ar wirkin on this topic.

ODEs an relatit topics studiet in this context

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Relatit saftware

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Forder readin

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  • Mitsui, T., & Shinohara, Y. (1995). Numerical analysis of ordinary differential equations and its applications. World Scientific.
  • Iserles, A. (2009). A first course in the numerical analysis of differential equations. Cambridge University Press.
  • Hairer, Ernst; Nørsett, Syvert Paul; Wanner, Gerhard (1993), Solving ordinary differential equations I: Nonstiff problems, Berlin, New York: Springer-Verlag.
  • Wanner, G. & Hairer, E. (1996), Solving ordinary differential equations II: Stiff and differential-algebraic problems (2nd ed.). Springer Berlin Heidelberg.
  • Butcher, John C. (2008), Numerical Methods for Ordinary Differential Equations, New York: John Wiley & Sons.
  • John D. Lambert, Numerical Methods for Ordinary Differential Systems, John Wiley & Sons, Chichester, 1991.
  • Deuflhard, P., & Bornemann, F. (2012). Scientific computing with ordinary differential equations. Springer Science & Business Media.
  • Shampine, L. F. (2018). Numerical solution of ordinary differential equations. Routledge.
  • Dormand, John R. (1996), Numerical Methods for Differential Equations: A Computational Approach, Boca Raton: CRC Press.

References

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  3. Logemann, H., & Ryan, E. P. (2014). Ordinary differential equations: Analysis, qualitative theory and control. Springer.
  4. Chicone, C. (2006). Ordinary differential equations with applications. Springer Science & Business Media.
  5. Butcher, J. C. (1996). A history of Runge-Kutta methods. Applied Numerical Mathematics, 20(3), 247-260.
  6. Monroe, J. L. (2002). Extrapolation and the Bulirsch-Stoer algorithm. Physical Review E, 65(6), 066116.
  7. Peskin, C. S., & Schlick, T. (1989). Molecular dynamics by the Backward‐Euler method. Communications on pure and applied mathematics, 42(7), 1001-1031.
  8. Emma Gau (2020). Euler–Maruyama Method (https://www.mathworks.com/matlabcentral/fileexchange/69430-euler-maruyama-method), MATLAB Central File Exchange. Retrieved May 24, 2020.
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  11. Hairer, E., Lubich, C., & Wanner, G. (2006). Geometric numerical integration: structure-preserving algorithms for ordinary differential equations. Springer Science & Business Media.
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  23. Hungria, A., Lessard, J. P., & Mireles-James, J. D. (2014). Radii polynomial approach for analytic solutions of differential equations: Theory, examples, and comparisons. Math. Comp.
  24. Nedialkov, N. S., Jackson, K. R., & Pryce, J. D. (2001). An effective high-order interval method for validating existence and uniqueness of the solution of an IVP for an ODE. Reliable Computing, 7(6), 449-465.
  25. Corliss, G. F. (1989). Survey of interval algorithms for ordinary differential equations. Applied Mathematics and Computation, 31, 112-120.
  26. Nedialkov, N. S. (2000). Computing rigorous bounds on the solution of an initial value problem for an ordinary differential equation (Ph.D. thesis). University of Toronto.
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  29. Nedialkov, N. S., Jackson, K. R., & Corliss, G. F. (1999). Validated solutions of initial value problems for ordinary differential equations. Applied Mathematics and Computation, 105(1), 21-68.
  30. Berz, M., & Makino, K. (1998). Verified integration of ODEs and flows using differential algebraic methods on high-order Taylor models. Reliable computing, 4(4), 361-369.
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  32. Takayasu, A., Matsue, K., Sasaki, T., Tanaka, K., Mizuguchi, M., & Oishi, S. I. (2017). Numerical validation of blow-up solutions of ordinary differential equations. Journal of Computational and Applied Mathematics, 314, 10-29.
  33. Matsue, K., & Takayasu, A. (2019). Rigorous numerics of blow-up solutions for ODEs with exponential nonlinearity. arXiv preprint arXiv:1902.01842.
  34. Hassard, B., Zhang, J., Hastings, S. P., & Troy, W. C. (1994). A computer proof that the Lorenz equations have “chaotic” solutions. Applied Mathematics Letters, 7(1), 79-83.
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Fremmit airtins

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