In the sciences, situations where dissipation is not significant may invariably be modelled by Hamiltonian systems of ordinary, or partial, differential equations. Symplectic integrators are …
This book goes back a long way. There is a tradition of research and teaching in inelasticity at Stanford that goes back at least to Wilhelm Flugge ̈ and Erastus Lee. I joined the faculty …
Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations: Back Matter Page 1 Bibliography [1] VI Arnold. Mathematical Methods of Classical Mechanics …
This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level …
This book deals with numerical methods for solving partial differential equa tions (PDEs) coupling advection, diffusion and reaction terms, with a focus on time-dependency. A …
D Zwillinger, V Dobrushkin - 2021 - api.taylorfrancis.com
Through the previous three editions, Handbook of Differential Equations has proven an invaluable reference for anyone working within the field of mathematics, including …
Traditional finite-time convergence theory for numerical methods applied to stochastic differential equations (SDEs) requires a global Lipschitz assumption on the drift and …
A concise introduction to numerical methodsand the mathematical framework neededto understand their performance Numerical Solution of Ordinary Differential Equations …
This paper constitutes a centenary survey of Runge-Kutta methods. It reviews some of the early contributions due to Runge, Heun, Kutta and Nyström and leads on to the theory of …