Numerical analysis and simulation of plasticity

JC Simo - Handbook of numerical analysis, 1998 - Elsevier
Efforts aimed at understanding the behavior of metals under loading beyond the elastic
regime provided the starting point, at the turn of this century, for the development of a body of …

Symplectic integrators for Hamiltonian problems: an overview

JM Sanz-Serna - Acta numerica, 1992 - cambridge.org
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 …

[图书][B] Computational inelasticity

JC Simo, TJR Hughes - 2006 - books.google.com
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 …

[图书][B] Computer methods for ordinary differential equations and differential-algebraic equations

UM Ascher, LR Petzold - 1998 - SIAM
Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations:
Back Matter Page 1 Bibliography [1] VI Arnold. Mathematical Methods of Classical Mechanics …

[图书][B] Stochastic differential equations with Markovian switching

X Mao, C Yuan - 2006 - books.google.com
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 …

[图书][B] Numerical solution of time-dependent advection-diffusion-reaction equations

WH Hundsdorfer, JG Verwer, WH Hundsdorfer - 2003 - Springer
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 …

[图书][B] Handbook of differential equations

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 …

Strong convergence of Euler-type methods for nonlinear stochastic differential equations

DJ Higham, X Mao, AM Stuart - SIAM journal on numerical analysis, 2002 - SIAM
Traditional finite-time convergence theory for numerical methods applied to stochastic
differential equations (SDEs) requires a global Lipschitz assumption on the drift and …

[图书][B] Numerical solution of ordinary differential equations

K Atkinson, W Han, DE Stewart - 2009 - books.google.com
A concise introduction to numerical methodsand the mathematical framework neededto
understand their performance Numerical Solution of Ordinary Differential Equations …

A history of Runge-Kutta methods

JC Butcher - Applied numerical mathematics, 1996 - Elsevier
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 …