The numerical solution of implicit first order ordinary differential equations with initial conditions

An Implicit Rational Method for Solution of Second Order Initial Value Problems in Ordinary Differential Equations

In this article, we report an implicit rational method for solution of second order initial value problems in ordinary differential equation. We have presented local truncation error and stability property for the proposed method. We observed that the method has cubic rate of convergenceandA-stable. Numerical results for linear and nonlinear problems presented. These results confirm the accurac...

Matlab : Numerical Solution of Ordinary Differential Equations

Matlab has facilities for the numerical solution of ordinary differential equations (ODEs) of any order. In this document we first consider the solution of a first order ODE. Higher order ODEs can be solved using the same methods, with the higher order equations first having to be reformulated as a system of first order equations. Techniques for solving the first order and second order equation...

Aims Lecture Notes 2006 10. Numerical Solution of Ordinary Differential Equations 10.1. First Order Systems of Ordinary Differential Equations. First Order Systems

This part is concerned with the numerical solution of initial value problems for systems of ordinary differential equations. We will introduce the most basic one-step methods, beginning with the most basic Euler scheme, and working up to the extremely popular Runge–Kutta fourth order method that can be successfully employed in most situations. We end with a brief discussion of stiff differentia...

Numerical solution of ordinary differential equations

Ordinary differential equations are ubiquitous in science and engineering: in geometry and mechanics from the first examples onwards (Newton, Leibniz, Euler, Lagrange), in chemical reaction kinetics, molecular dynamics, electronic circuits, population dynamics, and many more application areas. They also arise, after semidiscretization in space, in the numerical treatment of time-dependent parti...

Numerical Solution of Ordinary Differential Equations