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Numerical Methods for Engineers and Scientists 3rd Edition by Amos Gilat

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Chapter 10

Ordinary Differential Equations: Initial-Value Problems

Core Topics

Euler's methods (explicit, implicit, errors) (10.2).

Modified Euler method (10.3).

Midpoint method (10.4).

Runge–Kutta methods (second, third, fourth order) (10.5).

Multistep methods (10.6).

Predictor-corrector methods (10.7).

Systems of first-order ODEs (10.8).

Solving a higher order initial value ODE (10.9).

Use of MATLAB built-in functions for solving initial-value ODEs (10.10).

Complementary Topics

Local truncation error in second-order Runge–Kutta method (10.11).

Step size for desired accuracy (10.12).

Stability (10.13).

Stiff ODEs (10.14).

10.1 BACKGROUND

A differential equation is an equation that contains derivatives of an unknown function. The solution of the equation is the function that satisfies the differential equation. A differential equation that has one independent variable is called an ordinary differential equation (ODE). A first-order ODE involves the first derivative of the dependent variable with respect to the independent variable. For example, if x is the independent variable and y is the dependent variable, the equation has combinations of the variables x, y, and images. A first-order ODE is linear, if it is a linear function of y and images (it can be a nonlinear function of x). Examples ...

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