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Solving ordinary differential equations. II: Stiff and differential-algebraic problems. Reprint of the 1996 2nd revised ed. (English) Zbl 1192.65097

Springer Series in Computational Mathematics 14. Berlin: Springer (ISBN 978-3-642-05220-0/pbk; 978-3-642-05221-7/ebook). xvi, 614 p. (2010).
This volume, on nonstiff equations, is the second of a two-volume set. This second volume treats stiff differential equations and differential-algebraic equations. It contains three chapters: Chapter IV on one-step (Runge-Kutta) methods for stiff problems, Chapter V on multistep methods for stiff problems, and Chapter VI on singular perturbation and differential algebraic equations. Each chapter begins with remarks about the early work on the three topics.
This book is highly recommended as a text for courses in numerical methods for ordinary differential equations and as a reference for the worker. It should be in every library, both academic and industrial.
[For part I, cf. Zbl 1185.65115; for the review of the original, cf. Zbl 0859.65067]

MSC:

65L05 Numerical methods for initial value problems involving ordinary differential equations
65-02 Research exposition (monographs, survey articles) pertaining to numerical analysis
65J99 Numerical analysis in abstract spaces

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radau5; RODAS; RADAU
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