Numerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations odes their use is also known as numerical integration although this term is sometimes taken to mean the computation of integrals. Numerical integration of stochastic differential equations authors view affiliations g n milstein book 204 citations 27k downloads part of the mathematics and its applications book series maia volume 313 log in to check access buy ebook usd 11900 instant download readable on all devices own it forever local sales tax included if applicable buy physical book learn about . This paper is concerned with the problem of developing numerical integration algorithms for differential equations that when viewed as equations in some euclidean space naturally evolve on some embedded submanifold it is desired to construct algorithms whose iterates also evolve on the same manifold. Differential equations o a differential equation is an equation for an unknown function of one or several variables that relates the values of the function itself and of its derivatives of various orders o ordinary differential equation function has 1 independent variable o partial differential equation at least 2 independent variables
How it works:
1. Register Trial Account.
2. Download The Books as you like ( Personal use )