000			03115nam a22003257a 4500
003			OSt
005			20250508113547.0
008			250508b |||||||| |||| 00| 0 eng d
020			_a9783031313424 [paperback]
040			_aUniversity of Cebu-Banilad _cUniversity of Cebu-Banilad
100			_aD'Ambrosio, Rafaele, _eauthor.
245			_aNumerical approximation of ordinary differential problems : _bfrom deterministic to stochastic numerical methods / _cRaffaela D'Ambrosio.
260			_aCham, Switzerland : _bSpringer, _cc2023.
300			_axiv, 385 pages : _billustrations (black and white) ;
336			_2rdacontent _atext
337			_2rdamedia _aunmediated
338			_2rdacarrier _avolume
504			_aIncludes bibliographical references and index.
505			_a1 Ordinary differential equations -- 2 Discretization of the problem -- 3 Linear multistep methods -- 4 Rung-kutta methods -- 5 Multivalue methods -- 6 Linear stability -- 7 Stiff problems -- 8 Geometric numerical integration -- 9 Numerical methods for stochastic differential equations.
520			_a"This book is focused on the numerical discretization of ordinary differential equations (ODEs), under several perspectives. The attention is first conveyed to providing accurate numerical solutions of deterministic problems. Then, the presentation moves to a more modern vision of numerical approximation, oriented to reproducing qualitative properties of the continuous problem along the discretized dynamics over long times. The book finally performs some steps in the direction of stochastic differential equations (SDEs), with the intention of offering useful tools to generalize the techniques introduced for the numerical approximation of ODEs to the stochastic case, as well as of presenting numerical issues natively introduced for SDEs. The book is the result of an intense teaching experience as well as of the research carried out in the last decade by the author. It is both intended for students and instructors: for the students, this book is comprehensive and ratherself-contained; for the instructors, there is material for one or more monographic courses on ODEs and related topics. In this respect, the book can be followed in its designed path and includes motivational aspects, historical background, examples and a software programs, implemented in Matlab, that can be useful for the laboratory part of a course on numerical ODEs/SDEs. The book also contains the portraits of several pioneers in the numerical discretization of differential problems, useful to provide a framework to understand their contributes in the presented fields. Last, but not least, rigor joins readability in the book." --Provided by the publisher
521			_aAdult
541			_aPurchase _xBrigoli, Darlyne _yCollege of Computer Engineering _zComputer Engineering
546			_aText in English
650			_aDifferential problems
650			_aCounting & numeration
650			_aMathematical analysis
942			_2ddc _cBK
998			_cJanna [new] _d05/08/2025
999			_c13576 _d13576