Copyright Year: 2023
Contributors: Vuik, Vermolen, and van Gijzen
Publisher: TU Delft Open
License: CC BY
In this book we discuss several numerical methods for solving ordinary differential equations. We emphasize the aspects that play an important role in practical problems. We conﬁne ourselves to ordinary differential equations with the exception of the last chapter in which we discuss the heat equation, a parabolic partial differential equation. The techniques discussed in the intro-ductory chapters, for instance interpolation, numerical quadrature and the solution to nonlinear equations, may also be used outside the context of differential equations. They have been in-cluded to make the book self-contained as far as the numerical aspects are concerned. Chapters, sections and exercises marked with a * are not part of the Delft Institutional Package.