000			02336 a2200229 4500
003			OSt
005			20250127125029.0
008			250120b xxu||||| |||| 00| 0 eng d
020			_a9783031313424
040			_cIIT Kanpur
041			_aeng
082			_a515.352 _bD181n
100			_aD' Ambrosio, Raffaele
245			_aNumerical approximation of ordinary differential problems _bfrom deterministic to stochastic numerical methods _cRaffaele D' Ambrosio
260			_bSpringer _c2023 _aSwitzerland
300			_axiv, 385p
440			_aUNITEXT - La Matematica per il 3+2
490			_a / edited by Luigi Ambrosio ...[et al.] _v; v.148
520			_aThis 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.
650			_aDiscretization (Mathematics)
942			_cBK
999			_c567330 _d567330