Zusammenfassung
Sehr viele Probleme aus den Anwendungsgebieten der Mathematik führen auf gewöhnliche Differentialgleichungen. Im einfachsten Fall ist dabei eine differenzierbare Funktion y = y(x) einer reellen Veränderlichen x gesucht, deren Ableitung y′(x) einer Gleichung der Form y′(x) = f (x, y(x)) oder kürzer
genügt; man spricht dann von einer gewöhnlichen Differentialgleichung. Im allg. besitzt (7.0.1) unendlich viele verschiedene Funktionen y als Lösungen. Durch zusätzliche Forderungen kann man einzelne Lösungen auszeichnen. So sucht man bei einem Anfangswertproblem eine Lösung y von (7.0.1), die für gegebenes x 0, y 0 eine Anfangsbedingung der Form
erfüllt.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Literatur
Babuska, I., Prager, M., Vitâsek, E. (1966): Numerical Processes in Differential Equations. New York: Interscience.
Bader, G., Deuflhard, P. (1983): A semi-implicit midpoint rule for stiff systems of ordinary systems of differential equations. Numer. Math. 41, 373–398.
Bank, R. E., Bulirsch, R., Merten, K. (1990): Mathematical modelling and simulation of electrical circuits and semiconductor devices. ISNM. 93, Basel: Birkhäuser.
Bock, H.G., Schlöder, J.P., Schulz, V.H. (1995): Numerik großer Differentiell-Algebraischer Gleichungen: Simulation and Optimierung, p. 35–80 in: Schuler,H. (ed.) Prozeßsimulation, Weinheim: VCH.
Boyd, J. P. (1989): Chebyshev and Fourier Spectral Methods. Berlin-HeidelbergNew York: Springer.
Buchauer, O., Hiltmann, P, Kiehl, M. (1994): Sensitivity analysis of initial-value problems with application to shooting techniques. Numerische Mathematik 67, 151–159.
Broyden, C.G. (1967): Quasi-Newton methods and their application to function minimization. Math. Comp. 21, 368–381.
Bulirsch, R. (1971): Die Mehrzielmethode zur numerischen Lösung von nichtlinearen Randwertproblemen and Aufgaben der optimalen Steuerung. Report der CarlCranz-Gesellschaft.
Bulirsch, R., Stoer, J. (1966): Numerical treatment of ordinary differential equations by extrapolation methods. Numer. Math. 8, 1–13.
Butcher, J. C. (1964): On Runge-Kutta processes of high order. J. Auetral. Math. Soc. 4, 179–194.
Byrne, D. G., Hindmarsh, A. C. (1987): Stiff o.d.e.-solvers: A review of current and coming attractions. J. Comp. Phys. 70, 1–62.
Caracotsios, M., Stewart, W.E. (1985): Sensitivity analysis of initial value problems with mixed ODEs and algebraic equations. Computers and Chemical Engineering 9, 359–365.
Ciarlet, P. G., Lions, J. L., Eds. (1991): Handbook of Numerical Analysis. Vol. IL Finite Element Methods (Part 1). Amsterdam: North Holland.
Ciarlet, P. G., Lions, J. L., Eds, Schultz, M. H., Varga, R. S. (1967): Numerical methods of high order accuracy for nonlinear boundary value problems. Numer. Math. 9, 394–430.
Ciarlet, P. G., Lions, J. L., Eds, Wagschal, C. (1971): Multipoint Taylor formulas and applications to the finite element method. Numer. Math. 17, 84–100.
Canuto, C., Hussaini, M. Y., Quarteroni, A., Zang, T. A. (1987): Spectral Methods in Fluid Dynamics. Berlin-Heidelberg-New York: Springer.
Clark, N. W. (1968): A study of some numerical methods for the integration of systems of first order ordinary differential equations. Report ANL-7428. Argonne National Laboratories.
Coddington, E. A., Levinson, N. (1955): Theory of Ordinary Differential Equations. New York: McGraw-Hill.
Collatz, L. (1960): The Numerical Treatment of Differential Equations. BerlinGöttingen-Heidelberg: Springer.
Funktionalanalysis and Numerische Mathematik. Berlin-HeidelbergNew York: Springer.
Crane, P.J., Fox, P.A. (1969): A comparative study of computer programs for integrating differential equations. Num. Math. Computer Program library one–Basic routines for general use. Vol. 2, issue 2. New Jersey: Bell Telephone Laboratories Inc.
Dahlquist, G. (1956): Convergence and stability in the numerical integration of ordinary differential equations. Math. Scand. 4, 33–53.
Dahlquist, G. (1959): Stability and error bounds in the numerical integration of ordinary differential equations. Trans. Roy. Inst. Tech. ( Stockholm ), No. 130.
Dahlquist, G. (1963): A special stability problem for linear multistep methods. BIT 3, 27–43.
Deuflhard, P. (1979): A stepsize control for continuation methods and its special application to multiple shooting techniques. Numer. Math. 33, 115–146.
Deuflhard, P., Hairer, E., Zugck, J. (1987): One-step and extrapolation methods for differential-algebraic systems. Numer. Math. 51, 501–516.
Diekhoff, H.-J., Lory, P., Oberle, H. J., Pesch, H.-J., Rentrop, P., Seydel, R. (1977): Comparing routines for the numerical solution of initial value problems of ordinary differential equations in multiple shooting. Numer. Math. 27, 449–469.
Dormand, J. R., Prince, P. J. (1980): A family of embedded Runge-Kutta formulae. J. Comp. Appl. Math. 6, 19–26.
Eich, E. (1992): Projizierende Mehrschrittverfahren zur numerischen Lösung von Bewegungsgleichungen technischer Mehrkörpersysteme mit Zwangsbedingungen und Unstetigkeiten. Fortschritt-Berichte VDI, Reihe 18, Nr. 109, VDI-Verlag, Düsseldorf.
Engl, G., Kröner, A., Kronseder, T., von Stryk, O. (1999): Numerical Simulation and Optimal Control of Air Separation Plants, pp. 221–231 in: Bungartz, H.-J., Durst, F., Zenger, Chr.(eds.): High Performance Scientific and Engineering Computing, Lecture Notes in Computational Science and Engineering Vol. 8, New York: Springer.
Enright, W. H., Hull, T. E., Lindberg, B. (1975): Comparing numerical methods for stiff systems of ordinary differential equations.BIT 15, 10–48.
Fehlberg, E. (1964): New high-order Runge-Kutta formulas with stepsize control for systems of first-and second-order differential equations. Z. Angew. Math. Mech. 44, T17 — T29.
Fehlberg, E. (1966): New high—order Runge—Kutta formulas with an arbitrary small truncation error. Z. Angew. Math. Mech. 46, 1–16.
Fehlberg, E. (1969): Klassische Runge—Kutta Formeln fiinfter und siebenter Ordnung mit Schrittweiten—Kontrolle. Computing 4, 93–106.
Fehlberg, E. (1970): Klassische Runge-Kutta Formeln vierter und niedrigerer Ordnung mit Schrittweiten-Kontrolle und ihre Anwendung auf Wärmeleitungsprobleme. Computing 6, 61–71.
Galin, S., Feehery, W.F., Barton, P.I. (1998): Parametric sensitivity functions for hybrid discrete/continuous systems. Preprint submitted to Applied Numerical Mathematics.
Gantmacher, F. R. (1969): Matrizenrechnung II. Berlin: VEB Deutscher Verlag der Wissenschaften.
Gear, C. W. (1971): Numerical initial value problems in ordinary differential equations. Englewood Cliffs, N.J.: Prentice-Hall.
Gear, C. W. (1988): Differential algebraic equation index transformations. SIAM J. Sci. Statist. Comput. 9, 39–47.
Gear, C. W., Petzold, L. R. (1984): ODE methods for the solution of differential/algebraic systems. SIAM J. Numer. Anal. 21, 716–728.
Gill, P.E., Murray, W., Wright, H.M. (1995): Practical Optimization, 10th printing. London: Academic Press.
Gottlieb, D. Orszag, S. A. (1977): Numerical Analysis of Spectral Methods: Theory and Applications Philadelphia: SIAM.
Gragg, W. (1963): Repeated extrapolation to the limit in the numerical solution of ordinary differential equations. Thesis, UCLA.
Gragg, W. (1965): On extrapolation algorithms for ordinary initial value problems. J. SIAM Numer. Anal. Ser. B 2, 384–403.
Griepentrog, E., März, R. (1986): Differential-Algebraic Equations and Their Numerical Treatment. Leipzig: Teubner.
Grigorieff, R.D. ( 1972, 1977): Numerik gewöhnlicher Differentialgleichungen 1, 2. Stuttgart: Teubner.
Hairer, E., Lubich, Ch. (1984): Asymptotic expansions of the global error of fixed stepsize methods. Numer. Math. 45, 345–360.
Hairer, E., Lubich, Ch, Roche, M. (1989): The numerical solution of differential-algebraic systems by Runge-Kutta methods. In: Lecture Notes in Mathematics 1409. BerlinHeidelberg-New York: Springer.
Hairer, E., Lubich, Ch, Narsett, S. P., Wanner, G. (1993): Solving Ordinary Differential Equations I. Nonstiff Problems. 2nd ed., Berlin-Heidelberg-New York: Springer.
Hairer, E., Lubich, Ch, Wanner, G. (1991): Solving Ordinary Differential Equations II. Stiff and Differential-Algebraic Problems. Berlin-Heidelberg-New York: Springer.
Heim, A., von Stryk, O. (1996): Documentation of PAREST — A multiple shooting code for optimization problems in differential-algebraic equations. Technical Report M9616, Fakultät für Mathematik, Technische Universität München.
Henrici, P. (1962): Discrete Variable Methods in Ordinary Differential Equations. New York: John Wiley.
Hestenes, M. R. (1966): Calculus of Variations and Optimal Control Theory. New York: John Wiley.
Heun, K. (1900): Neue Methode zur approximativen Integration der Differentialgleichungen einer unabhängigen Variablen. Z. Math. Phys. 45, 23–38.
Horneber, E. H. (1985): Simulation elektrischer Schaltungen auf dem Rechner. Fachberichte Simulation, Bd. 5. Berlin-Heidelberg-New York: Springer.
Hull, T. E., Enright, W. H., Fellen, B. M., Sedgwick, A. E. (1972): Comparing numerical methods for ordinary differential equations. SIAM J. Numer. Anal. 9, 603–637. [Errata, ibid. 11, 681 (1974).]
Isaacson, E., Keller, H. B. (1966): Analysis of Numerical Methods. New York: John Wiley.
Kaps, P. Rentrop, P. (1979): Generalized Runge—Kutta methods of order four with stepsize control for stiff ordinary differential equations. Numer. Math. 33 55–68.
Keller, H. B. (1968): Numerical Methods for Two-Point Boundary-Value Problems. London: Blaisdell.
Kiehl, M. (1999): Sensitivity analysis of ODEs and DAEs — theory and implementation guide. Optimization Methods and Software 10, 803–821.
Krogh, F. T. (1974): Changing step size in the integration of differential equations using modified divided differences. In: Proceedings of the Conference on the Numerical Solution of Ordinary Differential Equations, 22–71. Lecture Notes in Mathematics 362. Berlin-Heidelberg-New York: Springer.
Kutta, W. (1901): Beitrag zur näherungsweisen Integration totaler Differentialgleichungen. Z. Math. Phys. 46, 435–453.
Lambert, J. D. (1973): Computational Methods in Ordinary Differential Equations. London-New York-Sidney-Toronto: John Wiley.
Leis, J.R., Kramer, M.A. (1985): Sensitivity analysis of systems of differential and algebraic equations. Computers and Chemical Engineering 9, 93–96.
Morrison, K.R., Sargent, R.W.H. (1986): Optimization of multistage processes described by differential-algebraic equations, pp. 86–102 in: Lecture Notes in Mathematics 1230. New York: Springer.
Na, T. Y., Tang, S. C. (1969): A method for the solution of conduction heat transfer with non-linear heat generation. Z. Angew. Math. Mech. 49, 45–52.
Oberle, H. J., Grimm, W. (1989): BNDSCO — A program for the numerical solution of optimal control problems. Internal Report No. 515–89/22, Institute for Flight Systems Dynamics, DLR, Oberpfaffenhofen, Germany.
Oden, J. T., Reddy, J. N. (1976): An Introduction to the Mathematical Theory of Finite Elements. New York: John Wiley.
Osborne, M. R. (1969): On shooting methods for boundary value problems. J. Math. Anal. Appl. 27, 417–433.
Petzold, L. R. (1982): A description of DASSL — A differential algebraic system solver. IMACS Trans. Sci. Comp. 1, 65ff., Ed. H. Stepleman. Amsterdam: North Holland.
Quarteroni, A., Valli, A. (1994): Numerical Approximation of Partial Differential Equations. Berlin-Heidelberg-New York: Springer.
Rentrop, P. (1985): Partitioned Runge-Kutta methods with stiffness detection and stepsize control. Numer. Math. 47 545–564.
Rentrop, P., Roche, M., Steinebach, G. (1989): The application of Rosenbrock-Wanner type methods with stepsize control in differential-algebraic equations. Numer. Math. 55 545–563.
Rozenvasser, E. (1967): General sensitivity equations of discontinuous systems. Automation and Remote Control 28, 400–404
Runge, C. (1895): Über die numerische Auflösung von Differentialgleichungen. Math. Ann. 46, 167–178.
Schwarz, H. R. (1981): FORTRAN-Programme zur Methode der finiten Elemente. Stuttgart: Teubner.
Schwarz, H. R., (1984): Methode der finiten Elemente. Stuttgart: Teubner.
Shampine, L. F., Gordon, M. K. (1975): Computer Solution of Ordinary Differential Equations. The Initial Value Problem. San Francisco: Freeman and Company., Watts, H. A., Davenport, S. M. (1976): Solving nonstiff ordinary differential equations — The state of the art. SIAM Review 18, 376–411.
Shanks, E. B. (1966): Solution of differential equations by evaluation of functions. Math. Comp. 20, 21–38.
Stetter, H. J. (1973): Analysis of Discretization Methods for Ordinary Differential Equations. Berlin-Heidelberg-New York: Springer.
Strang, G., Fix, G. J. (1973): An Analysis of the Finite Element Method. Englewood Cliffs, N.J.: Prentice-Hall.
Troesch, B. A. (1960): Intrinsic difficulties in the numerical solution of a boundary value problem. Report NN-142, TRW, Inc. Redondo Beach, CA.
Troesch, B. A. (1976): A simple approach to a sensitive two-point boundary value problem. J. Computational Phys. 21, 279–290.
Velte, W. (1976): Direkte Methoden der Variationsrechnung. Stuttgart: Teubner. Wilkinson, J. H. (1982): Note on the practical significance of the Drazin Inverse. In: L.S. Campbell, Ed. Recent Applications of Generalized Inverses. Pitman Publ. 66, 82–89.
Willoughby, R. A. (1974): Stiff Differential Systems. New York: Plenum Press. Zlâmal, M. (1968): On the finite element method. Numer. Math. 12, 394–409.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2000 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Stoer, J., Bulirsch, R. (2000). Gewöhnliche Differentialgleichungen. In: Numerische Mathematik 2. Springer-Lehrbuch. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-09025-1_2
Download citation
DOI: https://doi.org/10.1007/978-3-662-09025-1_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-67644-7
Online ISBN: 978-3-662-09025-1
eBook Packages: Springer Book Archive