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Gewöhnliche Differentialgleichungen

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Numerische Mathematik 2

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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

$$y' = f(x,y)$$

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

$$y({x_0}) = {y_0}$$

erfüllt.

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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

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