Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations

Designed for those people who want to gain a practical knowledge of modern techniques, this book contains the material necessary to teach a first course on the numerical solution of differential equations. It provides a unified presentation of initial-value and boundary-value problems in ODEs as well as differential-algebraic equations. The approach is aimed at a thorough understanding of the issues and methods for practical computation while avoiding an extensive theorem-proof type of exposition. It also addresses reasons why existing software succeeds or fails.