Books on related topics
The books listed here are all relevant to some aspect or aspects of
initial value problems for ordinary differential equations or closely
related problems.
The list is maintained by John Butcher. Please let him know details of books appropriate for inclusion in this list which are at present missing from it.
- U. M. Ascher, L. R. Petzold, Computer methods for ordinary differential equations and differential-algebraic equations, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA, 1998.
- K, E, Brenan, S. L. Campbell, L. R. Petzold, Numerical solution of initial-value problems in differential-algebraic equations. (Revised
and corrected reprint of the 1989 original.) Classics in Applied
Mathematics, 14. Society for Industrial and Applied Mathematics (SIAM),
Philadelphia, PA, 1996.
- E. Hairer, Ch. Lubich, G. Wanner, Geometric numerical integration. Structure-preserving algorithms for ordinary differential equations, (Second edition), Springer Series in Computational Mathematics, 31. Springer-Verlag, Berlin, 2006.
- E. Hairer, S. P. Nørsett, G. Wanner, Solving ordinary differential equations. I. Nonstiff problems, (Second edition). Springer Series in Computational Mathematics, 8. Springer-Verlag, Berlin, 1993.
- E. Hairer, G. Wanner, Solving ordinary differential equations. II. Stiff and differential-algebraic problems, (Second edition). Springer Series in Computational Mathematics, 14. Springer-Verlag, Berlin, 1996.
- A. Iserles, A first course in the numerical analysis of differential equations. Cambridge Texts in Applied Mathematics. Cambridge University Press, Cambridge, 1996.
- A. Iserles, S. P. Nørsett, Order stars. Applied Mathematics and Mathematical Computation, 2. Chapman & Hall, London, 1991.
- J, D. Lambert, Numerical methods for ordinary differential systems. The initial value problem. John Wiley & Sons, Ltd., Chichester, 1991.
- J. M. Sanz-Serna, M. P. Calvo, Numerical Hamiltonian problems. Applied Mathematics and Mathematical Computation, 7. Chapman & Hall, London, 1994.