Collocation method

Abstract: This book gives a self-contained presentation of the methods of asymptotics and perturbation theory, methods useful for obtaining approximate analytical solutions to differential and difference equations. Parts and chapter titles are as follows: fundamentals - ordinary differential equations, difference equations; local analysis - approximate solution of linear differential equations, approximate solution of nonlinear differential equations, approximate solution of difference equations, asymptotic expansion of integrals; perturbation methods - perturbation series, summation series; and global analysis - boundary layer theory, WKB theory, multiple-scale analysis. An appendix of useful formulas is included. 147 figures, 43 tables. (RWR)

Abstract: together with the initial condition y(t0) = y0 A numerical solution to this problem generates a sequence of values for the independent variable, t0, t1, . . . , and a corresponding sequence of values for the dependent variable, y0, y1, . . . , so that each yn approximates the solution at tn yn ≈ y(tn), n = 0, 1, . . . Modern numerical methods automatically determine the step sizes hn = tn+1 − tn so that the estimated error in the numerical solution is controlled by a specified tolerance. The Fundamental Theorem of Calculus gives us an important connection between differential equations and integrals.