Hairer E., Wanner G. Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems

Springer, 2010. — 614 p.The subject of this book is the solution of stiff differential equations and of differential-algebraic systems (differential equations with constraints). The book is divided into four chapters. The beginning of each chapter is of introductory nature, followed by practical applications, the discussion of numerical results, theoretical investigations on the order and accuracy, linear and nonlinear stability, convergence and asymptotic expansions. Stiff and differential-algebraic problems arise everywhere in scientific computations (e.g. , in physics, , biology, control engineering, electrical network analysis, mechanical systems). Many applications as well as computer programs are presented.