NumericalmethodsforOrdinaryDierentialEquations.pdfVIP

Numerical methods for Ordinary Differential Equations Didier Gonze November 18, 2013 I have come to believe that ones knowledge of any dynamical system is defi- cient unless one knows a valid way to numerically simulate that system on a computer. Daniel T. Gillespie Source: Pahle J. Brief Bioinform 10:53-64 (2009) Introduction Differential equations can describe nearly all systems undergoing change. They are widespread in physics, engineering, economics, social science, but also in biology. Many mathematicians have studied the nature of these equations and many complicated systems can be described quite precisely with mathematical expressions. However, many systems involving differential equations may be complex (nonlinear) and can count several cou- pled equations. Thus, a purely mathematical analysis is often not possible. Computer simulations and numerical approximations are then needed. The techniques for solving differential equations based on numerical approximations were developed long before programmable computers existed. It was common to see equations solved in rooms of people working on mechanical calculators. As computers have increased in speed and decreased in cost, increasingly complex systems of differential equations can be solved on a common computer. Currently, your laptop could compute the long term trajectories of about 1 million interacting molecules with relative ease, a problem that was inaccessible to the fastest supercomputers some 10 years ago. 1768 Leonhard Euler publishes his method. 1824 Augustin Louis Cauchy proves convergence of the Euler method. In this