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Special functions, orthogonal polynomials, harmonic analysis, ordinary differential equations (ODE's), differential relations, calculus of variations, approximations, expansions, asymptotics.

2 votes

Any good books on numerical methods for ordinary differential equations?

In the meantime I found a really great book on the subject: "Anlayse Numérique et équations differentielles" by Jean-Pierre Demailly. I thought I should post it as a reference.
12 votes
8 answers
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Any good books on numerical methods for ordinary differential equations?

I need to find some masters-level exercises about numerical methods for solving ODEs. Are there any good references?