Solving Differential Equations in R

Front Cover
Springer Science & Business Media, Jun 6, 2012 - Computers - 248 pages
Mathematics plays an important role in many scientific and engineering disciplines. This book deals with the numerical solution of differential equations, a very important branch of mathematics. Our aim is to give a practical and theoretical account of how to solve a large variety of differential equations, comprising ordinary differential equations, initial value problems and boundary value problems, differential algebraic equations, partial differential equations and delay differential equations. The solution of differential equations using R is the main focus of this book. It is therefore intended for the practitioner, the student and the scientist, who wants to know how to use R for solving differential equations. However, it has been our goal that non-mathematicians should at least understand the basics of the methods, while obtaining entrance into the relevant literature that provides more mathematical background. Therefore, each chapter that deals with R examples is preceded by a chapter where the theory behind the numerical methods being used is introduced. In the sections that deal with the use of R for solving differential equations, we have taken examples from a variety of disciplines, including biology, chemistry, physics, pharmacokinetics. Many examples are well-known test examples, used frequently in the field of numerical analysis.
 

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Contents

Chapter 1 Differential Equations
1
Chapter 2 Initial Value Problems
15
Chapter 3 Solving Ordinary Differential Equations in R
41
Chapter 4 Differential Algebraic Equations
81
Chapter 5 Solving Differential Algebraic Equations in R
95
Chapter 6 Delay Differential Equations
116
Chapter 7 Solving Delay Differential Equations in R
123
Chapter 8 Partial Differential Equations
137
Chapter 9 Solving Partial Differential Equations in R
156
Chapter 10 Boundary Value Problems
187
Chapter 11 Solving Boundary Value Problems in R
206
Appendix A
239
Index
245
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About the author (2012)

Karline Soetaert studied Biology and Computer Science at Ghent University (Belgium), where she completed her PhD in Biology in 1989. She is now head of the Ecosystem Studies department at the Netherlands Institute of Sea Research in Yerseke, the Netherlands. She is also a guest professor at the University of Ghent and the Free University of Brussels. In her research she makes frequent use of mathematical models. She has authored over 130 papers in international journals and one book dealing with ecological modeling in R. She is the (co) author of several R-packages on CRAN (deSolve, bvpSolve, ReacTran, rootSolve, deTestSet, limSolve, LIM, ToxLim, NetIndices, FME, shape, diagram, ecolMod, marelac, AquaEnv, BCE).

Jeff Cash received his Mathematics degree from Imperial College, London in 1969 and then moved to St John’s college, Cambridge, where he studied for a PhD in the solution of differential equations under the guidance of Dr J.C.P. Miller. Having finished at Cambridge he returned to Imperial College as a member of staff in the Mathematics department and he has stayed there ever since. He was subsequently promoted to reader and then to Professor in Numerical Analysis. His research has been mainly on the solution of difference and differential equations. He has published several codes (MEBDFI, Cash-Karp and TWPBVP) and is the author of more than 100 scientific papers.

Francesca Mazzia earned her undergraduate degree in Computer Science at the University of Bari, Italy and started her scientific career as a research assistant in Numerical Analysis in 1990. In 2000 she was appointed associate professor at the University of Bari. Her research activities mainly concern numerical methods for the solution of ordinary differential equations. She has authored over 50 papers in international journals and is the (co)author of two R packages currently available from CRAN (bvpSolve, deTestSet).