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Numerical Solution of Boundary Value Problems for Ordinary Differential Equations

by Uri M. Ascher, Robert M. M. Mattheij, Robert D. Russell · SIAM (Classics in Applied Mathematics 13)

The reference for actually computing BVP solutions: shooting and multiple shooting, finite differences, collocation, decoupling and dichotomy theory, mesh selection, nonlinear solvers and singular perturbations, with appendices giving sample multiple-shooting and collocation codes.

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Green's Functions and Boundary Value Problems

The graduate reference on the subject. The canonical treatment of the Green's-function half of this topic, at the level where BVPs become operator theory. Stakgold and Holst develop distributions, one-dimensional boundary value problems, Hilbert space and operator theory, spectral theory of differential operators, nonlinear problems, and a long chapter on finite-element approximation and iterative solvers.

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Elementary Differential Equations with Boundary Value Problems (free open edition)

Trench's full undergraduate ODE text, released free by the author under Creative Commons. Later chapters cover two-point boundary value problems, Sturm-Liouville eigenvalue problems, Fourier series, and separation of variables for the heat, wave and Laplace equations.

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Differential Equations for Engineers

This course is all about differential equations and covers both theory and applications. In the first five weeks, students will learn about ordinary differential equations, while the sixth week is an introduction to partial differential equations. The course includes 56 concise lecture videos, with a few problems to solve after each lecture. After each major topic, there is a short practice quiz. At the end of each week, there is an assessed quiz. Solutions to the problems and practice quizzes can be found in the instructor-provided lecture notes. Download the lecture notes from the link https://www.math.hkust.edu.hk/~machas/differential-equations-for-engineers.pdf Watch the promotional video from the link https://youtu.be/eSty7oo09ZI

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