Hairer E., Nørsett S.P., Wanner G. Solving Ordinary Differential Equations I: Nonstiff Problems

Springer-Verlag, 1987. — 491 p.This book deals with methods for solving nonstiff ordinary differential equations. The first chapter describes the historical development of the classical theory, and the second chapter includes a modern treatment of Runge-Kutta and extrapolation methods. Chapter three begins with the classical theory of multistep methods, and concludes with the theory of general linear methods. The reader will benefit from many illustrations, a historical and didactic approach, and computer programs which help him/her learn to solve all kinds of ordinary differential equations. This new edition has been rewritten and new material has been included.