edited by T Mitsui (Nagoya Univ.) & Y Shinohara (Tokushima Univ.)

The book collects original articles on numerical analysis of ordinary differential equations and its applications. Some of the topics covered in this volume are: discrete variable methods, Runge-Kutta methods, linear multistep methods, stability analysis, parallel implementation, self-validating numerical methods, analysis of nonlinear oscillation by numerical means, differential-algebraic and delay-differential equations, and stochastic initial value problems.

• Limiting Formulas of Eight-Stage Explicit Runge-Kutta Method of Order Seven (H Ono)
• A Series of Collocation Runge-Kutta Methods (T Mitsui & H Sugiura)
• Improved SOR-Like Method with Orderings for Non-Symmetric Linear Equations Derived from Singular Perturbation Problems (E Ishiwata & Y Muroya)
• Analysis of the Milne Device for the Finite Correction Mode of the Adams PC Methods I (M Fuji)
• Computational Challenges in the Solution of Nonlinear Oscillatory Multibody Dynamics Systems (J Yen & L Petzold)
• Existence and Uniquess of Quasiperiodic Solutions to Quasiperiodic Nonlinear Differential Equations (Y Shinohara et al.)
• Experimental Studies on Guaranteed-Accuracy Solutions of the Initial-Value Problem of Nonlinear Ordinary Differential Equations (M Iri & J Amemiya)
• Numerical Validation for Ordinary Differential Equations Using Power Series Arithmetic (M Kashiwagi)
• and other papers