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dc.contributor.authorParente, Paul J. V.en_US
dc.date.accessioned2018-06-26T16:23:36Z
dc.date.available2018-06-26T16:23:36Z
dc.date.issued1961
dc.date.submitted1961
dc.identifier.otherb14563137
dc.identifier.urihttps://hdl.handle.net/2144/29697
dc.descriptionThesis (M.A.)--Boston Universityen_US
dc.description.abstractIn this paper, several numerical methods, instructive for the calculation of the approximate solutions of differential equations, are exhibited to be convergent. In the first two methods (Picard's Method and the Cauchy-Euler method), the theoretical importance of numerical solutions is demonstrated by establishing existence and uniqueness theorems for the linear differential equation of the first order dy/dx = f(x,y) subject to the following conditions: The equation is considered in some region of xy space containing a point (xo,yo) and in addition to being continuous, f(x,y) is assumed to satisfy a Lipschitz condition with respect to y, i.e. |f(x,y1)-f(x,y2)| < k|y1 - y2| where k is called the Lipschitz constant [TRUNCATED]en_US
dc.language.isoen_US
dc.publisherBoston Universityen_US
dc.rightsBased on investigation of the BU Libraries' staff, this work is free of known copyright restrictions.en_US
dc.subjectPicard's methoden_US
dc.subjectCauchy-Euler methoden_US
dc.titleConvergent processes in numerical analysisen_US
dc.typeThesis/Dissertationen_US
etd.degree.nameMaster of Artsen_US
etd.degree.levelmastersen_US
etd.degree.disciplineMathematicsen_US
etd.degree.grantorBoston Universityen_US
dc.identifier.barcode11719025655061
dc.identifier.mmsid99191372450001161


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