Numerical Methods for Ordinary Differential Equations

Department: 
MATH
Course Number: 
6646
Hours - Lecture: 
3
Hours - Lab: 
0
Hours - Recitation: 
0
Hours - Total Credit: 
3
Typical Scheduling: 
Every even spring semester

Analysis and implementation of numerical methods for initial and two point boundary value problems for ordinary differential equations.

Prerequisites: 

MATH 2403 and MATH 4640

Course Text: 

No text

Topic Outline: 
  • Review of Ordinary Differential Equations - Initial and boundary value problems, existence and uniqueness, regularity, stability
  • Initial Value Problems - Single and multistep methods, explicit and implicit methods, fixed point and Newton's methods, error and stability, stiff problems
  • Boundary Value Problems - Collocation and finite element methods, fixed point and Newton's methods, error and stability
  • Mesh Selection - Error estimation, efficient computation