Numerical Methods for Differential Equations

Department: 
MATH
Course Number: 
4641
Hours - Lecture: 
3
Hours - Lab: 
0
Hours - Recitation: 
0
Hours - Total Credit: 
3
Typical Scheduling: 
Some spring semesters
Prerequisites: 

Math 2552 (Differential Equations)

Course Text: 

At the level of Burden and Faires, "Numerical Analysis, 9th edition."

Topic Outline: 

Topics covered include:

  1.  Numerical methods for initial value problems, including implicit and explicit methods, Runge-Kutta methods, and others; error analysis, stability, convergence of methods
  2. Numerical methods for boundary value problems, including finite difference methods; error analysis, stability, convergence of methods
  3. Iterative methods for solving systems of linear equations (with application to solving differential equations), stability and convergence
  4. Numerical methods for PDEs, time permitting