Numerical Solution of Ordinary Differential Equations

Catalog description

We discuss the construction and general theory of multistep and multistage methods for numerically solving systems of ODE's, including stiff and nonlinear problems. Different notions to stability and error estimation and control. As time permits we shall discuss more advanced topics such as order reduction, general linear and additive methods, symplectic methods, and methods for DAE. Prerequisites: APMA 2190 and APMA 2550 or equivalent. Some programming experience is expected.