Numerical Solution of Ordinary Differential Equations

Catalog description

Survey of numerical methods for the solution of ordinary differential equations including Runge-Kutta, Taylor’s, Voterra, and multistep methods. Analysis of convergence and implementation of various methods using numerical software. Covers the stability of differential equations and stability regions for numerical schemes. Subjects include the method of lines, two-point boundary value problems, and Volterra integral equations. Enrollment Requirement(s): for graduate students: MATH 362 , and either MATH 264 or MATH 374 , all with a grade of C (2.0) or better. Prerequisite(s): for undergraduate students: MATH 362 , and either MATH 264 or MATH 374 , all with a grade of C (2.0) or better.