Numerical Solution of Ordinary Differential Equations I

Catalog description

Single and multistep methods for initial-value problems for ordinary differential equations; discretization and round-off error; consistency, convergence, and stability of these methods; stiff equations and implicit methods; two-point boundary value problems; initial and boundary-value problems for partial differential equations; finite difference methods; marching schemes for parabolic and hyperbolic problems; consistency, stability, convergence, and the Lax equivalence theorem; treatment of boundary conditions; boundary-value problems for elliptic equations; relaxation, alternating direction, and strongly-implicit iterative methods; nonlinear problems; finite element method.