MAT 423E - ODE:Numerical Sol.

Course Objectives

1. To introduce the basic concepts of the solutions of the ordinary differential equations,
2. To teach various numerical methods to solve ordinary differential equations.

Course Description

Initial and Boundary value problems; existence and uniqueness theorems, well-posed problem, single step methods, multi-step methods. Single step methods; Euler method, Taylor series method, Runge-Kutta method. multi-step methods; Adams-Bashforth method, Adams-Moulton method. N.order equations and systems of equations; stability. Stiff differential equations. Boundary value problems, linear shooting method, nonlinear shooting method, finite difference methods for linear and nonlinear problems.