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MAT 544E
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Course Information
Course Name
Turkish
Adi Türevli Diferansiyel Denklemler İçin Sayısal Analiz
English
Numerical Analysis for Ordinary Differential Equations
Course Code
MAT 544E
Credit
Lecture
(hour/week)
Recitation
(hour/week)
Laboratory
(hour/week)
Semester
-
3
3
-
-
Course Language
English
Course Coordinator
Ahmet Duran
Ahmet Duran
Course Objectives
1. To introduce the basic concepts of the solutions of the ordinary differential equations and systems
2. To teach various numerical methods to solve ordinary differential equations.
3. To teach the general error analysis of various numerical methods.
Course Description
An introduction to the theory of differential equations. Stability of the initial value problem. Euler’s method. Error analysis and numerical stability for Euler’s method. Numerical methods for systems of differential equations. The backward Euler method and the trapezoidal method. Taylor and Runge-Kutta methods, their convergence, stability and asymptotic error. Multistep methods and general error analysis for multistep methods. Stiff differential equations. Implicit Runge-Kutta methods for stiff differential equations. Differential algebraic equations. Two-point boundary value problems.
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