Introduction to Numerical Methods for Differential Equations

MATH-4820

Derivation, analysis, and use of computational procedures for solving differential equations. Topics covered include ordinary differential equations (both initial value and boundary value problems) and partial differential equations. Runge-Kutta and multistep methods for initial value problems. Finite difference methods for partial differential equations including techniques for heat conduction, wave propagation, and potential problems. Basic convergence and stability theory.

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