Numerical Solution of Ordinary Differential Equations

MATH-6820

Numerical methods and analysis for ODEs with applications from mechanics, optics, and chaotic dynamics. Numerical methods for dynamical systems include Runge-Kutta, multistep and extrapolation techniques, methods for conservative and Hamiltonian systems, methods for stiff differential equations and for differential-algebraic systems. Methods for boundary value problems include shooting and orthogonalization, finite difference and collocation techniques, and special methods for problems with boundary or shock layers.

Past Term Data