DAMSL-203 Numerical Approximation of DEs

Syllabus

1. The initial value problem (IVP) for ordinary differential equations

• • Euler and Euler like methods
  • Runge-Kutta Methods
  • Multistep Methods
  • Consistency, Stability and Accuracy of the methods

1. Two-point boundary value problem: finite difference method
2. Finite difference methods for partial differential equations

• • The Poisson problem
  • The heat equation

Learning Outcomes

After successful completion of the course the students will be able/have to

• Good knowledge of the basic numerical methods for solving differential equations
• Very good understanding of their stability and accuracy properties
• Implement the methods and obtain solutions of basic applied problems.