MATH 4365 - Numerical Methods for Differential Equations

***This is a course guideline.  Students should contact instructor for the updated information on current course syllabus, textbooks, and course content***

Prerequisites: MATH 3331, or equivalent, and three additional hours of 3000-4000 level Mathematics.

Course Description: Numerical differentiation and integration, multi-step and Runge-Kutta methods for ODEs, finite difference and finite element methods for PDEs, iterative methods for linear algebraic systems and eigenvalue computation.

Textbook: "Numerical Solution of Ordinary Differential Equations", by Kendall Atkinson et al. ISBN: 9780470042946. "A First Course in the Numerical Analysis of Differential Equations", by Arieh Iserles. ISBN: 9780521734905


Course Content:

This is an introductory course on numerical methods for ordinary and partial differential equations. It includes the construction, analysis and application of numerical methods for:
• Initial value problems in ODEs
• Boundary value problems in ODEs
• Initial-boundary value problems in PDEs with one space dimension.

Approximately four weeks are spent on each topic.

Grading: Please consult your instructor's syllabus regarding any and all grading guidelines.

Homework: Please consult your instructor's syllabus regarding any and all grading guidelines.


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