AMATH 342 - Computational Methods for Differential Equations

Description

An introduction to numerical methods for ordinary and partial differential equations. Ordinary differential equations: multistep and Runge-Kutta methods; stability and convergence; systems and stiffness; boundary value problems. Partial differential equations: finite difference methods for elliptic, hyperbolic and parabolic equations; stability and convergence. The course focuses on introducing widely used methods and highlights applications in the natural sciences, the health sciences, engineering, and finance.