MATH 563 - Numerical Solution of Ordinary Differential Equations

Units: 3

Survey of numerical methods for the solution of ordinary differential equations including Runge-Kutta, Taylor’s, Voterra, and multistep methods. Analysis of convergence and implementation of various methods using numerical software. Covers the stability of differential equations and stability regions for numerical schemes. Subjects include the method of lines, two-point boundary value problems, and Volterra integral equations.

Prerequisite(s): MATH 362 and MATH 374 with a grade of C (2.0) or better.