Numerical Methods for Differential Equations

MATH 4820 @ RPI

Numerical Methods for Differential Equations

About

Notes and files from MATH4820 in Spring 2020 at RPI.

Instructor: D.W. Schwendeman
Course homepage: link

Notes

Lecture 01, Jan 13: notes - Brief Introduction to First-order ODEs and Higher-order ODEs
Lecture 02, Jan 16: notes - IVPs and BVPs; Well-posed Problems; Lipschitz Condition
Lecture 03, Jan 23: notes
Lecture 04, Jan 27: notes
Lecture 05, Jan 30: notes
Lecture 06, Feb 03: notes - Absolute Stability
Lecture 07, Feb 06: notes - Stiff Equations and Implicit Methods; Error Control and Step Size Selection
Lecture 08, Feb 10: notes - Multi-step Methods and Its Implementation

Last Updated: Feb 12