CSCI-6820

Numerical Solution of Ordinary Differential Equations

Numerical methods and analysis for ODEs with applications from mechanics, optics, and chaotic dynamics. Numerical methods for dynamic systems include Runge-Kutta, multistep and extrapolation techniques, methods for conservative and Hamiltonian systems, methods for stiff differential equations and for differential-algebraic systems. Methods for boundary value problems include shooting and orthogonalization, finite difference and collocation techniques, and special methods for problems with boundary or shock layers. (Cross listed as MATH-6820. Students cannot obtain credit for both this course and MATH-6820.) Prerequisite: MATH-4800 or CSCI-4800 or permission of instructor. Spring term odd-numbered years.

4 credit hours