MATH-4820

Introduction to Numerical Methods for Differential Equations

Derivation, analysis, and use of computational procedures for solving differential equations. Topics covered include ordinary differential equations (both initial value and boundary value problems) and partial differential equations. Runge-Kutta and multistep methods for initial value problems. Finite difference methods for partial differential equations including techniques for heat conduction, wave propagation, and potential problems. Basic convergence and stability theory. (Cross listed as CSCI-4820. Students cannot obtain credit for both this course and CSCI-4820.) Prerequisite: MATH-4800 or CSCI-4800 Spring term annually.

4 credit hours