Learning Outcomes
Upon successful completion of the course, students should understand initial value problems and be able to analyze and solve differential equations as well as systems of linear differential equations. Understand the role of continuous problem stability, order of accuracy and various stability properties of numerical methods for initial value problems. Know the basic numerical methods for initial value problems, as well as their advantages and disadvantages. To be able to implement the aforementioned methods on the computer.
Course Content (Syllabus)
Initial-value and boundary-value problems. Numerical methods for solving ordinary differential equations with initial conditions and/or boundary conditions. Linear and non-linear Shooting methods. Linear and non-linear finite difference methods. Calculus of variations techniques. Introduction to finite element method. Finite element methods for elliptic, parabolic, and hyperbolic problems.