COM S 481: Numerical Methods for Differential Equations
(Cross-listed with MATH). (3-0) Cr. 3. S.
Prereq: MATH 265 and either MATH 266 or MATH 267
First order Euler method, high order Runge-Kutta methods, and multistep methods for solving ordinary differential equations. Finite difference and finite element methods for solving partial differential equations. Local truncation error, stability, and convergence for finite difference method. Numerical solution space, polynomial approximation, and error estimate for finite element method. Computer programming required.