MATH 4810: Numerical Methods for Differential Equations
(Cross-listed with COMS 4810).
Credits: 3. Contact Hours: Lecture 3.
Prereq: MATH 2650 and one of MATH 2660, MATH 2670
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.
(Typically Offered: Spring)