MATH 270CNumerical Ordinary Differential Equations

4 units · MATH · UC San Diego

Initial value problems (IVP) and boundary value problems (BVP) in ordinary differential equations. Linear methods for IVP: one and multistep methods, local truncation error, stability, convergence, global error accumulation. Runge-Kutta (RK) Methods for IVP: RK methods, predictor-corrector methods, stiff systems, error indicators, adaptive time-stepping. Finite difference, finite volume, collocation, spectral, and finite element methods for BVP; a priori and a posteriori error analysis, stability, convergence, adaptivity.