Numerical Methods for Differential Equations
MCNAcourses ▸ FMNN10 – Autumn 2017

Course contents

This is a first course on scientific computing for ordinary and partial differential equations. It includes the construction, analysis and application of numerical methods for:

  1. Initial value problems in ODEs
  2. Boundary value problems in ODEs
  3. Initial-boundary value problems in PDEs with one space dimension.

Approximately two weeks are spent on each topic, except for three weeks spent on PDEs.

Literature

For those who want a text book we recommend An Introduction to Modeling and Computation for Differential Equations by Lennart Edsberg which has a strong focus on applications and contains many interesting examples.

Edsberg

Additional material

Lecture notes, sets of exercise problems, computer exercises and assignments. These are published on this web site (Lectures tab, Exercises Tab)