Numerical Methods for Differential Equations
MCNAcourses ▸ FMNN10 – Autumn 2016

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 have so far used the textbook A First Course in the Numerical Analysis of Differential Equations by Arieh Iserles, Cambridge Texts in Applied Mathematics, 1996. (This is recommended for Pi-students)

We also recommend An Introduction to Modeling and Computation for Differential Equations by Lennart Edsberg which has a stronger focus on applications and contains many interesting examples. (This is recommended for F-students)

Iserles Edsberg

Additional material

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