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MATH department

MATH 270C. Numerical Ordinary Differential Equations (4 units)

Link to catalog page: https://catalog.ucsd.edu/courses/MATH.html#math270c

Description

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. Prerequisites: MATH 270B or consent of instructor.

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