Numerical methods for differential equations

Additional Info

  • ECTS credits: 6
  • Semester: 2
  • University: University of L'Aquila
  • Objectives:

    Goals of the course:
    Give the mathematical instruments to handle with optimization problems and differential
    equations. The course consists of 6 credits and lasts 60 hours.

    Expected learning results:
    Being able to solve numerically, both for the theoretical aspects and for the implementation
    issues, general problems arising in differential modeling.

  • Topics:

    Numerical methods for the Cauchy problem. Ons step methods. Stability theory.
    Stiff problems and differential-algebraic problems. Numerical methods for boundary value problems.
    Numerical methods for elliptic and parabolic PDEs.

  • Books:

    E. Hairer, S.P. Norsett and G. Wanner, Solving ordinary differential equations. I.
    Nonstiff problems. Second edition. Springer Verlag.
    E. Hairer and G. Wanner, Solving ordinary differential equations. I.
    Stiff and differential-algebtraic problems. Second edition. Springer Verlag.
    P. Henrici, Discrete variable methods in ordinary differential equations. Ed. John Wiley.
    J.D. Lambert, Computational methods in ordinary differential equations. Ed. John Wiley.

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