APPLIED NUMERICAL ANALYSIS
Optional course 4 credits.
Lectures : 3 credits Computer practices : 1 credit
We will cover the various topics for the numerical eigenvalue problems for linear systems, numerical solution to ordinary differential equations and numerical solutions of partial differential equations.
II. Prerequisites : Matlab .
III. Contents
We cover chapters 5, 8, 9 of the book [1]
Chapter 1: Eigenvalue problems
Chapter 2: Numerical solution of ordinary differential equations
2.1 Existence and uniqueness
2.2 Taylor series methods
2.3 Runge-Kutta methods
2.4 Multistep methods
2.5 Boundary value problems
2.6 Stiff equations
Chapter 3: Numerical solution of partial differential equations
3.1 Explicit and implicit methods for parabolic problems
3.2 Finite difference methods
3.3 Galerkin and Ritz methods
3.4 Multigrid methods
References