Template:MATHS 787:2007 Description

From MathsDept

This course can be taken either as a supervised reading paper or project or as a course on

Numerical methods for differential equations

This course is intended for students who are familiar with standard methods for solving ordinary differential equations, such as Runge– Kutta methods and linear multistep methods, or who have an interest in learning about these methods.

The content will be divided into three parts. First we will consolidate and formalise existing knowledge of the traditional methods. We will then introduce some new and more specialised topics, some of which are associated with so called “General linear methods”, which are generalisations of both Runge-Kutta and linear multistep methods. Finally, we will go more seriously into some of the new topics, with the actual selection based on interests that will have developed amongst members of the class.

Throughout the course the emphasis will be balanced between theoretical and practical considerations.