MATH 622 Numerical Differential Equations (2008 Spring)

MATH 622 Numerical Differential Equations (Spring, 2008)

Instructor: Dr. Ruhai Zhou
Textbook:   Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations, by Uri M. Ascher and Linda R. Petzold
Classroom: ED 128
Time: TR 3:00pm-4:15pm
Office: 2107 Eng. & Comp. Sci. Bldg.
Office hour:TR 4:30pm-6:00pm, or by appointment
email:rzhou@odu.edu
Phone:757-683-4378

Motivation

Many physical phenomena can be modeled by ordinary or partial differential equations, for example the movement of celestial bodies, the motion of molecules, chemical reactions, the flow of fluids and heat diffusion, etc. To find the solutions of these differential equations is challenging. For the vast majority of real-world problems, numerical approximations have to be used to solve them.

Objective

This course introduces the basic theory of numerical methods for solving differential equations. Emphasis will be on ordinary differential equations. Brief discussions will be introduced for partial differential equations. At the end of the course, students should be able to understand various numerical methods associated with different types of equations encountered in real-world.

Prerequisites

Topics:

Computational work

It is essential that students are able to develop and use scientific softwares. The problems in first several homework assignments are small enough and can be solved using Mathematica or Matlab. Other problems are more computationally intensive and stduents are required to write programs using Fortran or C language.

Grading