MA 4411: Numerical Analysis of Differential Equations

This course is concerned with the development and analysis of numerical methods for differential equations. Topics covered include: well-posedness of initial value problems, analysis of Euler’s method, local and global truncation error, Runge-Kutta methods, higher order equations and systems of equations, convergence and stability analysis of one-step methods, multistep methods, methods for stiff differential equations and absolute stability, introduction to methods for partial differential equations. This course will be offered in 2022-23, and in alternating years thereafter.