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 academic years ending in odd numbers.