MTH
452-
552
: NUMERICAL SOLUTION OF ORDINARY DIFFERENTIAL EQUATIONS - Winter 2013
|
|
| General information |
|---|
Instructor:
Malgorzata Peszynska
Class:
MWF 10:00-10:50 Rogers 440
Course information:
Credits: 3.00.
Student preparation: Students should have a good background in
differential equations (for example, at least MTH 256 or
equivalent). Familiarity with (some) numerical methods, algorithms,
some programming language, and in particular with MATLAB is a plus;
however, I will develop the basics as necessary. Most students will
have taken 451/551 prior to this course but this is not mandatory:
please contact me if you have questions.
Syllabus: In the course we will cover
numerical methods for Initial Value Problems (IVPs) and in particular:
- Review of solving differential equations.
- Difference methods for IVP including one- and multi-step methods,
explicit and implicit methods. predictor-corrector methods, and
more. You will become familiar with methods associated with names of
Euler, Runge-Kutta, Adams-Bashforth, Adams-Moulton.
- Properties of numerical methods for IVP: their stability,
consistence, rate of convergence, and cost. You will understand the
dilemma between accuracy and efficiency.
- Examples of relevant ODEs from applications in mechanics,
chemistry, biology, and geosciences. You will get computational
experience in solving them numerically and enjoy discovering their
properties using numerical experiments.
Additional topics may include introductory material on BVP (boundary
value problems).
Exams: There will be a Midterm in class Monday, 2/11, and a Final Exam
on Wed, 3/20, at 9:30am.
Grading: Homework will count as 40% of the grade, exams as
30% each. Problems for extra credit (for the total up
to 10%) can/will be assigned individually
throughout the term for those interested.
Textbook:
Course Outcomes: A successful student will be able to
- Understand, analyze, and implement basic finite difference schemes
for ordinary differential equations
- Determine stability and accuracy of an algorithm theoretically and experimentally
- Propose an appropriate method for IVP in a given application
Special arrangements for students with disabilities,
make-up exams etc.: please contact the instructor and Services for Students with
Disabilities, if relevant, and provide appropriate
documentation.
Course drop/add information is at
http://oregonstate.edu/registrar/.
|
|
|
