CS614, Spring 2004

Numerical Solutions of Ordinary Differential Equations

(with Applications to Partial Differential Equations)

Instructor: Jie Shen

TTh 9:00-10:15 at MATH 215

Office: MATH 806 Office Hours: TTh 10:15-11:30am or by appointment

Phone: 4-1923 Message: 4-1901 E-mail: shen@math.purdue.edu

Computer projects

Course outline:

Numerical solutions of initial-value problems by Runge-Kutta methods, general one-step methods, and multistep methods; analysis of truncation error, discretization error, and rounding error; stability of multistep methods; applications of these time stepping schemes for solving partial differential equations.

Prerequisite:

CS514 or equivalent.

Grading policy:

The grade will be based on homoworks (50%), computer projects (20%) and an exam (30%).

textbooks:

1. J.D. Lambert, Numerical Methods for Ordinary Differential Systems, Wiley 1991.

2. (optional) W. Hundsdorfer and J.G. Verwer, Numerical Solutions of Time-Dependent Advection-Diffusion-Reaction Equations, Springer 2003.

3. A lecture note by E. Suli.