Instructor: Baver
Okutmuştur Office: M242
Tel: 210 2974
email: baver@metu.edu.tr
Lectures: Tuesday 13:40-15:30 and Thursday 10:40-11:30 (at
M215)
Exams and Grading:
Midterm
(30%) TBA
Homework (30%)
Final (40%) (TBA)
Make-up Exam : No Make-up examination will be offered
Course webpage :
http://users.metu.edu.tr/baver/677.htm
Course Topics :
1.
Introduction
to IVPs and BVPs, stability and convergence analysis, numerical methods.
2.
Singlestep methods for IVPs
·
Euler,
Taylor series methods
·
Runge-Kutta,
implicit Runge-Kutta, extrapolation methods
·
stability
errors
3.
Numerical
methods for the solution of system of differential equations and higher order
ODEs, stiff problems.
4.
Multistep
methods
·
explicit
and implicit methods
·
predictor-corrector
methods
·
stability
and convergence analysis, estimation of truncation errors
5.
Numerical
methods for BVPs
·
finite
difference
·
collocation
·
shooting
methods
Text Book(s) and references:
1. Numerical Solutions of
Differential Equations, 2nd Edition, M.K. Jain.
2. K. Brenan, S. Campbell, L. Petzold,
Numerical Solution of IVP and Differential Algebraic Equations, SIAM 1996
3. L. Fox and D. F. Mayers,
Numerical Solutions of ODE for Scientist and Engineers, Chapman and Hall, 1987
4. L. F. Champine, Numerical
Solutions of ODE, Chap and Hall. Inc. 1994
5. L.W.Johnson and R. Dean
Riess, Numerical Analysis, Addision Wesley, 1982
6. E. Suli, Numerical Solutions
of ODE, 2001