Math 4066 - Numerical Differential Equations

Syllabus
Instructor:Xiaoliang Wan
Lecture:TTH 10:30-11:50am, 130 Lockett Hall
Office Hours:MW 3:00-4:30pm
Course Description:In this course, we will discuss the numerical integration of ordinay differential equations. We will introduce the construction of several typical numerical schemes, including Euler's method, Taylor series method, Rungue-Kutta method, and multistep method. Meanwhile, we will develop the mathmematical understanding on some key concepts such as stability, consistency and convergence. We also briefly address some specific issues such as adaptive selection of step size, and the numerical integration of stiff problems.
Grade:Your final grade will be based on your performance on homework and exams: Homework (40%), Midterm (30%) and Final exam (30%). You are encouraged to discuss with others about your homework. However, you must prepare you own solutions. Homework is due in class roughly every Thursday. No late homework is accepted.

Homework
Homework 1 Exercise 1.3, 1.4, 2.2, 2.3, 2.4 [Due on 01/25/2018]
Homework 2 Exercise 2.7, 2.8, 2.10, 2.13, 2.14 [Due on 02/01/2018]
Homework 3 Exercise 3.1, 3.2, 3.4, 3.7, 3.10, 3.11 [Due on 02/15/2018]
Homework 4 Exercise 4.1, 4.2, 4.3, 4.13 [Due on 02/22/2018]