Numerical Differential Equations
1.Basic integration schemes. Order/control of accuracy.
2. Ordinary Differential Equations.
- a. Initial Value (Cauchy) Problem: Euler method (forward-backward, explicit-implicit, stability). Order of the method. Runge-Kutta. Adaptive methods.
- b. Boundary Value Problem. Shooting. Quasi-linearization. Continuation.
3. Partial Differential Equations. Extensions from ODE. Numerical stability.