Math 577: Numerical Ordinary Differential Equations

Time and Place: TR 2:00 - 3:15 pm, SMLC 124
Instructor: Jehanzeb H. Chaudhry (Zeb), jehanzeb@unm.edu, www.math.unm.edu/~jehanzeb
Office Hours: TBD (SMLC 310)

Texts:
[HW] Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems by Hairer, E. and Wanner, G. (Springer). Free online access to UNM students.
[AHS] Numerical solution of ordinary differential equations by Atkinson, K. E., Han, W., and Stewart, D. (Wiley). Freely downloadable from the authors webpage here
[GH] Numerical Methods for Ordinary Differential Equations: Initial Value Problems by D. Griffiths and D. Higham. (Springer) Free online access to UNM students.
[I] A First Course in the Numerical Analysis of Differential Equations by Iserles. (Cambridge University Press) Free online access to UNM students.

Other Recommended Texts:
Solving Ordinary Differential Equations I: Nonstiff Problems by Hairer, E., Norsett and S., Wanner, G.
Numerical methods for Ordinary Differential Equations by J. Butcher

Course Description: Numerical solution of initial-value problems for ordinary differential equations. Topics include concepts of stability, convergence, multi-stage methods, multi-step methods and stiff systems. I also plan to cover some modern topics like time-parallel integration, exponential integrators and implicit-explicit methods. Other advanced topics like boundary value problems, differential-algebraic systems, delay differential equations, etc. may also be covered based on time and student interest.

Grading:
60% Homeworks
20% Class participation
20% Project

Syllabus