Math 579 (Formerly 577): Numerical Ordinary Differential Equations



Time and Place: TR 9:30 am - 10:45 am, MITCH 109
Instructor: Jehanzeb H. Chaudhry (Zeb), jehanzeb@unm.edu, www.math.unm.edu/~jehanzeb
Office Hours: Tuesday: 1:00 pm - 3:00 pm (SMLC 310)


Texts:
[AHS] Numerical solution of ordinary differential equations by Atkinson, K. E., Han, W., and Stewart, D. Wiley
[GH] Numerical Methods for Ordinary Differential Equations: Initial Value Problems by D. Griffiths and D. Higham (Free eBook for UNM students). Springer

Other Recommended Texts:
Solving Ordinary Differential Equations I: Nonstiff Problems by Hairer, E., Norsett and S., Wanner, G.
Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems by Hairer, E. and 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. Advanced topics like boundary value problems, differential-algebraic systems, delay differential equations, implicit-explicit methods etc. will be covered based on time and student interest.

Grading:  
30% Homeworks
40% In-class activities  
30% Project

Syllabus  

Jupyter Notebooks:
Notebook using python solver and Euler method to solve a system of ODEs  
Notebook demonstrating stability properties of Euler and backward Euler methods  
Notebook demonstrating Stiff problems and Trapezoid Method  

Homeworks:
Homework 1: Chapter 2[AHS]: 2, 11, 14. Chapter 3 [AHS]: 5. Due February 6th.
Homework 2. Due February 18th.
Homework 3: [GH]: 4.12, 4.17, 5.2, 5.8, 5.14. Due March 3.
Homework 4. Due March 24th March 31st.
Homework 5. Due April 16th.

Reading assignments and worksheets:   All worksheets are due one week after the reading day.
Thursday April 2: worksheet 15. AHS Chapter 9 upto 9.2
Tuesday April 7: worksheet 16. AHS: 9.4 and 9.3
Thursday April 9: worksheet 17. AHS Chapter 10 upto and including 10.3
Tuesday April 14: worksheet 18. AHS Chapter 10: pages 173 - 179
Thursday April 16: worksheet 19. AHS Chapter 10: pages 179 - 185