Math 667 Numerical Differential Equations

• Course description: A first course in numerical differential equations. Finite Difference (local polynomial) methods will be derived and analyzed for the numerical solution Ordinary Differential Equaionts and for Elliptic, Parabolic, and Hyperbolic Partial Differential Equations.   Global polynomial (Pseudospectral) methods and global non-polynomial (Radial Basis Function) methods will be introduced.
  
• Prerequisites: MTH 335 and a programming language or permission of instructor.
• Text: Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems.

Fall 2008 course

• syllabus
• daily schedule and Matlab programs, etc.
•  homework problems, projects, exam dates
  

Applets

• ODE Lab
  
• Numerical Advection