Course contents
This is a first course on scientific computing for ordinary and partial differential equations. It includes the construction, analysis and application of numerical methods for:
- Initial value problems in ODEs
- Boundary value problems in ODEs
- Initial-boundary value problems in PDEs with one space dimension.
Approximately two weeks are spent on each topic, except for three weeks spent on PDEs.
Literature
So far we have used the textbook A First Course in the Numerical Analysis of Differential Equations by Arieh Iserles, Cambridge Texts in Applied Mathematics, 1996. (This is recommended for Pi-students)
We also recommend An Introduction to Modeling and Computation for Differential Equations by Lennart Edsberg which has a stronger focus on applications and contains many interesting examples. (This is recommended for F-students)
Additional material
Lecture notes, sets of exercise problems, computer exercises and assignments. These are published on this web site in the Lectures section and in the Exercises section.