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:
Approximately two weeks are spent on each topic, except for three weeks spent on PDEs.
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)