Student lecture #2 PDF
Assignment #2 PDF .tex e_adams.m
Student lecture #1 PDF
Course information PDF
MWF 12:30-1:20 LWSN B134
Instructor Robert Skeel
Prerequisites:
The course will be self-contained as much as possible.
Material needed from the official prerequisite, CS 514, will be
reviewed minimally.
Assumed are (undergraduate) courses on differential equations and linear algebra
and a graduate course in continuous mathematics, e.g.,
CS 514, Math 527, or ME 581.
Textbook:
David F. Griffiths and Desmond J. Higham
Numerical Methods for Ordinary Differential Equations:
Initial Value Problems,
Springer, 2010.
supplemented by instructor's notes.
topic outline:
initial value problems, boundary value problems, differential-algebraic
equations;
also, stochastic differential equations, geometric
integrators, delay-differential equations, introduction to coarse graining;
all with examples from applications such as mechanics, multibody systems,
electrical circuits, chemical kinetics, and biology.
tentative plan for assignments, exams, and grading:
* written homework sets expected of all students.
* each student's choice of specified computer problems or more theoretical
written problems; these might be mildly open-ended.
* a couple of in-class hourlies, based on homeworks and review questions.
Other references:
* U. M. Ascher, L. R. Petzold.
Computer Methods for Ordinary Differential Equations and
Differential-Algebraic Equations,
Soc for Industrial & Applied Math, 1998.
* Arieh Iserles,
A First Course in the Numerical Analysis of Differential Equations,
Cambridge University Press, 1996.
Last updated 2012-1-26