Assignment #6 PDF .tex
Assignment #5 PDF .tex
Assignment #4 PDF .tex
Student lecture #2 PDF
Assignment #3 PDF .tex
Assignment #2 PDF .tex e_adams.m
Assignment #1 PDF .tex
Student lecture #1 PDF
Course information PDF
MWF 12:30-1:20 LWSN B134
Instructor Robert Skeel
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.
David F. Griffiths and Desmond J. Higham
Numerical Methods for Ordinary Differential Equations: Initial Value Problems,
supplemented by instructor's notes.
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.
* 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