CAS 740 / Numerical Methods for Ordinary Differential Equations and Differential-Algebraic Equations

3 unit(s)

N. Nedialkov (cross-listed as CSE 740)

Numerical methods for ODEs and DAEs; Runge-Kutta, multistep methods; convergence, accuracy, consistency; error estimation and propagation, step size and order control; stability, non-stiff and stiff methods; software for ODEs and DAEs.