Numerical Solution of ODE

MATH-62261/72261
Fall 2009, Tuesday/Thursday 5:30pm -- 6:45pm; MSB 211

Instructor: Jing Li
Office: 360 Mathematics and Computer Science Building
Phone: (330) 672-9111
E-mail: li@math.kent.edu
Office hours:
Tuesday/Thursday: 10:30am -- 12:30pm

This course covers the numerical algorithms and their theories for solving ordinary differential equations. Topics include Euler's method, multistep methods, Runge-Kutta methods, solving stiff ODEs, and finite difference methods for Poisson equation and their sparse direct solvers. Matlab will be used in this course.

Textbook
``A First Course in the Numerical Analysis of Differential Equations'', by Arieh Iserles, Second Edition, Cambridge, 2009.

Grading Policy
No in-class midterm and final exams for this course. Weekly homework, one midterm project and one final project will be assigned and graded. The final grade will be determined by your grades on the homework (40%), on the midterm project (30%), and on the final project (30%).