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MATH 6623 - Numerical Methods for Differential Equations

Course Name: 
Numerical Methods for Differential Equations
Course Code: 
MATH 6623
Course Credits: 
4
Level: 
Graduate
Prerequisites: 
None, Prior knowledge of Computer Programming would be an asset
Course Description: 

This course is intended to introduce and give an understanding of numerical methods for the solution of ordinary and partial differential equations. The methods will be derived and the convergence and stability of the methods will be analyzed. The applications of these methods in solving real world problems will be emphasized. Students will be exposed to modern mathematical software for the practical use of the problems and for better visualization of the convergence and stability of these methods.

Content: 
Introduction; Initial Value Problem (IVP); Initial Value Problems for Ordinary Differential Equations Picards method; Taylor series method, Euler Method; Boundary value problems for Ordinary differential Finite Difference Methods; Shooting Method; Numerical Solutions to Partial Differential Equation;
Assessment: 
The course assessment will be broken into two components; a coursework component worth 50% and a final exam worth 50%. Two written assignments (5% each); One in-course test – 20% of overall grade; One Laboratory test – 20% of overall grade Final Exams – 50% of overall grade
Categoryofcourses: 
Typeofcourse: 
Electives
coursedegree: 
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