Numerical Analysis of Differential Equations

Acquire a basic understanding of numerical methods for differential equations

This lesson will cover the following topics:

- Numerical methods for ODE: Modeling, single-step methods (Euler, Runge, Heun, RK4), consistency error. Order and convergence of schemes. Steep problems and stability of implicit schemes. Multi-step methods. Stability and convergence.

- Introduction to linear PDEs and modeling: basic concepts, first-order examples, classification of second-order PDEs with constant coefficients. Examples of typical linear PDEs, introduction to numerical solution using finite differences, illustrated with examples.

The analysis courses in the first and second years of the bachelor’s program and the first semester of the third year, specifically:

- HAX302X Analysis III: Integration and Elementary Differential Equations

- HAX502X Differential Calculus and Differential Equations

Recommended prerequisites: first semester of the third year of a bachelor's degree program

Hourly volumes:

            CM: 18

            TD: 15

            TP: 12

            Land: -