Overview

To introduce and give an understanding of numerical methods for the solution of ordinary and partial differential equations, their derivation, analysis and applicability.

The MT lectures are devoted to numerical methods for initial value problems, while the HT lectures concentrate on the numerical solution of boundary value problems.

Learning Outcomes

Students will understand and have experience of the theory for:

• Construction of shooting methods for boundary value problems in one independent variable
• Elementary numerical analysis of elliptic partial differential equations
• Analysis of iterative methods for solution of large linear systems of equations