Department of Mathematics Syllabus
This syllabus is advisory only. For details on a particular instructor's syllabus (including books), consult the instructor's course page. For a list of what courses are being taught each quarter, refer to the Courses page.
- Initial Value Problems o One-step methods o Multistep methods o Runge-Kutta methods o Stiff equations - Two-Point Boundary Value Problems o Shooting methods o Collocation methods - Differential Algebraic Equations o Index-1 systems o General systems - Linear Dynamical Systems o Time-invariant systems o Dimension reduction of large-scale systems
- A. Iserles, A First Course in the Numerical Analysis of Differential Equations, Cambridge University Press, 1996
- J. Stoer and R. Bulirsch, Introduction to Numerical Analysis, 3rd Ed., Springer-Verlag, 2002