Scientific Computing: Differential Equations in Vector Spaces
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A first course on computational differential equations in vector spaces and applications, a continuation of EN.550.385. Topics include root-finding for nonlinear systems of equations (bisection, Newton, and secant methods), numerical differentiation and integration, and numerical solution of initial-value problems (Runge–Kutta, multistep, extrapolation methods, stability, implicit methods, and stiffness) and boundary-value problems (shooting method, relaxation) for ordinary differential equations in finite-dimensional vector spaces. Theoretical topics such as existence, uniqueness, and stability of solutions to initial-value problems, conversion of higher-order/non-autonomous equations to systems, etc., will be covered as needed. Matlab is used to solve all numerical exercises.
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