Math2090 Fall Semester 2006/2007 (2071)

Numerical Solutions of Ordinary Differential Equations
MWF 12:00-12:50 Thackeray 704

Office Hours

MWF 1:00 - 2:00, and by appointment
Office: Thackeray 605
Phone: (412) 624-8338
E-mail: yotov@math.pitt.edu

This course is an introduction to modern methods for the numerical solution of initial and boundary value problems for systems of ordinary differential equations and differential algebraic equations. We will discuss the principal classes of numerical methods and of their theory, including convergence and stability considerations, order and step size selection and the effects of stiffness.

Written homework and several computational projects will be assigned. Suggested programming language is Matlab. The Matlab language provides extensive library of mathematical and scientific function calls entirely built-in. Matlab is available on Unix and Windows in the university computing labs. The full set of manuals is on the web in html and also in Adobe PDF format. The "Getting Started" manual is a good place to begin and is available both in html format and in Adobe PDF format. The full reference manual as well as manuals for each of the many toolboxes are all available.

Course materials