Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...

Id: 008293 Credits Min: 3 Credits Max: 3 Description Introduction to differential equations. Topics include methods of solutions for linear and non-linear first order differential equations, linear ...

Introduces ordinary differential equations, systems of linear equations, matrices, determinants, vector spaces, linear transformations, and systems of linear differential equations. Prereq., APPM 1360 ...

SIAM Journal on Numerical Analysis, Vol. 7, No. 1 (Mar., 1970), pp. 47-66 (20 pages) Linear one step methods of a novel design are given for the numerical solution of stiff systems of ordinary ...

The authors apply Rosenbrock methods for the solution of initial value problems for linear partial differential equations u t (x, t) = L (x, ∂) u (x, t) + f (x, t). Under weak assumptions on the ...