Linear Multistep Methods

Module Guide

• Overview
• Schedule
• Further Reading List

Prerequisite

• Symbols and Notation
• Formulas and Theorems
• Differentiation Rules
• Table of Integrals
• Laplace Transform

Lectures

• 1. Introduction to Differential Equations
• 2. Complex Numbers and Difference Equations
• 3. Gregory-Newton Interpolating Polynomial
• 4. Multistep Methods: Derivation through Integration
• 5. Multistep Methods: Accuracy and Error Constants
• 6. Multistep Methods: Zero-Stability and Convergence
• 7. Multistep Methods: Stability Interval and Region
• 8. Stiff Differential Equations
• 9. Sparse Matrices

Appendix

• Index
• ODE Solvers in Matlab
• ODE Solvers in Scipy