Computational Methods in Ordinary Differential Equations

Undergraduate course, Manchester Metropolitan University, 2023

An undergraduate module covers numerical methods for solving Ordinary Differential Equations.

Topics include:

  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