3 credits
Fall 2025 Lecture Upper Division
Numerical solution of initial-value problems by Runge-Kutta methods, general one-step methods, and multistep methods; analysis of truncation error, discretization error, and rounding error; stability of multistep methods; numerical solution of boundary- and eigen-value problems by initial-value techniques and finite difference methods.
Learning Outcomes1Learn general one-step methods for numerical solution of initial-value problems.
2Learn explicit and implicit Runge-Kutta and multistep methods, convergence and stability.
3Learn iterative methods for solving large systems of equations.
4Learn numerical methods for stochastic differential equations and Monte Carlo methods.
5Learn the Fast Fourier Transform and spectral methods.
6Learn to use software tools such as visualization and specialized computing packages.
Prerequisites
Restrictions
made by Purdue students.