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# MATH 270C Numerical Ordinary Differential Equations

##
MWF 11:00am-11:50am, APM 2402.

## Instructor

- Prof. Melvin Leok

Office: APM 5763

Email: mleok@math.ucsd.edu

Office Hours: MW 12:00pm - 12:50pm, or by appointment.

## Teaching Assistant

## Announcements

- The midterm exam will be on Friday, May 10, in class. It will cover up
to Chapter 3 of Iserles (including collocation and implicit Runge-Kutta
methods).
- Course
Handout
- Course Notes
- Homework 1, due April 12, 2013.
- Homework 2, due April 26, 2013.
- Homework 3, due May 10, 2013.
- The resources below are password protected with the user name ma270c,
and the password is the first 4 digits of:

.

## Course Description

- This course will focus on the mathematical analysis and derivation of
numerical methods for the solution of ordinary differential equations.
Issues include order of accuracy, convergence, stability. We will discuss
this in the context of numerical methods for initial value problems and
boundary value problems.

## Prerequisites

- MATH 270B or consent of instructor. Programming experience in any
language, e.g., C/C++, FORTRAN, MATLAB.

## Textbook

## Additional Reading

These additional references address advanced topics in the
numerical
analysis of differential equations.
- Numerical
Methods for Ordinary Differential Equations, 2nd
Edition

John Butcher. John-Wiley, 2008. ISBN: 0470723351
[ Electronic Version ]
- Solving
Ordinary Differential Equations I: Nonstiff
Problems, 2nd Revised Edition

Hairer, Norsett, Wanner. Springer-Verlag 2010. ISBN:
3642051634
[ Electronic Version ]
- Solving
Ordinary Differential Equations II: Stiff and
Differential-Algebraic Equations, 2nd Revised
Edition

Hairer, Wanner. Springer-Verlag 2010. ISBN: 9783642052200
[ Electronic Version ]
- Geometric
Numerical Integration, 2nd Edition, Springer Series in
Computational
Mathematics

Hairer, Lubich, Wanner. Springer-Verlag,
2006. ISBN:
3540306633
[ Electronic Version ]
- Simulating
Hamiltonian Dynamics, Cambridge Monographs on Applied
and
Computational Mathematics

Leimkuhler, Reich, Cambridge University Press, 2005. ISBN:
0521772907
[ Electronic Version ]

## Grading

- Your grade in the course is based on homework (25%), a midterm exam
(25%), and a final exam (50%).