Jan 02, 2025  
Rensselaer Catalog 2024-2025 
    
Rensselaer Catalog 2024-2025
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MATH 6820 - Numerical Solution of Ordinary Differential Equations


Numerical methods and analysis for ODEs with applications from mechanics, optics, and chaotic dynamics. Numerical methods for dynamical systems include Runge-Kutta, multistep and extrapolation techniques, methods for conservative and Hamiltonian systems, methods for stiff differential equations and for differential-algebraic systems. Methods for boundary value problems include shooting and orthogonalization, finite difference and collocation techniques, and special methods for problems with boundary or shock layers.

Prerequisites/Corequisites: Prerequisite: MATH 4800  or CSCI 4800  or permission of instructor.

When Offered: Fall term even-numbered years.

Cross Listed: CSCI 6820 . Students cannot obtain credit for both this course and CSCI 6820 .

Credit Hours: 4



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