Aug 01, 2025  
Rensselaer Catalog 2025-2026 
    
Rensselaer Catalog 2025-2026
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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.

Prerequisite or Corequisite: None, but knowledge of Numerical Computing at the level of MATH 4800  or CSCI 4800  is recommended.

When Offered: FALL TERM, EVEN YEARS

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

Graded: GRADED

Credit Hours: 4



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