NODE961

Numerical solution of ordinary differential equations

  • One-step methods (Euler, Taylor and Runge-Kutta)
  • Multistep methods (Adams-Bashforth-Moulton and predictor-corrector)
  • Error analysis of one-step and multistep methods (definition of local and global truncation errors, convergence and various stability)
  • Methods for solving stiff (system) differential equations
  • Algebraic differential equations and solving them
  • Numerical solution of boundary value problems
  • Some numerical methods for solving some integral equations
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