CSC2302H: Numerical Solutions of Initial Value Problems for Ordinary Differential Equations

Issues involved in the numerical solution of initial value problems in ODEs. Error propagation and the design of robust numerical methods. Methods designed for stiff and non-stiff problems will be reviewed and the significant difficulties arising in each area identified. State-of-the-art software will be surveyed and critically evaluated. Difficulties associated with implicit equations, algebraic constraints and delay terms will also be considered.

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