Week 02-03: Theory and implementation of numerical methods for initial and boundary value problems in ordinary differential equations.

Some general features of ordinary differential equations are discussed in this lesson. The two classes of ODEs (i.e., initial-value ODEs and boundary-value ODEs) are introduced.  The two types of physical problems (i.e., propagation problems and equilibrium problems) are discussed.  The objectives of this lesson are (a) to present the general features of ordinary differential equations; (b) to discuss the relationship between the type of physical problem being solved, the class of the corresponding governing ODE, and the type of numerical method required; and (c) to present examples to illustrate these concepts.


J. D. Hoffman, Numerical Methods for Engineers and Scientists, second ed. (Marcel Dekker, Inc, New York,.Basel, (1992))

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