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Numerical Solutions of Ordinary Differential Equations -Math 311 (3 units)

Course Instructor: M. Aslam Butt Year: 2002-2003

Room No: 118, Ext. 2118 Term: Winter

Email: aslamb@lums.edu.pk

INTRODUCTION:

The mathematical formulation of problems arising in science, engineering, economics and


finance involving rate of change w.r.t. one independent variable is governed by ordinary
differential equations. Solutions of “real life” problems often require developing and
applying numerical/computational techniques to model complex physical situations, which
otherwise are not possible to solve by analytical means. The choice of such a technique
depends on how accurate a solution is required, posing a multitude of several other factors
including computing time constraint and stability of a method. Once a suitable numerical
technique has been applied and the problem is transformed into an algorithmic form, one can
use the powerful computational facilities available.

GOALS:

 Develop techniques to solve an initial value problem ( IVP) or boundary value problem
(BVP ) and calculate the associated local/global truncation errors.

 Identify and apply an economical and efficient method to get a numerical solution of an
ODE or a system of ODEs.

 Examine the stability of various numerical schemes.

 Compare numerical solutions of some easy differential equations with their analytical
counterparts.

 Gain experience of ODE solvers through MATLAB.

PRE-REQUISITE:

Math 211 ( Ordinary Differential Equations ).

TEXTS:

1. Buchanan, J.L. & Turner, P.R: Numerical Methods and Analysis (1992), McGraw Hill.
2. Burden, R.L. & Faires, J.D.: Numerical Analysis (5th Edition, 1993). PWS-Boston.
3. Mathews, J. H.: Numerical Methods for Mathematics, Science and Engineering (2nd
Edition, 1992), Prentice Hall.
4. Class Handouts.
GRADING SCHEME:

Quizzes: 30%

Mid-term: 30%

Final Exam: 40%

COURSE OUTLINES:

S. No. Topic Readings


1,2 Preliminaries; Normalization of Variables; Buchanan & Turner: Chap 10
Taylor and Euler’s methods to solve an IVP. (Sections 10.1 – 10.2)
3,4 Runge-Kutta Method (fixed step): First order Buchanan & Turner: Chap 10
ODE and system of ODEs; Consistency, (Sections 10.2-10.3)
Convergence; Local and Global Truncation
Errors.
5,6. Variable-step Runge-Kutta Method; Runge- Buchanan & Turner: Chap 10
Kutta-Felberg Methods ( 2-3 and 3-4 ). (Section 10.5)
7,8. Multi-step Methods: Newton’s Divided Buchanan & Turner: Chap 10
Difference Interpolating Polynomial; Adams (Section 10.4)
Bashforth Formulas. Chap 4 (Polynomial Interpolation)
9,10. Predictor – Corrector Techniques: Buchanan & Turner: Chap 10
(i) Euler (ii) Milne (iii) Adams-Moulton (Section 10.4)
11. Mid-term exam.
12,13. Difference Equations; Stability Analysis of Buchanan & Turner: Chap 10
Various Computational Methods. (Sections 10.7)
14. Stiff Differential Equations; Solution by Burden & Faires: Chap 5
Implicit Trapezoidal Method. (Section 5.11)
15. Boundary Value Problems with various types Burden & Faires: Chap 11
of conditions; Linear Shooting Method. (Section 11.1)
16,17. Non-Linear BVPs (2nd Order): Iterative Burden & Faires: Chap 11
Method of Sweeps and Newton’s Method. (Section 11.2)
18. Non-Linear BVPs (Higher Order). Class handouts
19,20. Finite Differences and Solutions of Linear Mathews, J.H.: Chap 6
BVPs. (Sections 6.1 – 6.2).
Burden & Faires: Chap 11
(Section 11.3)

Lecture Duration: 75 minutes.