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# MATH 270C Numerical Ordinary Differential Equations

##
MWF 3:00pm-3:50pm, APM 5402.

## Instructor

- Prof. Melvin Leok

Office: AP&M 5763

Email: mleok@math.ucsd.edu

Office Hours: M 1:00pm-1:50pm, W 2:00pm-2:50pm, or by appointment.

## Teaching Assistant

## Announcements

- The midterm will be held on Monday, May 2, in class from 3:00pm to
3:50pm. It will be closed book, and will cover Chapters 1 to 3 of the
textbook.
- Course
Handout
- The resources below are password protected with the user name ma270c,
and the password is the first 4 digits of:

.
- Homework 1, due April 15,
2016.
- Homework 2, due April
22, 2016.
- Homework 3, due April
29, 2016.
- Homework 4, due May
11, 2016.

## Course Description

- This course will focus on the mathematical analysis and derivation of
numerical methods for the solution of ordinary differential equations.
Issues include order of accuracy, convergence, stability. We will discuss
this in the context of numerical methods for initial value problems and
boundary value problems.

## Prerequisites

- MATH 270B or consent of instructor. Programming experience in any
language, e.g., C/C++, FORTRAN, MATLAB.

## Textbook

## Additional Reading

These additional references address advanced topics in the
numerical
analysis of differential equations.
- Numerical
Methods for Ordinary Differential Equations, 2nd
Edition

John Butcher. John-Wiley, 2008. ISBN: 0470723351
[ Electronic Version ]
- Solving
Ordinary Differential Equations I: Nonstiff
Problems, 2nd Revised Edition

Hairer, Norsett, Wanner. Springer-Verlag 2010. ISBN:
3642051634
[ Electronic Version ]
- Solving
Ordinary Differential Equations II: Stiff and
Differential-Algebraic Equations, 2nd Revised
Edition

Hairer, Wanner. Springer-Verlag 2010. ISBN: 9783642052200
[ Electronic Version ]
- Geometric
Numerical Integration, 2nd Edition, Springer Series in
Computational
Mathematics

Hairer, Lubich, Wanner. Springer-Verlag,
2006. ISBN:
3540306633
[ Electronic Version ]
- Simulating
Hamiltonian Dynamics, Cambridge Monographs on Applied
and
Computational Mathematics

Leimkuhler, Reich, Cambridge University Press, 2005. ISBN:
0521772907
[ Electronic Version ]

## Grading

- Your grade in the course is based on homework (25%), a midterm exam
(25%), and a final exam (50%).