Computational Methods in Ordinary Differential Equations

A third year content that covers numerical methods for solving Ordinary Differential Equations (ODEs) and linear systems of equations.

• Runge-Kutta Methods and Computational Linear Algebra Lecture notes

Topics include:

• initial value problems
• the Taylor series
• the Euler method
• explicit and implicit Runge-Kutta methods
• boundary values problems
• LU, Cholesky and QR decomposition
• Jacobi, Gauss-Seidel and SOR indirect methods.