This is a preview. Log in through your library . Abstract Matrix Riccati Differential Equations (MRDEs) X′ = A 21 - XA 11 + A 22 X - XA 12 X, X(0) = X0, where A ij ≡ A ij (t), appear frequently ...

Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods for linear and non-linear equations, (b) spatial discretization and ...

The stiffness in some systems of nonlinear differential equations is shown to be characterized by single stiff equations of the form $$y' = g'(x) + \lambda \{y - g(x ...

Description: Numerical solution of initial-value problems by Runge-Kutta methods, general one-step methods, and multistep methods; analysis of truncation error, discretization error, and rounding ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...