MATH 4365 - Numerical Methods for Differential Equations - University of Houston
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MATH 4365 - Numerical Methods for Differential Equations

***This is a course guideline.  Students should contact instructor for the updated information on current course syllabus, textbooks, and course content***

Prerequisites: MATH 2318, MATH 3331 or equivalent, and three additional hours of 3000-4000 level Mathematics.

Course Description: Numerical differentiation and integration, multi-step and Runge-Kutta methods for ODEs, finite difference and finite element methods for PDEs, iterative methods for linear algebraic systems and eigenvalue computation.

Textbook: "Numerical Solution of Ordinary Differential Equations", by Kendall Atkinson et al. ISBN: 9780470042946. "A First Course in the Numerical Analysis of Differential Equations", by Arieh Iserles. ISBN: 9780521734905

Course Content:

This is an introductory course on numerical methods for ordinary and partial differential equations. It includes the construction, analysis and application of numerical methods for:
• Initial value problems in ODEs
• Boundary value problems in ODEs
• Initial-boundary value problems in PDEs with one space dimension.

Approximately four weeks are spent on each topic.


Grading: Please consult your instructor's syllabus regarding any and all grading guidelines.


All homework must be submitted online, by uploading your PDF file to Black- board. Submissions on paper will not be accepted. All pages of your homework assignment must be in a single PDF file. Only PDF format will be accepted, not JPEG, ZIP, etc. It is your responsibility to make sure uploaded files are correct and legible. Any deviation from these instructions will result in a grade of ZERO. Make sure that you upload your homework in time for the deadlines. Homework submitted later than one class period beyond its due date will not be accepted without a written excuse. You are encouraged to discuss homework with your classmates. However, you are expected to individually write up your solutions.

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