NODE961

Numerical solution of ordinary differential equations

• One-step methods (Euler, Taylor and Runge-Kutta)
• Multistep methods (Adams-Bashforth-Moulton and predictor-corrector)
• Error analysis of one-step and multistep methods (definition of local and global truncation errors, convergence and various stability)
• Methods for solving stiff (system) differential equations
• Algebraic differential equations and solving them
• Numerical solution of boundary value problems
• Some numerical methods for solving some integral equations