MATH 685/CSI 700 Lecture Notes
https://math.gmu.edu/.../teaching/Spring10/notes/MAT…MATH 685/ CSI 700/ OR 682 Lecture Notes Lecture 10. Ordinary differential equations. Initial value problems. Differential equations Differential equations involve derivatives of unknown solution function Ordinary differential equation (ODE): all derivatives are with respect to single independent variable, often representing time Solution of differential equation is function in …
MATH 685/CSI 700 Lecture Notes
https://math.gmu.edu/.../teaching/Spring10/notes/MAT…MATH 685/ CSI 700/ OR 682 Lecture Notes Lecture 12. Partial differential equations. Partial differential equations Partial differential equations Advection equation Example Characteristics Classification of PDEs Classification of PDEs Classification of PDEs, cont. Time-dependent problems Semidiscrete methods Semidiscrete finite difference Methods of lines Stiffness …