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教学时程

This course is divided into four main sections, as shown below. The lecture topics for each section are also provided.


SECTIONS 课程单元
1-11 Integration of Systems of Ordinary Differential Equations Multi-step (Explicit and Implicit) and Multi-stage (i.e. Runge-Kutta) Integration for Scalar and Systems of ODE's

Analysis of Stability and Accuracy

Solution of Nonlinear Equations
12-20 Finite Difference Methods for Partial Differential Equations Finite Difference Approximations of Derivatives

Stability and Accuracy of Finite Difference Schemes

Explicit vs. Implicit Time Discretizations

Thomas Algorithm for Solution of Tri-diagonal Matrices
21-29 Finite Element Methods for Partial Differential Equations Galerkin Finite Element Methods

Essential and Natural Boundary Conditions

Accuracy

Gaussian Quadrature
30-37 Probabilistic Simulation Techniques Monte Carlo Methods

Response Surface Methods

Moment Methods

 
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