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FINITE DIFFERENCE METHODS FOR SOLVING DIFFERENTIAL …

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FINITE DIFFERENCE METHODSFORSOLVING DIFFERENTIAL EQUATIONSI-Liang ChernDepartment of MathematicsNational Taiwan UniversityMay 16, 20132Contents1 FINITE DIFFERENCE Approximation . . . . . . . . . . . . . . . . . . .. . . . . . . . Basic Numerical METHODS for Ordinary DIFFERENTIAL Equations . . . . . . . . . . . Runge-Kutta METHODS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . Multistep METHODS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . Linear DIFFERENCE equation . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . Stability analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . Zero Stability.

Chapter 1 Introduction The goal of this course is to provide numerical analysis background for finite difference methods for solving partial differential equations.

  Solving

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