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FINITE DIFFERENCE METHODS FOR SOLVING DIFFERENTIAL …

FINITE DIFFERENCE METHODSFORSOLVING DIFFERENTIAL EQUATIONSI-Liang ChernDepartment of MathematicsNational Taiwan UniversityMay 16, 20132 Contents1 FINITE DIFFERENCE Approximation .. Basic Numerical METHODS for Ordinary DIFFERENTIAL Equations .. Runge-Kutta METHODS .. Multistep METHODS .. Linear DIFFERENCE equation .. Stability analysis .. Zero Stability ..182 FINITE DIFFERENCE METHODS for Linear Parabolic FINITE DIFFERENCE METHODS for the Heat Equation .. Some discretization METHODS .. Stability and Convergence for the Forward Euler method.

FINITE DIFFERENCE METHODS FOR SOLVING DIFFERENTIAL EQUATIONS I-Liang Chern Department of Mathematics National Taiwan University May 16, 2013

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