MATH677 NUMERICAL METH. IN ORDINARY DIFF. EQU.

Course Code:2360677
METU Credit (Theoretical-Laboratory hours/week):3 (3.00 - 0.00)
ECTS Credit:8.0
Department:Mathematics
Language of Instruction:English
Level of Study:Graduate
Course Coordinator:Prof.Dr. CANAN BOZKAYA
Offered Semester:Fall Semesters.

Course Objectives

At the end of this course, the student will:

  • understand the mathematical foundations and algorithmic structure of numerical methods for initial and boundary value problems

  • analyze and implement single-step and multistep methods for solving ordinary differential equations (ODEs)

  • study stiffness, stability, and convergence issues in numerical integration of differential equations

  • apply and evaluate numerical techniques for solving both linear and nonlinear systems of ODEs

  • explore structure-preserving methods such as those for Hamiltonian systems

  • investigate numerical solutions of boundary value problems using various discretization strategies


Course Content

Introduction to Numerical Methods, Linear multistep methods. Runge-Kutta methods, stiffness and theory of stability. Numerical methods for Hamiltonian systems, iteration and differential equations.


Course Learning Outcomes

Student, who passed the course satisfactorily will be able to:

  • classify and model initial value problems (IVPs) and boundary value problems (BVPs) arising in applied sciences and engineering

  • implement and compare single-step methods (Euler, Taylor series, Runge-Kutta, implicit Runge-Kutta, extrapolation) for IVPs

  • identify stiffness in ODE systems and select appropriate stable numerical solvers

  • construct and apply multistep methods including predictor-corrector schemes; perform error and convergence analysis

  • solve higher-order and coupled systems of ODEs using numerical discretization techniques

  • apply numerical methods (finite difference, collocation, shooting) to boundary value problems

  • analyze truncation errors, numerical stability, and convergence properties of the implemented algorithms

  • develop and test numerical algorithms for solving time-dependent or structure-preserving systems, including Hamiltonian dynamics


Program Outcomes Matrix

Level of Contribution
#Program Outcomes0123
1Acquires mathematical thinking skills (problem solving, generating ways of thinking, forming correspondence, generalizing etc.) and can use them in related fields.
2Gains academic maturity through self-study.
3Can design mathematics related problems, devise solution methods and apply them when appropriate.
4Carries out parts of a mathematical research program independently.
5Has a command of Turkish and English languages so that he/she can actively communicate (read, write, listen and speak).
6Contributes to solving global, environmental and social problems either individually or as being part of a social group.
7Respects ethical values and rules; applies them in professional and social issues.
8Can work cooperatively in a team and also individually.
9Gets exposed to academic culture through interaction with others.
10Comprehends necessity of knowledge, can define it and acquires it; uses knowledge effectively and shares it with others.

0: No Contribution 1: Little Contribution 2: Partial Contribution 3: Full Contribution