課程大綱及進度表

課程大綱及進度表

開課系所

數學系

開課學年

95

開課學期

2

課程名稱(中文)

數值微分方程

課程名稱（英文）

NUMERICAL ANALYSIS FOR DIFFERENTIAL EQUATIONS

課程碼

C142700

分班碼

先修科目或先備能力

Calculus, Linear Algebra, Differential Equations.

學分數

3

開課教師

陳旻宏

e-mail

chen0499@mail.ncku.edu.tw

電話

65127

Office Hours By Appointment

課程概述

Fundamental course in the development and

analysis of finite difference methods for solving ODEs. Covers both theoretical and practical aspects as well as an introduction to time stepping methods.

Applications of the finite difference methods will also be covered.

教學目標

The goal of this course is to teach students

to solve Differential Equations using finite difference methods and analyze the stability of the methods.

授課課程大綱明細

Introduction to Matlab

Finite difference approximations Boundary Value Problems.

Elliptic Partial Differential Equations The Initial Value Problem for ODE's

Truncation errors .

One-step errors

Taylor series methods

Runge-Kutta Methods

Linear Multistep Methods

Zero-Stability and Convergence for Initial Value Problems

Absolute Stability for ODEs Stiff ODEs

Some basic PDEs

參考書目

^Text: Finite Difference Methods for Differential Equations. Lecture Notes by Randall LeVequeRandall LeVequeRandall LeVequeRandall LeVeque

課程要求

評量方式

Homeworks, project and in-class participation

課程網址

http://www.math.ncku.edu.tw/~mhchen/

助教資訊

備註