Initial-value
problems: Runge-Kutta, extrapolation and
multistep methods. Stable methods for
stiff problems. Boundary-value problems:
Shooting and multiple shooting. Difference
schemes, collocation. Analysis. Conditioning
of boundary value problems. Consistency,
stability and convergence for both initial
and boundary value problems. Fourier transform
techniques. Fourier analysis, Fourier
spectral methods. Geometric integrators.
Lie group methods, symplectic methods,
Magnus series method. |
