The Differential equations which can be solved analytically are limited to those which have constant coefficients. In this lecture, we would discuss solution to those Differential equations numerically. This involves Initial Value Problem (IVP) and Boundary Value Problem (BVP). The syllabus is as the following:
Introduction and examples of Differential equations which can not be solved analytically, Theory of IVP: existence and stability, One-step-method, Linear multi-step method, Numerical stability, Theory of BVP, Shooting method.
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