Numerical methods for differential and integral equations are indispensable in modern applied mathematics and engineering, offering tools to approximate complex physical phenomena where analytical ...

SIAM Journal on Numerical Analysis, Vol. 29, No. 6 (Dec., 1992), pp. 1694-1715 (22 pages) This paper deals with the relation between differential/algebraic equations (DAEs) and certain stiff ODEs and ...

SIAM Journal on Numerical Analysis, Vol. 5, No. 3 (Sep., 1968), pp. 530-558 (29 pages) A new iterative method has been developed for solving the large sets of algebraic equations that arise in the ...

Covers finite difference, finite element, finite volume, pseudo-spectral, and spectral methods for elliptic, parabolic, and hyperbolic partial differential equations. Prereq., APPM 5600. Recommended ...

Introductory course on using a range of finite-difference methods to solve initial-value and initial-boundary-value problems involving partial differential equations. The course covers theoretical ...