Unit 4 - Numerical Solution of initial and boundary value problems

When you have completed this unit you will be able to

1. Describe and apply various Euler methods to solve first order

ordinary differential equations.
2. Describe and apply Runge-Kutta method of fourth order to
solve first order ordinary differential equations, simultaneous
first order differential equations and second order differential
equations.
3. Classify the partial differential equation of second order as
elliptic, parabolic and hyperbolic.
4. Solve the two dimensional Laplace equation in Cartesian
coordinates.
5. Solve the one dimensioanl heat equation and one dimensional
wave equation numerically.
INTRODUCTION TO ORDINARY DIFFERENTIAL EQUATIONS
INITIAL-VALUE AND BOUNDARY-VALUE PROBLEMS
SINGLE-STEP AND MULTI-STEP METHODS
COMPARISON OF SINGLE-STEP AND MULTI-STEP METHODS

NUMERICAL METHODS OF SOLUTION OF ODE

EULER'S METHOD
IMPROVED EULER METHOD
MODIFIED EULER METHOD
RUNGE-KUTTA METHODS
FIRST ORDER RUNGE-KUTTA METHOD
SECOND ORDER RUNGE-KUTTA METHOD(Modified Euler Method)
THIRD ORDER RUNGE-KUTTA METHOD
FOURTH ORDER RUNGE-KUTTA METHOD
RUNGE-KUTTA METHOD FOR SIMULTANEOUS FIRST ORDER DE
RUNGE-KUTTA METHOD FOR SECOND ORDER DE
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