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University of Ontario Institute of Technology

Dec 17, 2025

2019-2020 Graduate Academic Calendar

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2019-2020 Graduate Academic Calendar [ARCHIVED CALENDAR]

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MCSC 6120G - Numerical Methods for Ordinary Differential Equations

Differential equations are an indispensable tool for the modelling of physical phenomena. However, most often in practice, analytical solutions to model equations cannot be found and numerical approximations must be made. In this course, practical computational techniques for the numerical solution of ordinary differential equations are covered, with an emphasis on their implementation and the fundamental concepts in their analysis. Topics include numerical methods for initial value problems: forward and backward Euler and trapezoidal scheme; implicit and explicit Runge-Kutta methods, including general formulation; linear multistep methods: Adams-Bashforth, Adams-Moulton, Backward Differentiation Formulae (BDF); and numerical methods for boundary value problems: simple and multiple shooting and difference schemes. In association with the techniques, topics such as convergence, accuracy, consistency, 0-stability, absolute stability, Astability, stiffness, and error estimation and control are discussed.
Credit hours: 3
Prerequisite(s): MCSC 6020G or equivalent.

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