Matrix Riccati Differential Equations (MRDEs) X′ = A 21 - XA 11 + A 22 X - XA 12 X, X (0) = X0, where A ij ≡ A ij (t), appear frequently throughout applied mathematics, science, and engineering.

MECH.5200 — Graduate Id: 036063 Offering: 1 Credits: 3-3 Description Mathematical approaches for numerically solving partial differential equations. The focus will be (a) iterative solution methods ...

A. Prothero, A. Robinson, On the Stability and Accuracy of One-Step Methods for Solving Stiff Systems of Ordinary Differential Equations, Mathematics of Computation, Vol. 28, No. 125 (Jan., 1974), pp.

Description: Numerical solution of initial-value problems by Runge-Kutta methods, general one-step methods, and multistep methods; analysis of truncation error, discretization error, and rounding ...

APPM 5460 Methods in Applied Mathematics: Dynamical Systems and Differential Equations Introduces the theory and applications of dynamical systems through solutions to differential equations.Covers ...

Studies properties and solutions of partial differential equations. Covers methods of characteristics, well-posedness, wave, heat and Laplace equations, Green's functions, and related integral ...