MATH 685 CSI 700 OR 682 Lecture Notes

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MATH 685/ CSI 700/ OR 682 Lecture Notes

• Lecture 11.
• Ordinary differential equations.
• Boundary value problems.

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Boundary value problems
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Boundary value problems
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Example
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Existence and uniqueness
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Existence and uniqueness
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Existence and uniqueness
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Existence and uniqueness
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Conditioning and stability
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Numerical methods for BVPs
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Shooting method
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Shooting method
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Example
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Example
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Example
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Example
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Example (cont.)
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Multiple shooting
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Finite difference method
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Finite difference method
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Finite difference method
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Example
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Example
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Example (cont.)
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Collocation method
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Collocation method
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Collocation method
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Example
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Example
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Example (cont.)
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Galerkin method
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Galerkin method
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Galerkin method
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Galerkin method
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Galerkin method
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Galerkin method
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Galerkin method example
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Example
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Example
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Example (cont.)
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Eigenvalue problems
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Example
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Example (cont.)