To use physical intuition, mathematical theorems/algorithms, and modern computer technology to construct and explore realistic models of problems arising in the natural sciences and engineering. Differential equations (DEs) form the basis of many mathematical models of natural sciences and engineering. To investigate the predictions of DEs, it is often necessary to approximate their solution numerically. In this course, two important issues in numerical methods will be introduced: convergence and complexity.

R. L. Burden, J. D. Faires and A. M. Burden, Numerical Analysis 10th Edition, 2018