Applied Numerical Methods for Partial Differential Equations
783
Finite difference methods applied to particular initial-value problems (both parabolic and hyperbolic), to illustrate the concepts of convergence and stability and to provide a background for treating more complicated problems arising in engineering and physics. Finite difference methods for elliptic boundary-value problems, with a discussion of convergence and methods for solving the resulting algebraic system. Variational methods for elliptic problems.
To be determined.
MATH 647 or equivalent.
An introduction to numerical methods for solving partial differential equations, including finite difference and finite element methods. Consideration of elliptic, parabolic, and hyperbolic problems. Knowledge of a computer programming language is desirable, but not required.
(Huang 2007 )
