COURSE DESCRIPTION
Finite difference methods for time dependent problems: accuracy and stability, wave equations, parabolic equations.
Solving linear systems: iterative methods, conjugate gradients and multigrid.
Prerequisites: MA 511 and MA 514 (or similar ones)
Lecutre Notes (updated on April 26)
Reference Books:
- Finite Difference Schemes and Partial Differential Equations*
- Computational Science and Engineering
- Numerical Linear Algebra
- Time Dependent Problems and Difference Methods
- Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations
- Applied Numerical Linear Algebra*
- Iterative Methods for Sparse Linear Systems*
- Spectral Methods in MATLAB*
RECENT UPDATE
The final exam (due on May 4th) is posted on Blackboard under course content.Homework # 4 (due on April 20) is posed under Problem Sets.
Homework # 3 (due on April 4) is posed under Problem Sets.
Homework # 2 (due on Mar 2) is posed under Problem Sets.
Homework # 1 (due on Feb 2) is posed under Problem Sets. Homework # 1 is updated on Jan 26 with typos corrected.
