MA/CS 615 - Numerical Methods for Partial Differential Equations

                     Spring 2017

 

SCHEDULE

Note: The schedule is subject to change. Check back for changes and updates

Semester Timeline
Date Topic Reading
Jan 10
Tue
Introduction; Finite Difference Approximation
Textbook
Jan 12
Th
Finite Difference Schemes for the Poisson's Equation
Lecutre Notes
Jan 17
Tue
2D Poisson's Equation
Lecutre Notes
Jan 19
 Th
2D Poisson's Equation; well-posedness
Lecutre Notes
Jan 24
Tue
Fourier analysis; well-posedness
Lecutre Notes
Jan 26
Th
well-posedness Lecutre Notes
Jan 31
Tue
ODE, basic numerical methods, consisitency, 0-stability
Lecutre Notes
Feb 2
Th
Absolute stability, stability region
Lecutre Notes
Feb 7
Tue
Runge-Kutta.
Lecture notes and textbook
Feb 9
Th
Multistep methods.
Lecture notes and textbook;
Use the code on blackboard
to plot the stability region.
Feb 14
Tue
Stability for LMM.
Lecture notes and textbook.
Feb 16
Th
Basic concepts of finite difference methods
Lecutre Notes 5.1
Feb 21
Tue
Lax Equivalence Theorem
Lecutre Notes 5.2
Feb 23
Th
Well posedness for constant coefficient problems; Hyperbolic equations
Lecutre Notes 3.3 
Feb 28
Tue
No Class. Out of Town.
Mar 2
Th
Well posedness for hyperbolic equations Lecutre Notes3.4
Mar 7
Tue
Stability for constant coefficient FD schemes
Lecutre Notes
Mar 9
Th
Stability of the leapfrog scheme
Lecutre Notes
Mar 14
Tue
No Class. Spring Vacation.
Mar 16
Th
No Class. Spring Vacation.
Mar 21
Tue
Stability of the leapfrog scheme Lecutre Notes
Mar 23
Th
Dissipative schemes
Lecutre Notes
Mar 28
Tue
Iterative methods: Jacobi, GS, SOR
Lecutre Notes
Mar 30
Th
Steepest Descent and Conjugate Gradient Lecutre Notes
Apr 4
Tue
Multigrid methods
Lecture notes and 6.9 in Applied Numerical Linear Algebra*
Apr 6
Th
Multigrid methods
Apr 11
Tue
Upwind schemes for 1D hyperbolic systems
Lecutre Notes
Apr 13
Th
Solutions of HW3

Apr 18
Tue
Lax-Wendroff schemes for 1D hyperbolic systems Lecutre Notes
Apr 20
Th
Boundary conditions for 1D hyperboic problems
Lecutre Notes
Apr 25
Tue
Kreiss theory, well posedness of boundary conditions
Lecutre Notes
Apr 27
Tue
Kreiss theory, well posedness of boundary conditions Lecutre Notes