MATH 8376 Numerical Methods for Partial Differential Equations
This course provides a fundamental introduction to numerical techniques used in mathematics, computer science, physical sciences and engineering. The course covers basic theory and applications in the numerical solutions of elliptic, parabolic and hyperbolic partial differential equations. Computer programming assignments in MATLAB forms an essential part of the course. The course introduces students to numerical methods for (1) ordinary differential equations, explicit and implicit Runge-Kutta and multistep methods, convergence and stability; (2) finite difference and finite element and integral equation methods for elliptic partial differential equations (Poisson eq.); (4) spectral methods and the FFT, exponential temporal integrators, and multigrid iterative solvers; and (5) finite difference and finite volume parabolic (diffusion/heat eq.) and hyperbolic (advection and wave) partial differential equations.
Prerequisite
Departmental approval or consent of instructor
Offered
As scheduled