MATH 8376 Numerical Methods for 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 form 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, finite element, and integral equation methods for elliptic partial differential equations; (3) spectral methods and the fast Fourier transform, exponential temporal integrators, and multigrid iterative solvers; and (4) finite difference and finite volume parabolic and hyperbolic partial differential equations.
Prerequisite
Consent of Instructor.
Offered
As scheduled