MATH 577 - Numerical Solution of Partial Differential Equations

(3 units)

Prerequisite: MATH 423 or MATH 576 or consent of instructor.
Finite difference methods solving hyperbolic, parabolic, and elliptic PDE’s; accuracy, convergence, and stability analysis. Selected initial-value boundary-value problems, characteristics, domain of dependence, matrix, and von Neumann’s methods of stability analysis. Solutions of large sparse linear systems. Finite element method.

Both grading options. (Lecture 3 hours)