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MA615
MA615 Numerical Methods for PDEs
MA/CS 615 – Numerical Methods For Partial Differential Equations
Spring 2017
Lectures: TR 01:30PM-02:45PM @ MATH 215
Office Hours: Wednesday 1:30-2:30 or by appointment
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*
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