Mathematics 153
Numerical Methods for Partial Differential Equations
12:00PM-1:00PM
6229 Math Sciences
This course is an introduction to the numerical solution of partial differential
equations (PDE's). Since PDE's are a component of mathematical models used to describe phenomena in a wide variety
of systems (e.g. anything from physical to financial systems), knowing the practical and theoretical aspects of
numerical solution procedures for PDE's is tremendously useful.
The course will start with a review of numerical methods for systems of ordinary differential equations. Next,
the "method of lines" approach for constructing numerical methods for time-dependent PDE's will be presented.
We will spend quite a bit of time investigating the mathematical and computational properties of numerical methods
constructed using this approach. Lastly, we will discuss the Rayleigh/Ritz procedure for creating numerical methods
that solve time-independent PDE's.
There will be weekly homework assignments consisting of a combination of written and computer implementation problems.
For the computer implementations, we'll be using either Matlab or "R".
| Required Text |
153 Lecture Notes by Prof. H.O. Kreiss |
| Instructor: |
Chris Anderson |
| Requirements: |
Math 151A and Math 151B. |