MATH 175/275: NUMERICAL METHODS FOR PDE

Instructor: Randolph E. Bank

Winter Quarter 2008

  • The class meets MWF, 2:00-2:50, AP&M B412.
  • Grades are based on homework (25%), and the final exam (75%).
  • The final exam is Monday, March 17, 3:00-6:00.
  • Office hours are 4:00-5:00 Monday and Wednesday, AP&M 5701.
  • The textbook is PDEs with Numerical Methods, by Stig Larsson and Vidar Thomee.

Tentative Course Outline

Chapter 1: Introduction
Chapter 2: A Two-Point Boundary Value Problem
Chapter 3: Elliptic Equations
Chapter 4: Finite Difference Methods for Elliptic Equations
Chapter 5: Finite Element Methods for Elliptic Equations
Chapter 6: The Elliptic Eigenvalue Problem
Chapter 7: Initial Value problems for ODEs
Chapter 8: Parabolic Equations
Chapter 9: Finite Difference Methods for Parabolic Equations
Chapter 10: Finite Element Methods for Parabolic Equations
Chapter 11: Hyperbolic Equations
Chapter 12: Finite Difference Methods for Hyperbolic Equations
Chapter 13: Finite Element Methods for Hyperbolic Equations
Chapter 14: Some Other Classes of Numerical Methods
Appendix A: Some Tools from Mathematical Analysis
Appendix B: Orientation on Numerical Linear Algebra