MATH-6840

Numerical Solution of Partial Differential Equations

Numerical methods and analysis for linear and nonlinear PDEs with applications from heat conduction, wave propagation, solid and fluid mechanics, and other areas. Basic concepts of stability and convergence (Lax equivalence theorem, CFL condition, energy methods). Methods for parabolic problems (finite differences, method of lines, ADI, operator splitting), methods for hyperbolic problems (vector systems and characteristics, dissipation and dispersion, shock capturing and tracking schemes), methods for elliptic problems (finite difference and finite volume methods). (Cross listed as CSCI-6840. Students cannot obtain credit for both this course and CSCI-6840.) Prerequisite: MATH-4800 or CSCI-4800 or permission of instructor. Fall term odd-numbered years.

4 credit hours