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Course Descriptions

16:642:575 – Numerical Solution of Partial Differential Equations

Paul Feehan

Course Description:

This course provides an introduction to finite difference and finite element methods for the numerical solution of elliptic, parabolic, and hyperbolic partial differential equations. The course will concentrate on the key ideas underlying the derivation of numerical schemes and a study of their stability and accuracy. Students will have the opportunity to gain computational experience with numerical methods with a minimal of programming by the use of Matlab's PDE Toolbox software. The course is intended for graduate students in applied mathematics, engineering, mathematical finance, and physics. Supplementary textbooks include: (1) "Boundary value problems of mathematical physics" by I. Stakgold, (2) "Numerical partial differential equations: Conservation laws and elliptic equations" by J. W. Thomas, (3) "Numerical partial differential equations: Finite difference methods" by J. W. Thomas, (4) "The mathematical theory of finite element methods" by Brenner and Scott, (5) "Numerical solution of partial differential equations by the finite element method" by C. Johnson

Text:

"Finite difference schemes and partial differential equations" by J. C. Strikwerda

Prerequisites:

Numerical Analysis I (16:643:573 or Numerical Analysis II (16:643:574) or permission of instructor


Schedule of Sections:


Previous semesters:

  • Numerical Solution of Partial Differential Equations 642:575 -- Spring 2006

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Department of Mathematics

Department of Mathematics
Rutgers University
Hill Center - Busch Campus
110 Frelinghuysen Road
Piscataway, NJ 08854-8019, USA

Phone: +1.848.445.2390
Fax: +1.732.445.5530