Course Descriptions

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

Spring 2018 - 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:

  • Spring 2019 Prof. Michael Vogelius
  • Spring 2018 Prof. Paul Feehan
  • Spring 2017 Prof. Richard Falk
  • Spring 2016 Prof. Duk-soon Oh
  • Spring 2015 Prof. Richard Falk
  • Spring 2014 Prof. Paul Feehan
  • Spring 2013 Prof. Young-Ju Lee
  • Spring 2012 Prof. Richard Falk
  • Spring 2011 Prof. Richard Falk
  • Numerical Solution of Partial Differential Equations 642:575 -- Spring 2006