Credits -- 3 (3-0-0)
Term Offered -- Spring, even numbered years
- Description
-- - This course focuses
mainly on finite difference methods for approximating the solution of
partial differential equations. Students entering this class should be
comfortable with a scientific programming language such as FORTRAN or
C.
Topics --
Difference methods for parabolic equations
discretization errors, convergence and convergence and consistency
implicit and implicit difference methods
stability
algorithm development
Solution methods for hyperbolic equations
first order equations
implicit and explicit defference methods
stability and the CFL condition
dispersion and dissipation
numerical method of characteristics
numerical boundary conditions
second order equations
algorithm development
Difference methods for elliptic equations
direct and inerative solution methods
convergence rates of the Jacobi, Gauss-Seidel, SOR and Conjugate
Gradient methods
discrete Fourier transforms