MAT 557 - Numerical Partial Differential Equations I

Course Objectives

I.To introduce basic concepts of the solutions of the partial differential equations.
II. To teach finite difference methods to solve partial differential equations and to do
convergence, consistency, stability analyses.

Course Description

Finite difference methods for hyperbolic partial differential equations, convergence, consistency,
stability, Courant-Friedrichs-Lewy condition, Von Neumann analysis, order of accuracy of finite
difference schemes, multistep schemes, dissipation, dispersion, finite difference methods for
parabolic partial differential equations, multidimensional partial differential equations, LaxRichtmyer equivalence theorem, finite difference methods for elliptic partial differential equations,
maximum principle