MAT 557E - Numeri.Partial Diffe.Equa. I

Course Objectives

1. To learn numerical solutions of partial differential equations ,
2. To analyze convergence, consistency, and stability of finite difference schemes,
3. To solve partial differential equations numerically with MATLAB.

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, Modified Equation Analysis