MATH 6652 3.0 Numerical Solutions to Differential Equations

Winter Term 2011/12


Classes: 107 SLH; MWF 11:30-12:30 (First Meeting: 11:30, Wednesday, Jan. 4, 2012)

Office Hours: 1:30-2:30 Mondays

Evaluation (tentative): Assignments (30%), Midterm (20%), Final Exam (50%)

Assignments: Assignment 1 Assignment 1 Solutions Assignment 2a Assignment 2a Solutions Assignment 2b Assignment 2b Solutions Assignment 3 Assignment 3 Solutions

Sample Matlab Codes. heateq heateq2 heateq3 heateq5 heateq6 waveeqb waveeq2b

Midterm: 11:30-12:20pm, Feb 29. Topics

Final Exam: VH 1016; 8:30-11:30am, April 18, 2012. Topics


Text

K.W. Morton and D.F Mayers, Numerical Solution of PDEs, Cambridge University Press, 2nd ed., 2005. (ISBN 978-0-521-60793-3)

References

[1] A. Iserles, A First Course in the Numerical Analysis of Differentical Equations , Cambridge University Press, 2009 (ISBN 0-521734908).
[2] U.M. Ascher & L.R. Petzold, Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations, SIAM, 1998 (ISBN 0-89871-412-5).
[3] J.C. Strikwerda, Finite Difference Schemes and PDEs, Chapman & Hall/CRC, 1999. (ISBN 0-412-07221-1)


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Revised Feb. 27, 2012