MATH
6652 3.0 Numerical Solutions to Differential Equations
Winter Term 2011/12
Classes
Office Hours
Evaluation (tentative): Assignments (30%), Midterm
(20%), Final Exam (50%)
Sample Matlab Codes.
Midterm: 11:30-12:20pm, Feb 29.
Final Exam: VH 1016; 8:30-11:30am, April 18, 2012.
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)
Revised Feb. 27, 2012