MATH 7663

Finite Difference Methods for Partial Differential Equations

Every other year. Consistency, stability, and convergence for difference schemes. Derivations based on Taylor series and finite series. Methods for parabolic and hyperbolic initial value problems and initial-boundary-value problems, elliptic boundary-value problems, some nonlinear problems. Note: This course assumes that students have the equivalent of graduate-level coursework in numerical analysis (e.g. MATH 5070) and partial differential equations (e.g. MATH 5733).

Units: 3.0

Hours: 3 to 3