Numerical Solution of Elliptic and Parabolic Partial Differential Equations


Numerical solution of parabolic and elliptic equations. Diffusion equations and stiffness, finite difference methods and operator splitting (ADI). Convection-diffusion equations. Finite element methods for elliptic equations. Conforming elements, nodal basis functions, finite element matrix assembly and numerical quadrature. Iterative linear algebra; conjugate gradients, Gauss-Seidel, incomplete factorizations and multigrid. Mixed and hybrid methods. Mortar elements. Reaction-diffusion problems, localized phenomena, and adaptive mesh refinement. Prerequisite: Mathematics 561, 563, or consent of instructor. One course. 3 graduate units.

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