Introduction to Numerical PDEs


Introduction to the numerical treatment of partial different equations. Topics may include wave equation, systems of conservation laws, convection-diffusion, heat equation, Laplace equation, and reaction-diffusion systems. Finite difference methods, finite element methods, spectral methods, time-stepping and operator splitting. Upwind schemes and shocks in hyperbolic systems. Fast methods for the Poisson equation. Stability analysis of numerical schemes. Prerequisite: Mathematics 561, 563, or consent of instructor. One course. 3 graduate units.

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