MATH 801 - Numerical Solution of Differential Equations ICredits: 3
Single and multistep methods for initial-value problems for ordinary differential equations; discretization and round-off error; consistency, convergence, and stability of these methods; stiff equations and implicit methods; two-point boundary value problems; initial and boundary-value problems for partial differential equations; finite difference methods; marching schemes for parabolic and hyperbolic problems; consistency, stability, convergence, and the Lax equivalence theorem; treatment of boundary conditions; boundary-value problems for elliptic equations; relaxation, alternating direction, and strongly-implicit iterative methods; nonlinear problems; finite element method.
Prerequisite: MATH 655 and knowledge of a programming language.
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