Fall 2005

Time & Place: Mondays 13:00-14:00 in HH/207 and Thursdays 12:30-14:00 in HH/410

Instructor: Dr. Bartosz Protas

Office: HH 326, Ext. 24116

Office hours: Tuesdays 13:00-14:00 and Thursdays 11:30-12:30

Outline of the Course:

The course will focus on techniques for numerical solution of Partial Differential Equations (PDEs). The objectives of the course are essentially twofold: first, provide students with an understanding of the deeper mathematical foundations for certain classical numerical methods which they should already be familiar with, and, secondly, introduce students to more advanced numerical methods for PDEs. The course will address both theoretical aspects, such as error and stability analysis, as well as certain implementation issues. The presented methods will be illustrated using well-known PDEs from mathematical physics. The specific topics that will be discussed include (optimistic variant):Primary Reference:

Supplemental References:

In addition to the above references, sets of lecture notes and example MATLAB codes will be made available to students on the course webpage.

Prerequisites:

Numerical Analysis at the undergraduate level (including numerical methods for ODEs and PDEs), Partial Differential Equations, basic programming skills in MATLABGrades:

The final grades will be based onThe official quiz and homework due dates:

I reserve the right to alter your final grade, in which case, however, the grade may only be increased.