714 - Methods of Computational Mathematics I
Instructor:
Sam Stechmann
Time and Place:
MWF 8:50-9:40 am
textbooks:
R.J. LeVeque. Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems. SIAM, 2007. ISBN 978-0-898716-29-0.
Course Content:
Development of finite difference methods for hyperbolic, parabolic and elliptic partial differential equations. Analysis of accuracy and stability of difference schemes. Direct and iterative methods for solving linear systems. Introduction to finite volume methods. Applications from science and engineering.