Announcements

Course Instructor: Shi Jin
Phone: 608-263-3302(o);
E-mail: jin@math.wisc.edu

Class Hours: TR 11:00-12:15 at B113 Van Vleck
Office Hours: TR 1:30-2:20 Van Vleck 511, or by appointment
Course Web : www.math.wisc.edu/~jin/Teaching/F01/m713.html

Materials to be covered:

This is a complementary course to Math/CS712, the Finite Difference Methods. In this course we will cover finite element and multigrid methods, the spectral methods, fast Fourier transforms, and Monte Carlo methods for partial differential equations and mathematical physics.

The prerequisites to this course include undergraduate numerical analysis and elementary differential equations.

References: (reserved in the Math Library)

• Numerical Solution of Partial Differential Equations by the Finite Element Method, by C. Johnson, Cambridge University Press, 1987
  
• The Mathematical Theory of Finite Element Methods, by S.C. Brenner and L.R. Scott, Springer-Verlag, 1998
  
• A Multigrid Tutorial, 2nd Edition, by W.L. Briggs, V.E. Henson and S.F. McCormick, SIAM 2000.
  
• Numerical Analysis of Spectral Methods, by D. Gottlieb and S.A. Orszag, SIAM 1977.

Grading: The final grade will be determined by homework assignments including computer projects. You will be guaranteed the following final letter grade: A, 90%-100%; B, 75%-89%; C, 60%-74%, D, 45%-59%.

Homework: Homeworks, both analytic and computational, will be assigned several times during the semester. A basic programing language (Fortran, C, Matlab, etc.) is essential for the computation projects. Students should finish the homeworks with their own effort.

• Homework No. 1 , Due Sept 27
  
• Homework No. 2 , Due Oct 16
  
• Homework No. 3 , Due Oct 30
  
• Homework No. 4 , Due Nov 13
  
• Homework No. 5 , Due Nov 27
• Homework No. 6 , Due Dec 21 in Prof. Jin's mailbox (no late hand in will be accepted)