MATH/CS 714 - Methods of Computational Math I (Finite Differences)
Tuesdays & Thursdays 8:00am - 9:15am, B105 Van Vleck


Instructor:

Name Office Phone E-Mail Office Hours
James Rossmanith 505 Van Vleck 262-3852 rossmani AT math DOT wisc DOT edu T. & Th. 2:00pm-3:00pm


Course description Textbook Syllabus MATLAB Help Python Help Homework Handouts

Course Description

Prerequisites: Math/CS 714 and Math/CS 715 are concerned with the development and the analysis of numerical methods for solving elliptic, parabolic, and hyperbolic partial differential equations (PDEs). In particular, Math/CS 714 will focus on a class of numerical schemes known as finite difference methods. For each type of PDE we will develop numerical schemes from physical and mathematical intuition, analyze these schemes, consider improvements, and discuss issues related to the impelementation these methods into computer code.

An important aspect of accurately and efficiently solving PDEs via numerical methods is the ability to solve large linear systems. Therefore, in addition to the basic numerical methods, this course will include discussions of simple iteration methods for solving large linear systems, Krylov subspace methods, and basic geometric multi-grid (time permitting). Homework assignments will involve problems on theoretical (analyzing methods) and practical (implementing methods into computer code) aspects of numerical analysis.

Textbook

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.

Syllabus


MATLAB Help


Python Help


Homework

Follow links in the table below to obtain a copy of the homework in Adobe Acrobat (PDF) format.

Homework Sets
Homework #1 (PDF)
Homework #2 (PDF)
Homework #3 (PDF)
Homework #4 (PDF)
Homework #5 (PDF)
Homework #6 (PDF)
Project Description (PDF)

Handouts