Math 712-001 Numerical Methods II
This is the sequel to math 614 Numerical Methods I. The course will
cover basic aspects of various numerical techniques (derivation,
analysis, and implementation) for solving initial value
problems, boundary value problems, initial-boundary value
problems of partial differential
equations, including finite difference method, finite element
method, spectral method, and boundary integral equation method.
Numerical Methods I, PDE, and Programming Experience
Finite Difference and Spectral Methods for Ordinary and Partial
Arieh Iserles, "A First Course in the Numerical Analysis of Differential Equations".
J. W. Thomas, "Numerical Partial Differential Equations - Finite
John C. Strikwerda, "Finite Difference Schemes and Partial
- K. W. Morton and D. F. Mayers, "Numerical Solution of Partial
- Robert D. Richtmyer and K. W. Morton, "Difference Methods for
GAMS (Guide to Available