Math 610, Numerical Methods in Partial Differential Equations

Sections 140, 700 and 720

Syllabus

610 Course Home Page

The text is "The Numerical Solution of Ordinary and Partial Differential Equations, Second Edition," Granville Sewell, John Wiley & Sons, 2005

Topics covered
Topics chapter
Direct Solution of Linear Systems 0
Initial Value Ordinary Differential Equations 1
The Initial Value Diffusion Problem 2
The Initial Value Transport and Wave Problems 3
Boundary Value Problems 4
The Finite Element Method 5

Problem list may change during semester, so re-check before starting each assignment.

Homework assignments
read sections do problems date due
0.0-0.5,1.0-1.4 0.1*,0.6,1.1abcd,1.7a*b*c* June 7
1.5-1.6,2.0-2.5 1.5,1.6a*b*,1.10ab,2.1,2.4* or 2.5*,2.8ab June 14
3.0-3.4,4.0-4.8 3.1ab,3.8a*b*,3.9abc,4.1,4.6abc*,4.9* June 21
4.9-4.11,5.0-5.4 4.12*,5.3* or 5.4* June 28
5.5-5.11 5.5ab* July 2

* = requires use of MATLAB (or Fortran)

Download MATLAB/Fortran Programs from Book

Videos

Chapter 0 Video

Chapter 1 Video (1.0-1.4)

Chapter 1 Video (1.5-1.6)

Chapter 2 Video

Chapter 3 Video

Chapter 4 Video

Chapter 5 Video (5.0-5.4)

Chapter 5 Video (5.5-5.11)

PDE2D Video (Appendix A, optional)


Note: PDF files used in Chapter 2 and 3 videos, for Fourier stability analysis examples, can be viewed here:

Crank-Nicolson example

Upwind difference example

Wave equation example


Review of Multivariate Calculus