Math 610, Numerical Methods in Partial Differential Equations


610 Course Home Page

The text is "The Numerical Solution of Ordinary and Partial Differential Equations, Second Edition," Granville Sewell, John Wiley & Sons, 2005. The rights for this book have recently been returned to me, paper copies are still available at here but they are quite expensive, so, I will send you a free PDF file by e-mail upon request. The copy I sent you will be a draft of the third edition, which will be published in 2015 by World Scientific Publishing Co., but either version will work fine for this course, just be sure to download the Fortran or MATLAB programs (link below) corresponding to your version of the book.

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 0.1*,0.6 June 9
1.0-1.4 1.1abcd,1.7a*b*c* June 19
1.5-1.6 1.5,1.6a*b*,1.10ab June 30
2.0-2.5 2.1,"2.4* or 2.5*",2.8ab,2.9 July 7
3.0-3.4 3.1ab,3.8a*b*,3.9abc July 14
4.0-4.11 4.1,4.6abc*,4.9*,4.12* July 24
5.0-5.4 5.2,"5.3a* or 5.4*" Aug 4
5.5-5.11 5.5ab* Aug 11

* = requires use of MATLAB (or Fortran)

Tutorials on using MATLAB are here and here . Google will turn up many more.

Download MATLAB/Fortran Programs from Book


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