Instructor: Dr. Bartosz Protas
Office: HH 326, Ext.24116
Office hours: Tuesday 2:00 - 3:00pm and Thursday 2:30 - 3:30pm, or by appointment
Outline of the Course:The course will focus on advanced techniques for the numerical solution of Partial Differential Equations (PDEs) with particular emphasis on theoretical aspects, such as error and stability analysis, as well as certain implementation issues. The presented methods will be illustrated using well-known equations from mathematical physics. The specific topics that will be discussed include (optimistic variant):
Reference:W. H. Press, B. P. Flanner, S. A. Teukolsky and W. T. Vetterling, ``Numerical Recipes: the Art of Scientific Computations'', Cambridge University Press, Cambridge, (1986) (also available on-line free of charge at www.nr.com). This book will serve as a point of departure. Additional material will be made available by the instructor during the course.
Prerequisites:Numerical Analysis / Numerical Methods, Partial Differential Equations, basic programming skills in FORTRAN, C/C++, or Matlab
Grades:The final grades will be based on a take-home project.