Partial differential equations (PDEs) are the most important continuum models in mathematical, physical, and biological sciences. They can often be solved only by numerical methods. The knowledge of such methods in PDEs is therefore essential to modern researches in applied mathematics as well as science and technology.
In this course, we will study the basic concepts and principles in developing accurate, reliable, and efficient numerical algorithms for PDEs, and in analyzing the stability and convergence rate for such algorithms. We will also design numerical methods for problems arising from fluid dynamics, materials science, and other areas of application.
We will mainly study finite difference methods, and spectral methods.
There will be a few homework assignments but no exams. Homework
problems will be both analytical and computational. But
programming skills will be minimized. In addition to lectures, we will
have discussions, problem solving sessions, and other actitivities.