MATH 783: Applied Numerical Methods for Partial Differential Equations (3)

Finite difference methods applied to particular initial-value problems (both parabolic and hyperbolic), to illustrate the concepts of convergence and stability and to provide a background for treating more complicated problems arising in engineering and physics. Finite difference methods for elliptic boundary-value problems, with a discussion of convergence and methods for solving the resulting algebraic system. Variational methods for elliptic problems. Prerequisite: MATH 647 or equivalent. LEC
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