Numerical Analysis of Differential Equations
AMCS 252. Numerical Analysis of Differential Equations, Spring 2015, KAUST
Instructor: Aslan Kasimov
Lectures: 14:30-16:00 every Sunday and Wednesday in Room 9-2122
Prereqs: Analysis of PDE and numerical analysis
Theory and technique for the numerical analysis of ODEs and of PDEs of parabolic, hyperbolic, and elliptic type: accuracy, stability, convergence and qualitative properties. Runge-Kutta and linear multistep methods, zero-stability, absolute stability, stiffness, and order conditions. Finite difference methods, multigrid, dimensional and operator splitting, and the CFL condition.
- R. Leveque, Finite Difference Methods for Ordinary and Partial Differential Equations, SIAM, 2007.
- A. Iserles, A First Course in the Numerical Analysis of Differential Equations, CUP, 2008.
The final grade will be based on homework (~X%) and several exams (~Y%).