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.

Main texts:

  1. R. Leveque, Finite Difference Methods for Ordinary and Partial Differential Equations, SIAM, 2007.
  2. 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%).