# 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:**

- 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%).