syl

Time and Place: Wed. 10:10-12:00; Thu. 15:10-16:00, Math Building 3171
Lecturer: Min-Hung Chen
Office: Math Building Rm. 404; Ph. 2757575 Ext 65127
e-mail: mhchen@math.ncku.edu.tw
Web: www.math.ncku.edu.tw/~mhchen
Prerequisite: Calculus, Linear Algebra.
Text: None.
References:

Time Dependent Problems and Difference Methods by Bertil Gustafsson, Heinz-Otto Kreiss and Joseph Oliger
Finite Difference Schemes and Partial Differential Equations by John Strikwerda

Grades will be based upon: Homework and in-class participation
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Introduction to Matlab
Review: Numerical Ordinary Differential Equations
Hyperbolic Partial Differential Equations
- Overview
- Finite Difference Schemes
- Convergence, Consistency and Stability
- Courant-Friedrichs-Lewy Condition
- Fourier Analysis; Von Nermann Analysis
- Dissipation and Dispersion
Parabolic Partial Differential Equations
- Overview
- Finite Difference Schemes for Parabolic Equations
- Convection-Diffusion Equation
Elliptic Partial Differential Equations
- Overview
- Finite Difference Schemes for Elliptic Equations
- Linear Iterative Methods