Difference between revisions of "Math 511: Numerical Methods for PDEs"

From MathWiki
Jump to: navigation, search
(Minimal learning outcomes)
(Minimal learning outcomes)
Line 22: Line 22:
  
 
</div>
 
</div>
 +
 +
Derive finite difference schemes using Taylor series;
 +
 +
 +
Determine the consistency of a difference scheme;
 +
 +
Explain the proper function spaces and discrete norms for
 +
grid functions for use in analysis of stability;
 +
 +
Establish the stability of a difference scheme using
 +
\begin{itemize}
 +
Heuristic approach  Energy method  von Neumann
 +
method  Matrix method;
 +
\end{itemize}
 +
 +
Recall the CFL condition its relation with stability;
 +
 +
 +
  Explain the convergence of the finite difference
 +
approximations and its relation with consistency and stability via
 +
Lax theorem;
 +
 +
Determine the order of accuracy of a finite difference
 +
scheme;
 +
 +
Implement finite difference schemes on computers and perform
 +
numerical studies of the stability and convergence properties of
 +
the schemes;
 +
 +
Explain the  role and the control of numerical diffusion and
 +
dispersion in computation ; to determine how numerical phase speed
 +
and group velocity may deviate from the theoretical phase speed
 +
and group velocity and the numerical techniques to handle such
 +
issues;
 +
 +
Recall numerical methods that efficiently handle a
 +
multidimensional problem
 +
 +
Recall alternating direction methods that reduce higher
 +
dimensional problems into a sequence of one dimensional problems.
 +
 +
Recall the maximum principles for numerical schemes for
 +
Laplace equations;
 +
 +
Recall iterative techniques for solving the linear systems
 +
resulting from finite element discretization;
 +
 
=== Textbooks ===
 
=== Textbooks ===
  

Revision as of 12:34, 19 October 2010

Catalog Information

Title

Numerical Methods for Partial Differential Equations.

Credit Hours

3

Prerequisite

Math 303 or 347; 410; or equivalents.

Description

Finite difference and finite volume methods for partial differential equations. Stability, consistency, and convergence theory.

Desired Learning Outcomes

Prerequisites

Minimal learning outcomes

Derive finite difference schemes using Taylor series;


Determine the consistency of a difference scheme;
Explain the proper function spaces and discrete norms for

grid functions for use in analysis of stability;

Establish the stability of a difference scheme using

\begin{itemize}

Heuristic approach  Energy method  von Neumann

method Matrix method; \end{itemize}

Recall the CFL condition its relation with stability;


 Explain the convergence of the finite difference

approximations and its relation with consistency and stability via Lax theorem;

Determine the order of accuracy of a finite difference

scheme;

Implement finite difference schemes on computers and perform

numerical studies of the stability and convergence properties of the schemes;

Explain the  role and the control of numerical diffusion and

dispersion in computation ; to determine how numerical phase speed and group velocity may deviate from the theoretical phase speed and group velocity and the numerical techniques to handle such issues;

Recall numerical methods that efficiently handle a

multidimensional problem

Recall alternating direction methods that reduce higher

dimensional problems into a sequence of one dimensional problems.

Recall the maximum principles for numerical schemes for

Laplace equations;

Recall iterative techniques for solving the linear systems

resulting from finite element discretization;

Textbooks

Possible textbooks for this course include (but are not limited to):

Additional topics

Courses for which this course is prerequisite