COURSE DESCRIPTION
Syllabus
Basic course policies including attendance and grief absence
LECTURE NOTES (updated on May 1)
Reference Books (for those with *, online access available via Purdue Library):
- Randall J. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, Steady State and Time Dependent Problems*
- John C. Strikwerda, Finite Difference Schemes and Partial Differential Equations*
- G. Strang, Computational Science and Engineering
- Trefethen and David Bau, Numerical Linear Algebra
- Gustafsson, Bertil; Kreiss, Heinz-Otto; Oliger, Joseph, Time Dependent Problems and Difference Methods
- U. M. Ascher; Linda Ruth Petzold, Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations
- Demmel, James W., Applied Numerical Linear Algebra*
- Y. Saad, Iterative Methods for Sparse Linear Systems*
- Lloyd N. Trefethen, Spectral Methods in MATLAB*
Problem Sets (Solutions will be posted at Blackboard)
HOMEWORK # 1 due on Feb 7
Poisson1D_Dirichlet.m
Poisson2D_Neumann.m
HOMEWORK#2 due on Feb 28 Kepler_reference_q.mat
Demo code to draw ODE
solver stability region
HOMEWORK#3 due on Mar 30
HOMEWORK#4 due on Aril 6
HOMEWORK#5 due on Aril 22
Schedule
Note: The schedule is subject to change. Check back for changes and updates
| Date | Topic |
|---|---|
| Week 1 (Jan 13-17) |
Introduction. Poisson Equation. |
| Week 2 (Jan 20-24) | No Class on Monday (Martin Luther King Day). 2D
Poisson Equation |
| Week 3 (Jan 27-31) | Fourier Series. Well-posedness. |
| Week 4 (Feb 3-7) | Well-posedness. |
| Week 5 (Feb 10-14) | ODE |
| Week 6 (Feb 17-21) | Runge Kutta and Multistep: stability region. |
| Week 7 (Feb 24-28) | ODE and PDE |
| Week 8 (Mar 2-6) | PDE: Stability. |
| Week 9 (Mar 9-13) | FDTD; wellposedness for system. |
| Week 10 (Mar 16-20) | Spring Break: No Class |
| Week 11 (Mar 23-27) | hyperbolic problems |
| Week 12 (3/30-4/3) | iterative methods |
| Week 13 (4/6-4/10) | Conjugate Gradient |
| Week 14 (4/13-4/17) | Multigrid |
| Week 15 (4/20-4/24) | Finite Element |
| Week 16 (4/27-5/1) | Finite Element and Review |
| Week 17 |
Final Exam |
