Numerical Partial Differential Equations I:
Finite Difference Methods Course Outline
Time and Place: Wed. 10:10-12:00; Thu. 15:10-16:00, Math 3171 Lecturer: Min-Hung Chen
Office: Math Building Rm. 404; Ph. 2757575 Ext 65127 Web: http://www.math.ncku.edu.tw/∼mhchen
E-mail: mhchen@math.ncku.edu.tw
Prerequisite: Calculus, Linear Algebra (PDE is NOT required).
References:
• Time Dependent Problems and Difference Methods by Bertil Gustafs- son, 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
• 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
