Numerical Methods for Partial Differential Equations (SMA 5212)
Lecture Notes
LECTURE SLIDES |
LECTURE NOTES |
Numerical Methods for Partial Differential Equations (PDF) |
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Finite Difference Discretization of Elliptic Equations: 1D Problem (PDF) |
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Finite Difference Discretization of Elliptic Equations: FD Formulas and Multidimensional Problems (PDF) |
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Finite Differences: Parabolic Problems (PDF) |
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Solution Methods: Iterative Techniques (PDF) |
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Iterative Methods: Multigrid Techniques (PDF) |
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Finite Difference Discretization of Hyperbolic Equations: Linear Problems (PDF - 1.7 MB) |
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Hyperbolic Equations: Scalar One-Dimensional Conservation Laws (PDF) |
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Numerical Schemes for Scalar One-Dimensional Conservation Laws (PDF) |
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Finite Element Methods for Elliptic Problems; Variational Formulation: The Poisson Problem (PDF) |
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Discretization of the Poisson Problem in IR1: Formulation (PDF) |
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Discretization of the Poisson Problem in IR1: Theory and Implementation (PDF - 1.9 MB) |
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FEM for the Poisson Problem in IR2 (PDF) |
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Numerical Methods for PDEs, Integral Equation Methods, Lecture 1: Discretization of Boundary Integral Equations (PDF - 1.0 MB) |
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Numerical Methods for PDEs, Integral Equation Methods, Lecture 2: Numerical Quadrature (PDF) |
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Numerical Methods for PDEs, Integral Equation Methods, Lecture 3: Discretization Convergence Theory (PDF) |
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Numerical Methods for PDEs, Integral Equation Methods, Lecture 4: Formulating Boundary Integral Equations (PDF) |
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Numerical Methods for PDEs, Integral Equation Methods, Lecture 5: First and Second Kind Potential Equations (PDF) |
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Numerical Methods for PDEs, Integral Equation Methods, Lecture 6: Discretization and Quadrature (PDF) |
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Assignments
This section provides the problem sets for the class. Performance on problem sets accounts for 90% of each student's grade in the course. Problem sets vary in depth and duration.
Problem Set 1: Finite Differences and Iterative Methods (PDF)
Problem Set 2: Hyperbolic Equations (PDF)
Problem Set 3: Variational Methods (PDF)
Problem Set 4: Integral Equation Methods (PDF)