Numerical Methods for Partial Differential Equations (SMA 5212)
Lecture Notes
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 LECTURE SLIDES  | 
 LECTURE NOTES  | 
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 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)
