Lectures: MTWR 9:30-11:45, S&T I, Room 242.

Textbook: Evans, Blackledge, and Yardley, Numerical Methods for Partial Differential Equations, Springer Verlag.

Office hours: The lecturer of the day will be available for questions for an hour after the end of the lecture.

Lab: There is a computer lab session every afternoon taught by Dr. J. Wallin. This is not a beginning lab to learn how to use basic commands. It is a high level self-paced program in how to do large scale numerical computations across a variety of platforms. It is an excellent opportunity to improve your skills. The lab is mandatory if you are an URCM student.

Grading: The grade is based on weekly homework (75%) and a final (25%).

Course Web Page: http://math.gmu.edu/~sander/courses/m493s08/

Homework There will be four homework assignments, which will be available on the website.

Homework 1
Homework 1 Solution
Homework 3a (Anderson's notes site)
Homework 3b
Homework 3b Solution

Topics List: Here is a list of topics. Be sure to read the appropriate sections and solve problems in the textbook.

• 5/19, Week 1: Introduction to PDEs
  1. Mathematical background, Chapter 1 in textbook.
  2. Derivation of some standard partial differential equations.
  3. Classification and characteristics.
  4. Orthogonal functions.
  5. Numerical linear algebra.
  6. Sturm-Liouville boundary value problems.
• 5/26, Week 2: Numerics of finite differences, Chapter 2 in textbook.
• 6/2, Week 3:
  1. Numerics of hyperbolic equations, Chapter 3 in textbook.
  2. Separation of variables
• 6/9, Week 4:
  1. Numerics of elliptic equations, Chapter 4 in textbook.
  2. Finite element method for ODEs, half of Chapter 5 in textbook.
• 6/16, Week 5:
  1. Finite element method for PDEs, Remainder of Chapter 5 in textbook.
  2. The last two days are reserved for some special topics.
  3. Thursday June 19 Final exam.

Homework assignments will be given each week.

Course notes and practice problems

Course notes 1
Course notes 2
Course notes 3
Course notes 4
Course notes 5
Course notes 6
Course notes 7
Course notes 8
Course notes 9

Practice problems day 1
Practice problems day 2
Practice problems day 3
Practice problems 6/4/08

A matlab .m file which plots the solution of Laplace's equation which was described in the lecture. Try to change n and see what happens.

Anderson Lecture Notes

Seshaiyer Lecture Notes

Practice Final.