MATH 586 A: Numerical Analysis of Time Dependent Problems

Method of lines discretization. Initial and boundary value problems, including finite difference methods and spectral methods. Elliptic, parabolic, hyperbolic and dispersive equations. Stability, accuracy, and convergence theory. Prerequisite: either AMATH 352 (or equivalent), AMATH 481 (or equivalent), AMATH 569 (which may be taken concurrently), AMATH 581, AMATH 584/MATH 584, AMATH 585/MATH 585, or permission of instructor; recommended: AMATH 584/MATH 584 and AMATH 585/MATH 585. Offered: jointly with AMATH 586/ATM S 581; Sp.