MA-GY 6663 Numerical Solution of Partial Differential Equations

3 Credits

This course covers: stability, consistency and convergence of finite-difference methods for initial-value problems. Explicit and implicit schemes. Alternating direction methods and fractional-step methods. Iterative solutions of finite-difference equations for elliptic boundary value problems. Finite elements. Integral equation methods. Nonlinear semigroups, conservation laws and level set methods.

Prerequisite(s): MA-GY 6013 , MA-GY 6653 and some experience in computer programming.
Weekly Lecture Hours: 3 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0

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