Math 6630: Numerical Solutions of Partial Differential Equations: Selected Numerical Methods

Instructor: Yekaterina Epshteyn

Lectures: TTh 3:40 PM - 5:00 pm, LCB 121


Office Hours (tentative, it may be some changes)

TBA
Office: LCB 337
E-mail: epshteyn@math.utah.edu


References

Claes Johnson, Numerical Solution of Partial Differential Equations by the Finite Element Method, Dover Publications

Stig Larsson and Vidar Thomee, Partial Differential Equations with Numerical Methods, Texts in Applied Mathematics, Springer

Randall J. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems, SIAM

Randall J. LeVeque, Numerical Methods for Conservation Laws, Birkhauser

Jan Hesthaven and Tim Warburton, Nodal Discontinuous Galerkin Methods: Algorithms, Analysis, and Applications, Springer, 2008

John Strikwerda, Finite Difference Schemes and Partial Differential Equations, SIAM

Kendall Atkinson, An Introduction to Numerical Analysis, Wiley

Victor S. Ryaben'kii and Semyon V. Tsynkov, A Theoretical Introduction to Numerical Analysis, Chapman & Hall/CRC

Arieh Iserles, A First Course in the Numerical Analysis of Differential Equations, Second Edition, Cambridge University Press

Dietrich Braess, Finite elements, Third Edition, Cambridge


The course

Math 6630 is the one semester of the graduate-level introductory course on the numerical methods for partial differential equations (PDEs). Selected topics on Finite Difference, Finite Element, Finite Volume and Mesh Free Approximations Methods will be discussed during the course. Accuracy, stability, and efficiency of the algorithms will be studied from both a theoretical and computational standpoint. Applications to problems from Biology (e.g., chemotaxis models), Fluid Dynamics (e.g., shallow water models), Materials Science (e.g., Fokker-Planck models), etc. will be discussed as well.

Homework

Homework will be assigned and collected, and will include theoretical analysis and computational assignments. The computational part should be done using MATLAB, software produced by The MathWorks. The Matlab language provides extensive library of mathematical and scientific function calls entirely built-in. Matlab is available on Unix and Windows. The full set of manuals is on the web in html format. The "Getting Started" manual is a good place to begin and is available in Adobe PDF format.

6630 Tentative Topics:

Topics will include: selected numerical methods and algorithms for elliptic problems; parabolic problems; hyperbolic problems; convection-diffusion problems. Applications.

ADA Statement

The Americans with Disabilities Act requires that reasonable accommodations be provided for students with physical, sensory, cognitive, systemic, learning and psychiatric disabilities. Please contact me at the beginning of the semester to discuss any such accommodations for the course.


Grading: Homework 70% and Final Paper Presentation (TBA) 30%


 


Homework due dates will be announced and posted