MAT5806 (2009-10) - Numerical Analysis for Differential Equations
WebCT


Course Description
(details TBA)
Computer arithmetic; Numerical solutions of ODEs; Finite Difference methods for PDEs; Finite elements methods; Boundary value problems and elliptics PDEs; Spectral and Pseudospectral methods; Wavelets  for solving PDEs (if time). Necessary notions on PDEs (weak solutions, hyperbolic, parabolic,  etc) will be presented/recalled.
Numerical computing environnment: MATLAB


References

In this Course, I will mainly use the following books [that are accessible online http://catalogue.library.carleton.ca/]
 
Grossmann, Christian; Roos, Hans-Görg
Numerical treatment of partial differential equations.
Translated and revised from the 3rd (2005) German edition by Martin Stynes. Universitext. Springer, Berlin, 2007. xii+591 pp. ISBN: 978-3-540-71582-5

Quarteroni, Alfio Sacco, Riccardo, Saleri, Fausto
Numerical mathematics.
Second edition. Texts in Applied Mathematics, 37. Springer-Verlag, Berlin, 2007. xviii+655 pp. ISBN: 978-3-540-34658-6; 3-540-34658-9


Schedule
From Sep 10, 2009 - Dec 08, 2009
Tuesday & Thursday 10:05-11:25
Assessment
TBA






                                                                                                                                                                                           Last update: Aug. 2009