CSC446-2310S Computational Methods for Partial Differential Equations

Aims Outline

References
General on Partial Differential Equations
K. W. Morton and D. F. Mayers Numerical Solution of Partial Differential Equations Cambridge University Press 1996
Arieh Iserles A first course in the Numerical Analysis of Differential Equations Cambridge University Press 1996
Michael A. Celia and William G. Gray Numerical methods for differential equations Prentice Hall 1992
William F. Ames Numerical Methods for Partial Differential Equations Academic Press 1992 3rd edition (or 2nd edition) (or Thomas Nelson & Sons)
C. A. Hall and T. A. Porsching Numerical Analysis of Partial Differential Equations Prentice Hall 1990
John C. Strikwerda Finite Difference schemes and Partial Differential Equations Wadsworth and Brooks/Cole 1989
Eric B. Becker, Graham F. Carey and J. Tinsley Oden Finite Elements (Vol I) Prentice Hall 1981
A. R. Mitchell and R. Wait The Finite Difference Method in Partial Differential Equations John Wiley and Sons 1977
A. R. Mitchell and R. Wait The Finite Element Method in Partial Differential Equations John Wiley and Sons 1977
Garrett Birkhoff and Robert E. Lynch Numerical Solution of Elliptic Problems SIAM 1984
John R. Rice and R. F. Boisvert Solving Elliptic Problems with ELLPACK Springer-Verlag, New York 1985
Splines and the Finite Element Method
P. M. Prenter Splines and Variational Methods John Wiley & Sons 1975
Carl de Boor A Practical Guide to Splines Springer-Verlag 1978
Strang and Fix An Analysis of the Finite Element Method Prentice Hall
Martin H. Schultz Spline Analysis Prentice Hall 1973
Numerical Linear Algebra
William W. Hager Applied Numerical Linear Algebra Prentice Hall 1988
Gene Golub and Charles Van Loan Matrix computations John Hopkins University Press 1996
General Numerical Analysis
S. D. Conte and Carl de Boor Elementary Numerical Analysis McGraw-Hill Inc.
David Kincaid and Ward Cheney Numerical Analysis Brooks/Cole 1996
Michael Heath Scientific Computing: an introductory survey McGraw-Hill Inc. 1997
Richard L. Burden and J. Douglas Faires Numerical Analysis Brooks/Cole 1997, 6th edition
L. W. Johnson and R. D. Riess Numerical Analysis Addison Wesley
Advanced and Parallel Methods
Yousef Saad Iterative Methods for Sparse Linear Systems PWS 1996
Wolfgang Hackbusch Iterative Solution of Large Sparse Systems of Equations Springer Verlag 1994
O. Axelsson and V. A. Barker Finite element solution of boundary value problems Academic Press 1984
William L. Briggs A multigrid tutorial SIAM 1987
Gene Golub and Charles Van Loan Matrix computations John Hopkins Univ. Press 1996
James M. Ortega Introduction to Parallel and Vector Solution of Linear Systems Plenum Press 1988
Jianping Zhu Solving Partial Differential Equations on Parallel Computers World Scientific 1994

Prerequisites

Schedule for Spring 2009
Lectures Wednesday 1-3 Room BA B024
Friday 2-3 Room BA B024
Office Hours Tuesday 4-5 Room BA 4226

Tentative marking scheme for Spring 2009
Problem set 1 15%
Problem set 2 15%
Problem set 3 25%
Problem set 4 15%
Midterm test 30%
Most of the assignments include substantial computer work.