Numerical Solution of Partial Differential Equations

CSCI 61500


P: 515 and MATH 523.

Not Currently Offered

The numerical solution of hyperbolic, parabolic, and elliptic equations by finite difference methods; iterative methods Gauss-Seidel, overrelaxation, alternating direction for solving elliptic equations; discretization and round-off errors; explicit and implicit methods for parabolic and hyperbolic systems; the method of characteristics; the concept of stability for initial value problems.