Numerical Methods for Partial Differential Equations (SMA 5212)

Lecture Notes

LECTURE SLIDES

LECTURE NOTES

Numerical Methods for Partial Differential Equations (PDF)

(PDF - 1.0 MB)

Finite Difference Discretization of Elliptic Equations: 1D Problem (PDF)

(PDF - 1.6 MB)

Finite Difference Discretization of Elliptic Equations: FD Formulas and Multidimensional Problems (PDF)

(PDF - 1.0 MB)

Finite Differences: Parabolic Problems (PDF)

(PDF)

Solution Methods: Iterative Techniques (PDF)

(PDF - 1.0 MB)

Iterative Methods: Multigrid Techniques (PDF)

(PDF)

Finite Difference Discretization of Hyperbolic Equations: Linear Problems (PDF - 1.7 MB)

(PDF - 2.4 MB)

Hyperbolic Equations: Scalar One-Dimensional Conservation Laws (PDF)

(PDF - 1.4 MB)

Numerical Schemes for Scalar One-Dimensional Conservation Laws (PDF)

(PDF - 1.4 MB)

Finite Element Methods for Elliptic Problems; Variational Formulation: The Poisson Problem (PDF)

(PDF - 1.2 MB)

Discretization of the Poisson Problem in IR1: Formulation (PDF)

(PDF - 1.5 MB)

Discretization of the Poisson Problem in IR1: Theory and Implementation (PDF - 1.9 MB)

(PDF - 2.5 MB)

FEM for the Poisson Problem in IR2 (PDF)

(PDF - 1.6 MB)

Numerical Methods for PDEs, Integral Equation Methods, Lecture 1: Discretization of Boundary Integral Equations (PDF - 1.0 MB)

(PDF)

Numerical Methods for PDEs, Integral Equation Methods, Lecture 2: Numerical Quadrature (PDF)

(PDF)

Numerical Methods for PDEs, Integral Equation Methods, Lecture 3: Discretization Convergence Theory (PDF)

(PDF)

Numerical Methods for PDEs, Integral Equation Methods, Lecture 4: Formulating Boundary Integral Equations (PDF)

(PDF)

Numerical Methods for PDEs, Integral Equation Methods, Lecture 5: First and Second Kind Potential Equations (PDF)

 

Numerical Methods for PDEs, Integral Equation Methods, Lecture 6: Discretization and Quadrature (PDF)

 

Assignments

This section provides the problem sets for the class. Performance on problem sets accounts for 90% of each student's grade in the course. Problem sets vary in depth and duration.

Problem Set 1: Finite Differences and Iterative Methods (PDF)

Problem Set 2: Hyperbolic Equations (PDF)

Problem Set 3: Variational Methods (PDF)

Problem Set 4: Integral Equation Methods (PDF)