Math 577: Numerical Solution of Partial Differential Equations

Spring 2005 -- Math 577: Numerical Solution of Partial Differential Equations

Instructor: Dr. Wen-Qing Xu

Office: FO3-203
Phone: 562-985-1823
Email: wxu @ csulb.edu
Web: www.csulb.edu/~wxu

Classes: Tuesday/Thursday, 5:30-6:45PM, LA5-151

Office hours: Tuesday/Thursday 2:30-4:00PM, and by appointment.

Textbook:
    Numerical Solution of Partial Differential Equations: Finite Difference Methods, 3rd Edition,
     G. D. Smith, Oxford University Press, 1985.

Prerequisites: Math 423 or Math 576, or consent of instructor.

Goal:

To provide a survey of finite difference methods for solving hyperbolic, parabolic, and elliptic PDE's, with analysis of their accuracy, convergence, and stability properties. Topics include selected initial-value and boundary-value problems, characteristics, domain of dependence, von Neumann's method of stability analysis, the matrix method of stability analysis, and solution of large scale sparse linear systems by direct and iterative methods. Introduction to the finite element method.

Grading Policy:

Homework/Quizzes: 25%
Exam 1: 25% (Tuesday, 3/8/05,5:30-6:45PM, LA5-151)
Exam 2: 25% (Thursday, 4/28/05, 5:30-6:45PM, LA5-151)
Final Exam: 25% (Thursday, 5/19/05, 5:00-7:00PM, LA5-151)

Remarks:

Class attendance is expected and will be checked from time to time. If you have to miss a class for a valid reason, notify me in advance.
There will be approximately 5 announced quizzes given during the semester. No make-up quizzes will be given, but the one with the lowest score may be dropped.
Homework problems will be assigned and collected approximately once every two weeks and will be posted on my web page. No late homework will be accepted.
There will be two midterm exams and a comprehensive final exam. There will be no make-up exams except in extremely unusual circumstances.
Please refer to the university policy and deadlines for withdrawals. It is the student's responsibility to withdraw from the course. The instructor has no obligation to withdraw students who do not attend classes, and may choose not to do so.
Request for special need for accommodation of a University verified disability should be submitted within the first two weeks with all necessary documentation.