METHODS OF COMPUTATIONAL MATHEMATICS I

3 credits.

Development of finite difference methods for hyperbolic, parabolic and elliptic partial differential equations. Analysis of accuracy and stability of difference schemes. Direct and iterative methods for solving linear systems. Introduction to finite volume methods. Applications from science and engineering. Students are strongly encouraged to have programming skills (e.g. COMP SCI 200 ) and some undergraduate numerical analysis (e.g. MATH/COMP SCI 514 or COMP SCI 412 ), analysis and differential equations (e.g. MATH 322 and MATH 521 ) and linear algebra (e.g. MATH 341 ).