Continuation of Numerical Methods I. Theoretcal and practical discussion of numerical solution of ordinary and partial differential equations. Approximating functions by polynomials, splines, and Fourier series. Time stepping methods for the initial value problem for ordinary differential equations, Adams and other linear multistep methods, Runge Kutta methods, order of accuracy, stability, convergence proofs, stiff problems and implicit methods, stability region. Finite difference methods for wave propagation problems, von Neumann stability analysis, CFL time step constraints. Parabolic and elliptic problems with solution methods for large systems of equations arising from PDE.
Numerical Methods I or the permission of the instructor Some familiarity with partial differential equations would be helpful.
Assignments, exams, grading:
The final grade will be based on homework assignments, and a final project.
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Look there for important course announcements, in particular