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Calendar

LEC # TOPICS KEY DATES
1 Introduction, Examples
2 Linear Systems
3 The Fast Fourier Transform
4 Wave Equation
5 Consistency, Stability, Convergence, Von Neumann Analysis
6 Conditions for Stability Homework 1 due
7 Multistep Schemes

Leap-frog
8 Dissipation
9 Dispersion
10 Group Velocity and Propagation of Wave Packets I Homework 2 due
11 Group Velocity and Propagation of Wave Packets II
12 Parabolic Equations
13 The Du Fort Frankel Scheme
14 The Convection-Diffusion Equation Homework 3 due
15 Systems of Differential Equations
16 The Solution of the System ut + Aux = Bu
17 The Solution of the System ut + Aux = Buy
18 ADI Methods Homework 4 due
19 Elliptic Equation Homework 5 due
20 Numerical Methods for Elliptic Equations
21 Detailed Analysis of Jacobi, Gauss-Seidel and SOR(w)
22 Multigrid, Part I
23 Multigrid, Part II
24 Numerical Methods for ODEs
25 Stiff ODEs Homework 6 due