Survey of practical numerical solution techniques for ordinary and partial differential equations. Emphasis will be on the implementation of numerical schemes to practical problems of the engineering and physical sciences. Methods for partial differential equations will include finite difference, finite element and spectral techniques. MATLAB will be used to demonstrate the methods and for assignments.
Solid background in ODEs and familiarity with PDEs and MATLAB. AMATH 301 or the sequence AMATH 351-352-353. Or instructor permission.
- N. Kutz, "Data-Driven Modeling & Scientific Computation : Methods for Complex Systems & Big Data", Oxford University Press (2013).
- C. Moler: https://www.mathworks.com/moler.html
- A. Quarteroni, F. Saleri, and P. Gervasio, “Scientific computing with Matlab and Octave", Springer-Verlag (2014).
- A. Quarteroni, R. Sacco, and F. Saleri, “Numerical Mathematics”, Springer (2007).