Jan 02, 2025  
Rensselaer Catalog 2024-2025 
    
Rensselaer Catalog 2024-2025
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MATH 6840 - Numerical Solution of Partial Differential Equations


Numerical methods and analysis for linear and nonlinear PDEs with applications from heat conduction, wave propagation, solid and fluid mechanics, and other areas. Basic concepts of stability and convergence (such as Lax equivalence theorem, CFL condition, GKS stability theory, energy methods). Methods for parabolic problems (finite differences, method of lines, ADI, operator splitting), methods for hyperbolic problems (vector systems and characteristics, dissipation and dispersion, shock capturing and tracking schemes), methods for elliptic problems (finite difference and finite volume methods).

Prerequisites/Corequisites: Prerequisite: MATH 4800  or CSCI 4800  or equivalent or permission of Instructor.

When Offered: Spring term annually.

Cross Listed: CSCI 6840 . Students cannot obtain credit for both this course and CSCI 6840 .

Credit Hours: 4



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