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Jul 31, 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).
Prerequisite or Corequisite: Prerequisite: None, but knowledge of numerical methods at the level of MATH 4800 or CSCI 4800 is recommended.
When Offered: SPRING TERM ANNUALLY
Cross Listed: CSCI 6840 . Students cannot obtain credit for both this course and CSCI 6840 .
Graded: GRADED
Credit Hours: 4
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