Fall 2007

a: Initial value problems; multistep methods, stability, convergence and error estimation, automatic stepsize control, higher order methods, systems of equations, stiff problems; boundary value problems; eigenproblems. Prerequisite: 501 or 502a or consent of instructor. b: Computationally efficient schemes for solving PDE numerically; stability and convergence of difference schemes, method of lines; fast direct and iterative methods for elliptic equations. Prerequisite: 501 or 502a or consent of instructor.