Fall 2015 MATH 228A 001 LEC

Numerical Solution of Differential Equations
Schedule: 
SectionDays/TimeLocationInstructorCCN
001 LECTuTh 8-930A 241 CORYLIN, L54491
Units/CreditFinal Exam GroupEnrollment
411: WEDNESDAY, DECEMBER 16, 2015 3-6PLimit:53 Enrolled:40 Waitlist:0 Avail Seats:13 [on 10/04/15]
Additional Information: 

Prerequisites: 128A.

Syllabus: 

This class focuses on two aspects for solving differential equations. 1) How to discretize a differential equation (temporal, spatial). 2) After obtaining a discretized system, how to solve it. Modern scientific applications increasingly require one to consider two aspects together to design efficient and accurate numerical schemes. We aim at discussing the following topics. 

Linear multistep methods; Runge-Kutta methods; Stability theory; Stiff equations; Discretization techniques; Sparse direct method; Krylov methods and preconditioning; Domain decomposition method; Matrix functions 

Office: 1083 Evans

Office Hours:  W 1:30-3:30PM or by appointment.

Required Text: 

[L] R. J. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, Steady State and Time Dependent Problems, SIAM, 2007. ISBN 978-0-898716-29-0.

Course Webpage: https://math.berkeley.edu/~linlin/228A/