Math 228A - Numerical Solution of Differential Equations

Instructor: Jon Wilkening

Lectures: TuTh 11-12:30pm, Room 87 Evans

Course Control Number: 55054

Office: 1091 Evans

Office Hours: Monday 11AM-1PM

Prerequisites: Math 128A or equivalent knowledge of basic numerical analysis. Some programming experience (e.g. Matlab, Fortran, C, or C++)

Required Texts:
Iserles, A First Course in the Numerical Analysis of Differential Equations
Morton and Mayers, Numerical Solution of Partial Differential Equations

Recommended Reading:
Hairer/Norsett/Wanner, Solving Ordinary Differential Equations (2 vols)

Syllabus: The first half of the course will cover thoery and practical methods for solving systems of ordinary differential equations. We will discuss Runge-Kutta and multistep methods, stability theory, Richardson extrapolation, stiff equations and boundary value problems. We will then move on to study finite difference solutions of hyperbolic and parabolic partial differential equations, where we will develop tools (e.g. Von Neumann stability theory, CFL conditions, consistency and convergence) to analyze popular schemes (e.g. Lax-Wendroff, leapfrog, Cranck-Nicholson, ADI, etc.)

Course Webpage: http://math.berkeley.edu/~wilken/228A.F06

Grading: Grades will be based entirely on homework.

Homework: 10-12 assignments

Comments: Homework problems will be graded right/wrong, but you may re-submit the problems you get wrong within two weeks of getting them back to convert them to "right". (If you turn in a homework late, you forfeit this possibility).