**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).

- Homework 1. posted 8/30/06, due 9/7/06.
- Homework 2. posted 9/12/06, due 9/21/06.
- Homework 3. posted 9/25/06, due 10/5/06.
- Homework 4. posted 10/4/06, due 10/12/06.
- Homework 5. posted 10/19/06, due 10/26/06.
- handout for Homework 5 . posted 10/19/06.
- Homework 6. posted 11/2/06, due 11/9/06.
- Homework 7. posted 11/16/06, due 11/30/06.