Math 228A - Numerical Solution of Differential Equations


Instructor: Jon Wilkening

Office: 1091 Evans

Office Hours: Tuesday 3-5 PM

Lectures: TuTh 12:30-2PM, 289 Cory

Course Control Number: 55021

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

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

Syllabus: The first 10 weeks 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 (e.g. the shooting method). We will then study boundary value problems in higher dimensions using boundary integral methods and potential theory. If time permits, we will conclude the course with fast solvers for elliptic equations (multigrid, FFT methods, conjugate gradients, GMRES).

Course Webpage: http://math.berkeley.edu/~wilken/228A.F07

Grading: Grades will be based entirely on homework.

Homework: at least 7 assignments

Comments: Homework problems will be graded Right/Wrong, but you may resubmit 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).