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++)
Iserles, A First Course in the Numerical Analysis of Differential Equations
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