**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:** /~wilken/228A.F07

**Grading:** Grades will be based entirely on homework.

**Homework:** at least 7 assignments