(Honours) Floating point arithmetic; numerical solution of ODEs; finite difference methods for PDEs; stability, accuracy and convergence: von Neumann analysis, CFL condition, Lax Theorem. Finite element methods: boundary value problems and elliptic PDEs. Spectral and pseudo-spectral methods. Prerequisite(s): MATH 2454 and MATH 3806, or permission of the School. Also offered at the graduate level, with different requirements, as MATH 5806, for which additional credit is precluded. Lectures three hours a week.
(Honours) Floating point arithmetic; numerical solution of ODEs; finite difference methods for PDEs; stability, accuracy and convergence: von Neumann analysis, CFL condition, Lax Theorem. Finite element methods: boundary value problems and elliptic PDEs. Spectral and pseudo-spectral methods. Prerequisite(s): MATH 2454 and MATH 3806, or permission of the School. Also offered at the graduate level, with different requirements, as MATH 5806, for which additional credit is precluded. Lectures three hours a week.
