ACM711 Numerical Methods for Partial Differential Equations

[3–0, 3 cr.]

This course covers numerical methods for solving parabolic, elliptic, and hyperbolic partial differential equations with analysis of their accuracy, convergence, and stability. Topics include discrete Fourier transform, Lax’s equivalence theorem, Von Neumann’s stability condition, the method of characteristics, finite difference methods, Courant-Friedrichs-Lewy condition, TVD schemes, weak solutions and finite volume methods for hyperbolic systems, Godunov’s method, shock capturing methods, local linearization and Roe matrices, higher order methods. Prerequisite: ACM702.