Math 450 - Numerical Analysis of PDEs - Spring 2009

Introduction to partial differential equations and to numerical analysis for partial differential equations.

Topics covered:

First order PDEs (characteristics, Euler method, shock waves, weak solutions), heat/diffusion equations (heat kernel, eigenfunction expansions, Crank-Nicolson method), wave equations, higher dimensional problems.
MATLAB will be used for numerical exercises and computations.

Prerequisites: Mathematics 449 or permission of the instructor.
Time and Location:   MWF 3:00-4:00pm -- Cupples I  Rm 216
Textbook: Introduction to partial differential equations with MATLAB.
Jeffrey Cooper (1998) (Birkhauser)   ISBN 0-8176-3967-5, 3-7643-3967-5
Instructor: Prof. Stanley Sawyer -- Cupples I, Room 107
Phone: (314) 935-6703   --   Send an email
Office Hours: MW 6:00-7:00pm   Office:  Cupples I  Rm 107
(Warn me in advance if you are coming  --  other times are OK by appointment)
TAKE-HOME FINAL: Due by Monday May 4 at 4:30 pm   Cupples I Rm 100 or Rm 107
Links: Homework Assignments
Example MATLAB programs
Stanley Sawyer's home page
Mathematics Department Home Page
Washington University Home Page

SEE BELOW for some optional but useful references.

Homework Sets, Exams, and Grades:
        There will be around five homework sets, an in-class midterm, and a final. Grades will be based on on the homework sets (around 40%), the midterm (around 20%), and the final (around 40%). Cr means D or better if you elect ``Credit/No Credit.''

        Collaboration on homework is allowed and can be helpful (and fun). However, you must (i) write the names of the people that you collaborated with at the top of your homework and (ii) write up your homework in your own words.

        Make a copy of each homework before you hand it in!!
        It may not be returned before you need to refer to it for the next homework (or for the next test).

NOTE:   If you use a computer to do a homework problem, then hand in (in the following order):
        (i) your answers to the homework problems, with references to page numbers in part (iii) if your answer depends on your computer output and the output has more than one or two pages,
        (ii) the source code for the computer program or programs that you used in part (i), and
        (iii) the computer output on which you based your answers in part (i), with hand-written (or other) page numbers that you can use in part (i).


A Useful Introduction/Reference Manual for MATLAB:
        MATLAB: An Introduction with Applications
        Amos Gilat (2008) (Wiley)

Scientific Programming:
        Numerical Recipes: the Art of Scientific Computing, 3rd edition
        W. Press, S. Teukolsky, W. Vetterling, and B. Flannery (2007) (Cambridge University Press)

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Click here for Stanley Sawyer's home page:

Last modified April 29, 2009