Numerical Solution of Partial Differential Equations - Finite Difference Methods

Prerequisite: Consent of instructor.
Enrollment Comments: Students should be proficient in basic numerical methods, linear algebra, mathematically rigorous proofs, and some programming language. Same course as ECE 210C, ME 210C, Mathematics 206C, Chemical Engineering 211C, and Geology 251C.
Finite difference methods for hyperbolic, parabolic and elliptic PDE's, with application to problems in science and engineering. Convergence, consistency, order and stability offinite difference methods. Dissipation and dispersion. Finite volume methods. Software design and and adaptivity.