The numerical solution of ordinary differential equations, and partial differential equations of elliptic, hyperbolic and parabolic type. The course is a basic introduction to finite difference methods, including the associated theory of stability, accuracy and convergence. Students will gain practical experience using state-of-the-art numerical solvers and visualization tools, while solving practical problems from the physical and biological sciences. Cross-listed as CS 4115.
Prerequisite: One of MATH 3043, MATH 3073, MATH 3413, MATH 3503, CS 3113, CHE 3418, or ME 3522.