MATH 6703 - Numerical Methods for Initial and Boundary Value Problems

Basic numerical methods for solving initial value problems and boundary value problems for differential equations arising in science and engineering are studied. Finite difference methods for elliptic, parabolic, and hyperbolic partial differential equations are emphasized. An introduction to the mathematics and use of the finite element method is included. Prerequisites: Math 2073 or consent of instructor. Math 3073 and Math 4143 are recommended but not essential, provided that the student has had exposure to ordinary and partial differential equations in applications or previous courses. Familiarity with the computer algebra system Mathematica is recommended.