MATH 6620 - Finite Difference Approximations for Solutions to PDE

This course focuses on the construction and analysis of finite difference methods for PDE. Topics include evolution equations methods, elliptic BVP methods, local and global errors, stability, consistency and the Lax equivalence theorem, and matrix and von Neumann stability analysis.

Prerequisite(s):

• MATH 5620  or equivalent
• MATH 5420  or equivalent