001-2-4043

Introduction to Numerical Solution of PDEs

 

 

Instructor: Prof. Leonid Prigozhin

Syllabus

Grading policy: 70% project + 30% exam

 

Literature:

Solution of ODEs and PDEs

1

R.J. LeVeque

Finite Difference Methods for Ordinary and Partial Differential Equations, SIAM, 2007

2

K.W. Morton and D.F. Mayers

Numerical Solution of Partial Differential Equations, Cambridge U-ty, 2005

3

V.S. Ryaben’kii and S.V. Tsynkov

A Theoretical Introduction to Numerical Analysis (Part III), Chapman & Hall, 2007

Matlab

1

T.A. Davis and K. Sigmon

Matlab Primer, Chapman & Hall, 2005

 

Useful link: Electronic library libgen