Numerical Methods for Partial Differential Equations

Catalog description

This course is an introduction to numerical methods of PDEs, and in particular, to finite element methods (FEM), emphasizing the interconnection between the functional analytic viewpoint of PDEs and the practical and effective computation of the numerical approximations. In particular, the emphasis is on showing that many of the useful and elegant ideas in finite dimensional linear algebra have a natural counterpart in the infinite dimensional setting of Hilbert spaces, and that the same techniques that guarantee the existence and uniqueness of the solutions in fact provide also stable computational methods to approximate the solutions. The topics covered in this course include Fourier analysis, weak derivatives, weak forms, generalized functions; Sobolev spaces, trace theorem, compact embedding theorems, Poincare inequalities; Riesz theory, Fredholm theory; Finite Element Method (FEM): Grid generation, existence, stability and convergence of solutions for elliptic problems; Semi-discretization of parabolic and hyperbolic equations; Stiffness; Numerical solution of linear systems by iterative methods. A quintessential part of this course comprises numerical implementation of the finite element method. Matlab is used as the programming tool both in demonstrations and examples in the class as well as in home assignments. Recommended Preparation: linear algebra, multivariate calculus, and ordinary differential equations.