MATE 6690 Computational Analysis II

Course syllabus

Topics

  • Linear multistep methods for solving ordinary differential equations, the initial value problem
  • Linear stability analysis and stiffness
  • Runge-Kutta methods
  • Numerical solution of ordinary differential equations: Two-point boundary value problem
  • Conservation law and the transport equations
  • Linear finite difference methods for partial differential equations (PDE)
  • Flux-limiter methods
  • Strang splitting technique
  • Von Neumann stability analysis
  • Numerical methods for the Burgers’ equation, a nonlinear equation