Math3071 Fall Semester 2009/2010 (2101)

Numerical Solutions of Partial Differential Equations
MWF 12:00-12:50 Thackeray 704


Office Hours

MWF 1:00 - 2:00, and by appointment
Office: Thackeray 303
Phone: (412) 624-8374
E-mail: yotov@math.pitt.edu

This course is an introduction to modern numerical methods for solving partial differential equations. We will cover both finite difference and finite element methods. Accuracy, stability, and efficiency of the algorithms will be studied from both theoretical and computational standpoint.

Written homework and several computational projects will be assigned. A programming language of choice can be used. Help will only be provided for Matlab and Fortran. The Matlab language provides extensive library of mathematical and scientific function calls entirely built-in. Matlab is available on Unix and Windows in the university computing labs. The full set of manuals is on the web in html format. The "Getting Started" manual is a good place to begin and is available in Adobe PDF format. The full reference manual as well as manuals for each of the many toolboxes are all available.


Course materials

  • Syllabus
  • Matlab Primer: pdf; postscript
  • Matlab Tutorial: Postscript; HTML
  • Introduction to Matlab exercises by Dr. Mike Sussman: Preliminaries; Beginning Matlab

    Homework Assignments

  • Homework 1, Due September 14, 2009: Chapter 1 #1.2, 1.4, 1.5 (Here general weights means that the test space may be different from the trial space.)
  • Homework 2, Due September 30, 2009: Chapter 3 #3.4, 3.6, 3.9, 3.11; Bonus: 3.7
  • Homework 3, Due October 14, 2009: Chapter 4 #4.4, 4.5, 4.6, 4.8a,b
  • Homework 4, Due November 4, 2009: Chapter 5 #5.8, 5.9, 5.10, 5.11
  • Homework 5, Due November 18, 2009
  • Homework 6, Due December 7, 2009

    Computer Assignments

  • Project1, Due October 7, 2009
  • Project2, Due November 9, 2009
  • Project3, Due December 16, 2009

    Exams

  • Exam 1 will be in class on Wednesday, October 14, 2009
  • Exam 2 will be take home, due December 16, 2009