Math 517
Finite Difference Methods

Tentative Course Plan



References:  --- Numerical Methods for Conservation Laws,   Birkaeuser1992.
                                 by Randall Leveque
                      
--- Time-dependent Problems and Difference Methods,  Wiley 1995.
                                 by Bertil Gustafsson, Heinz-Otto Kreiss and Joseph Oliger


                

Week 1   23-27  August
08/24 --- Model equations (wave, heat and convection-diffusion equations)
08/26 --- The choice of the finite differences

Week 2   30-03  September
08/31 --- Stability of Finite difference methods (con.)
09/02 --- Scalar conservation Laws

Week 3  06-10  September
09/07 --- Some nonlinear systems
09/09 --- Linear hyperbolic systems

Week 4  13-17 September
09/14 ---Shock waves & Rarefaction waves 
09/16--- Riemann Problems

Week 5    20-24  September
09/21 --- Finite Difference for linear problems
09/23 ---

Week 6  27--01  September-October
09/28 ---  Conservative methods for nonlinear problems 
09/30 ---  

Week 7   04--08  October
10/05 --- Computing discontinuous solutions
10/07 --- Midterm

Week 8   11-15  October
10/12 ---  Godunov's method
10/14 ---

Week 9  18-22  October
10/19 --- Approximate Riemann solvers
10/21 ---

Week  10  25-29  October
10/26 --- Nonlinear stability 
10/28 --- 

Week 11   01  - 05  November
11/02 ---  High resolution methods
11/04 --- 

Week 12  08-12 November
11/09--- Semi-discrete methods
11/11 ---  Multi-D problems

Week 13  15-19  November
11/16 ---  Hamilton-Jacobi equations and numerical methods
11/18 --- 

22-26 November   *** Thanksgiving Break ***

Week 14  29 November ---03 December
11/30 --- Parabolic equations and numerical methods
12/02 ---   

Week 15  06  - 10  December
12/07 ---
12/09 --- Review

Final Week  13-- 17   December  TBA.