Finite Difference Methods for Partial Differential Equations


CS 5474: Finite difference methods for initial and boundary value problems for partial differential equations. Consistency, stability, convergence, dispersion, and dissipation. Methods for linear and nonlinear elliptic and parabolic equations, first- and second-order hyperbolic equations, and nonlinear conservation laws.  Cross-listed with Math 5474.  (3H,3C)

Prerequisite: CS 3414

Taught By: