Numerical Methods II

   Spring Semester 2006           Eric Olson
   MWF 11:00-11:50pm
   AB 205                         ejolson at unr.edu

The development of computers in the late 1940's and their great advances in power over the last fifty years has lead to a revolution in the field of numerical analysis. The goal of this course sequence is to provide the student with the numerical tools and methodology necessary to treat their own problems.

Numerical Methods II will cover the numerical solution of ordinary differential equations, initial value problems, boundard value problems and elliptic, parabolic and hyperbolic partial differential equations. Techniques covered will include finite and upwind difference methods, explicit and implicit methods, the fast Fourier transform, multigrid, and the fast multipole method.

Note that Math/CS 466/666 Numerical Methods I is not a prerequisite for this course.

Required Texts:

1. Arieh Iserles, A First Course in the Numerical Analysis of Differential Equations, 1996, Cambridge University Press.

2. K.W. Morton, D.F. Mayers, Numerical Solutions of Partial Differential Equations, Second Edition, 2005, Cambridge University Press.

1. Roger Peyret Spectral Methods for Incompressible Viscous Flow, 2002, Springer.

2. Jeffery J. Leader, Numerical Analysis and Scientific Computation, 2004, Addison Wesley.

3. Donald Greenspan and Vincenzo Casulli, Numerical Analysis for Applied Mathematics, Science, and Engineering, 1988, Addison-Wesley Publishing Company.

Course Web Page: http://fractal.math.unr.edu/~ejolson/467/

Prerequisites: Math 285 Differential Equations. Note that Math/CS 466/666 Numerical Methods I is not a prerequisite for this course.