Numerical Methods II

   Spring Semester 2003           Eric Olson
   TR 11:00-12:15pm
   202 OSN                        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 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.

There are web pages online for the sections of Numerical Methods I taught Spring Semester 2001 and Fall Semester 2002. Note that Math (also CS) 483/683 Numerical Methods I is not a prerequisite for this course.

Texts:

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

2. 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/484/

Prerequisites: Math 285 Differential Equations or equivalent and a knowledge of computer programming in FORTRAN, C or Pascal.