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CAAM 452 NUMERICAL SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS
Spring 2012
Meeting time and place:T Th 1:00pm-2:15pm, SEW 309
Office Hours:by appointment (send email to: riviere at rice dot edu) DH 3022
Course Objectives
This course covers various numerical methods for solving partial differential equations. We will mostly
study the theory and the implementation of finite difference methods and finite element methods.
Elliptic and parabolic problems are considered.
We will also consider other methods such as
finite volume methods, mixed methods, discontinuous Galerkin methods, meshless methods.
Course Outcomes
Upon completion of the course, students have a good understanding of both finite difference and finite element methods.
They will have written codes for solving elliptic and parabolic equations in 1D and 2D using those two methods.
Grades
Homeworks (90%) and midterm (10%).
Midterm
The midterm is a pledged exam and access to lecture notes only is allowed.
Midterm is given in class on March 12 and due in class on March 14.
Textbooks
Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems
by Randall J. LeVeque, SIAM, 2007.
Understanding and Implementing the Finite Element Method by Mark S. Gockenbach, SIAM, 2006.
Homeworks
In general, you may discuss homework problems with classmates, but you have to write your solution individually.
Some homeworks are pledged. Homeworks will contain both theoretical and computational problems. Students are strongly
encouraged to start their homeworks early.
Homework1: due on January 24. Uses fdstencil.m
Homework2: due on February 7. Uses poisson.m
Homework3: due on March 7.
Homework4: due on March 28. There is no class on March 28 because of midterm recess. Thus the hwk 4 is due on April 2.
Homework5: due on April 18. You may have to take a smaller time step for the forward Euler method in problem 1: for instance try 1/(16 N^2) instead of 1/(N^2); thus for forward Euler run the cases N=4, 8, 16 only. For Bonus Problem 4, the correct boundary condition is u(0)=1.
Additional reading
Quadratures Dunavant paper
Numerical Analysis of Partial Differential Equations
by Charles Hall and Thomas Porsching, Prentice Hall (1990).
Sobolev Spaces, by Robert A. Adams.
The Mathematical Theory of Finite Element Methods, by Suzanne C. Brenner
and L. Ridgeway Scott, Publisher Springer.
The Finite Element Method for Elliptic Problems, by Philippe G. Ciarlet.
Handbook of Numerical Analysis: Volume II, Finite Element Methods
by Philippe G. Ciarlet and Jacques-Louis Lions, North Holland, NY (1991).
Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations: Theory and Implementation,
by Beatrice Riviere, Publisher SIAM.
Nodal Discontinuous Galerkin Methods: Algorithms, Analysis, and Applications,
by Jan S. Hesthaven and Tim Warburton, Publisher Springer.
Class web site
Students are responsible for viewing the class web site regularly as
material will be added to the site throughout the semester.
Late policy
Homeworks are to be given during class on the due date. If the homework is turned in after the class is over, it is considered late.
Late homeworks will incur penalties in increments of 10%.
Disability
Any student with a documented disability requiring accomodations in this course is encouraged to contact me after class or during office hours. Additionally, students also need to contact Disability Support Services in the Ley Student Center.
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