Finite Difference Methods for Partial Differential Equations
Professor: Paul J. Atzberger
206C Spring 2010, Meeting in Girv. 2112
TR 9:30am - 10:45am

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Midterm Outline

  1. Necessary and Sufficient Conditions for Convergence (Lax-Richtmyer Theorem)
  2. Stability
    • Sufficient conditions for stability of FD methods for first order and second order PDEs.
    • CFL Condition.
    • Von Neumann Analysis.
  3. Accuracy Analysis
    • Real-space approaches.
    • Fourier-space approaches.
  4. First Order Hypobolic PDEs
    • Method of Characteristics
    • Lax-Wendroff FD Method
    • Upwinding FD Method
  5. Second Order Hypobolic PDEs
    • Central in Time and Central in Space FD Method
  6. Parabolic PDEs
    • Representation of analytic solution in terms of Green's functions.
    • Crank-Nicolson FD Method

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