MATH 567Numerical Methods for Partial Differential Equations

Summer 2018 (July 2 – August 4, Syllabus)



Time and Location: MTWR 1:00pm-3:25pm, Engineering Building 1160,         Instructor: Dr. Jun Liu,           E-mail: juliu@siue.edu,           
Office Location: Science East 2310,        Office Phone: 618-650-2220,         Office Hours: MTWR 12:30pm-1:00pm, or by appointment.

Textbooks:
[TB] Finite Difference Methods for Ordinary and Partial Differential Equations: Steady-State and Time-Dependent Problems , Randall J. LeVeque, ISBN:978-0898716290. Book Codes.
[R1] Numerical Solution of Differential Equations: Introduction to Finite Difference and Finite Element Methods,  Book Codes and Course Website.

List of recommended books and online resources (MATLAB&Numerical Analysis&Numerical PDEs):


Lectures Schedule (subject to change depending on class progressing):
Date
List of Topics
Reading material
Related Codes
Assignment
Remarks
July 2
MATLAB Tutorial and MATLAB Solvers for ODE (IVP) MATLAB Slide; Taylor series
[TB] Appendix E;

[R1] Appendix A: ODE Solvers; 
learn Cheat-Sheet Codes
ivp_ex2.m ;    yp.m;
prey_prd_drive.m;    prey_prd.m
MATLAB Onramp

Solving ODEs
Getting Started (video)
Another MATLAB Tutorial
Lorenz ODE system
July 3
Finite Difference Approximations
[TB] Chap 1
chap1example1.m; fdstencil.m
fdcoeffV.m; fdcoeffF.m

Forberg's algorithm paper
July 4
University Holiday. No Class!
 



July 5
Finite Difference Methods for ODE(BVP)
[TB] Chap 2
main.m; [R1]
two_point.m; [R1]

[R1] Chap 2, Sec 2.1
July 6










July 9
Finite Difference Methods for ODE(BVP)
[TB] Chap 2 bvp_2a.m (Dirichlet BC);

Project 1 Due. Linear Algebra Cheatsheet
July 10
Finite Difference Methods for ODE(BVP) [TB] Chap 2
chap2fig2.m;
bvp_2.m (Neumann BC);
bvp_4.m;

bvp_spectral.m;

speye
spalloc

Chebyshev points
July 11
Finite Difference Methods for ODE(BVP) [TB] Chap 2
chap2page35.m
bvp_2c.m (v.s. chap2page35.m)


spdiags

July 12
Finite Difference Methods for ODE(BVP) [TB] Chap 2
non_tp.m; [R1]
chap2page39.m
chap2page36symsys.m


fsolve
Jacobian matrix
July 13 Finite Difference Methods for ODE(BVP) [TB] Chap 2 tic/toc (for CPU time)
make-up lecture






July 16
Finite Difference Methods for Elliptic PDEs (2D) [TB] Chap 3
chap2page39.m (Newton solver)
bratubvp.m(use of bvp4c)
absbvp.m (use of bvp4c)
poisson.m
Project 2 Due. MATLAB's bvp4c (paper, slide)
bvp4c tutorial examples (zip file)

gallery (choice: 'tridiag','poisson')
July 17
Finite Difference Methods for Parabolic PDEs [TB] Chap 9 heat_CN.m
heat_CN_test.m


July 18
Finite Difference Methods for Hyperbolic PDEs [TB] Chap 9


July 19
Finite Difference Methods for Hyperbolic PDEs [TB] Chap 10 advection_LW_pbc.m
advection_LW_pbc_test.m

Lax-Friedrichs (lax_fred.m)
Upwind(upwind.m)
More related codes check this

July 20 Finite Difference Methods for Hyperbolic PDEs [TB] Chap 10 linearAdvection_JA.m

make-up lecture






July 23
Finite Difference Methods for Hyperbolic PDEs [TB] Chap 10 advection3schemes_noBC.m
Project 3 Due.
July 24
Conference Travel. No Class!
Online QA


July 25
Conference Travel. No Class!
Online QA


July 26
Conference Travel. No Class!
Online QA


July 27 Conference Travel. No Class!









July 30
Iterative Solvers for Sparse Linear Systems [TB] Chap 4 iter_bvp_Asplit.m
Project 4 Due.
July 31
Multigrid Solvers for Sparse Linear Systems [TB] Chap 4.6; A Multigrid Tutorial; SecondFD1dMG.m

pcg of MATLAB
A Multigrid Course Page
The Multigrid Tutorial Book
Aug 1
Von Neumann Stability Analysis & Review [TB] Chap 9.6; [R1] Chap 4.4; Review; 


A short slide
Aug 2
Final Exam (comprehensive)

Practice Exam
Project 5 Due. NewtonPi.m
Aug 3


 

Some advanced applications based on MATLAB as research topics: