LEC # | TOPICS | NUMERICAL EXAMPLES AND HANDOUTS |
---|---|---|
1 | Introduction, Examples | |
2 | Linear Systems | |
3 | The Fast Fourier Transform (PDF) | |
4 | Wave Equation (PDF) | Supplemental Handout (PDF) |
5 | Consistency, Stability, Convergence, Von Neumann Analysis (PDF) | |
6 | Conditions for Stability (PDF) | |
7 | Multistep Schemes Leap-frog (PDF) | |
8 | Dissipation (PDF) | Numerical Example (M) |
9 | Dispersion (PDF) | |
10 | Group Velocity and Propagation of Wave Packets I (PDF) | Numerical Example (M) |
11 | Group Velocity and Propagation of Wave Packets II (PDF) | |
12 | Parabolic Equations (PDF) | Supplemental Handout (PDF) |
13 | The Du Fort Frankel Scheme (PDF) | Numerical Example (M) |
14 | The Convection-Diffusion Equation (PDF) | Numerical Example (M) |
15 | Systems of Differential Equations (PDF) | |
16 | The Solution of the System ut + Aux = Bu (PDF) | |
17 | The Solution of the System ut + Aux = Buy (PDF) | |
18 | ADI Methods (PDF) | |
19 | Elliptic Equation (PDF) | |
20 | Numerical Methods for Elliptic Equations (PDF) | |
21 | Detailed Analysis of Jacobi, Gauss-Seidel and SOR(w) (PDF) | |
22 | Multigrid, Part I | Numerical Example Mgdemo.m and others located here |
23 | Multigrid, Part II | |
24 | Numerical Methods for ODEs (PDF) | Numerical Example (M) |
25 | Stiff ODEs (PDF) |