Objectives: This course is
an introduction to numerical methods, mainly those used to solve
ordinary and partial differential equations.
Contents of the course:
Numerical methods from the user's point of view. Lagrange
interpolation, splines. Integration: Trapezoid, Romberg, Gauss,
Adaptive quadrature. Numerical solution of ordinary differential
equations: explicit and implicit methods, multistep methods,
predictor - corrector and Runge - Kutta methods, boundary value
problems, eigenvalue problems. System of differential equations,
stiffness. Emphasis is on analysis of numerical methods for
accuracy, stability and convergence. Introduction to numerical
solutions of partial differential equations. Von Neumann
stability analysis. Alternating direction implicit methods, non
linear equations.
Instructor:
Prof. Parviz Moin Building 500, Room 500C (650)-723-9713 moin@stanford.edu Office Hours: MW 9:00-10:30 am
Course Assistant:
Lectures:
MW 11:00-12:15, Skilling Auditorium.