King Fahd University of Petroleum and Minerals

Department of Mathematics and Statistics

SYLLABUS 081

 

 

Course:

Math 572

Title:

Numerical Analysis of Partial Differential Equations - 12695 -

Textbook:

Partial Differential Equations with Numerical Methods by Stig Larsson and Vidar Thomee

Catalogue Description

Theory and implementation of numerical methods for boundary value problems in partial differential equations (elliptic, parabolic, and hyperbolic). Finite difference and finite element methods: convergence, stability, and error estimates. Projection methods and fundamentals of variational methods. Ritz-Galerkin and weighted residual methods.

Course webpage:  http://faculty.kfupm.edu.sa/math/ffairag/math572_081/

 

Scheduled Meeting Times

Type

Time

Days

Location

Instructors

Class

3:35 pm - 4:50 pm

UT

Building #5 101

DR. FAISAL A. FAIRAG

Final Examination

7:00 pm - 10:00 pm

M

TBA

TBA

 

DR. FAISAL A. FAIRAG

Office:  59-1024        Tel: 860- 4463            E-mail: ffairag@kfupm.edu.sa

webpage http://faculty.kfupm.edu.sa/math/ffairag

 

Syllabus

Week

TOPICS

1

 Finite Difference Method for Poisson Equation

2-4

 Finite Element Method for Poisson Equation

5

 Classification of second -order linear PDE

6

 Solution Methods: Iterative Techniques

 Solving systems of Linear and Nonlinear equations ( Iterative Methods)

7-8

 Finite Difference Method for Elliptic equations ý( consistency - convergence - stability)ý

9

 Finite Difference Method for Parabolic equations

10

 Finite Difference Method for Hyperbolic equations

11-13

 Finite Element Methods for Elliptic Equations; Variational Formulation

14

 Finite Element Methods for Parabolic Equations

15

 Finite Element Methods for Hyperbolic Equations

 

 

Grading Policy

Computer Assigment and Homework

Mini-project

Mid-Exam

 

Final

Exam

Class interaction

30

20

20

25

5

 

 

References

1

 The Mathematical Theory of Finite Element Methods by Susanne C. Brenner and L. Ridgway Scott

2

 Finite Difference Method for Poisson Equation

3

 Numerical Analysis of PDE by Hall and Porsching

4

 Finite Difference Methods by Mitchell and Griffiths

5

 Finite Element and Fast Iterative Solvers by Elman , Silvester and Wathen

6

 Numerical Methods for Partial Differential Equations (SMA 5212)

 MITOPENCOURSEWARE

7

 Numerical Methods for Partial Differential Equations:
an Overview and Applications BY André Jaun http://www.lifelong-learners.com/pde/