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MATH 542 NUMERICAL SOLUTIONS OF DIFFERENTIAL EQUATIONS


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MATH 542
SPRING 05

D. Short

COMPUTER ENVIRONMENT: MATLAB will be the computing environment for this class. MATLAB code demonstrated in class will be available on the class web site,

http://www.sci.sdsu.edu/Faculty/Don.Short/math542/math542.htm

You will be assigned homework projects requiring the use of a computer for the calculations and the graphical presentations. The student version of MATLAB will be sufficient on your personal computer or you may obtain a student account on ROHAN for access to MATLAB. In addition, all students must have an e-mail address.

OFFICE: GMCS 532

OFFICE HOURS: By appointment.   For short answer questions, I can be reached via e-mail at dshort@sciences.sdsu.edu

GRADING: Four Projects Assignments                                   80%

Final Project (Due in my office before noon on Friday May 20th) 20%

There will be no late assignments collected.
For the Final Project, you must make an individual appointment
with me to turn in this assignment so that I might ask
questions as to your methodology.

OUTLINE:

Introduction: (2 weeks) A brief survey of the theory and analytic solution of both ordinary and partial differential equations. A standard set of initial value and boundary value problems will be developed to be used throughout the course.

Initial Value Problems: (4 weeks) Runge-Kutta and Multi-Step methods will be developed together with error estimates. The numerical solution of stiff equations will also be covered.

Finite Difference Approximations: (4 weeks) Finite Difference Methods will be developed for boundary value, evolution and wave equation problems.

Finite Element Method: (4 weeks) The Finite Element Method will be developed and applied to boundary value problems over non-rectangular regions.

The goal of this course is to provide the techniques to solve a wide variety of practical problems and a basis for further study and exploration of the numerical solution of differential equations.


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Revised 12/06/04
By Don Short, dshort@sciences.sdsu.edu