Richard S. Falk
Course Web Page
In this course, we study finite difference and finite element methods for the numerical solution of elliptic, parabolic, and hyperbolic partial differential equations and variational inequalities, and methods for the efficient solution of the algebraic equations obtained from the discretization procedures. The course will concentrate on the key ideas underlying the derivation of numerical schemes and a study of their stability and accuracy. Students will have the opportunity to gain computational experience with numerical methods with a minimal of programming by the use of various software packages.