Math 6201 Numerical methods for time dependent differential equations


Numerical methods for time-dependent ordinary and partial differential equations, including implicit methods for hyperbolic and parabolic equations. Stability, accuracy, and convergence theory.


Prior experience with MATLAB (preferred) or compiled programming languages. Solution of elementary PDEs such as wave and diffusion equation (Math 4160 or 4170), and CS 6910 or equivalent. Math 4162 or Math 6210 recommended.

Recommended texts

  • Uri Ascher, Numerical Methods for Evolutionary Differential Equations, SIAM, 2008, ISBN 978-0898716-52-8.
  • Randall LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations, SIAM, 2007, ISBN 978-0-898716-29-0.
  • Dale R. Durran, Numerical Methods for Fluid Dynamics, Springer, 2010, ISBN 978-1-4419-6412-0.