Professor: Jianliang Qian

Office: C306 Wells Hall
Phone: (517) 353-6334
Email: jqian@msu.edu

Lectures: MWF 9:10AM-10:00AM
Location: A302 WH
Office Hours: MWF 2pm-3pm and by appointment
Course Website: (to be updated) http://www.math.msu.edu/~qian/852.23s/index852.html

Description and Contents
This course will develop finite-difference numerical methods for boundary value problems, ordinary differential equations, stiff ODEs, and some elliptic, parabolic, and hyperbolic model equations. We will cover numerical methods for initial value problems and boundary value problems of ordinary differential equations as well as some PDEs. The emphasis will be on discretization, algorithms, analysis, and efficient implementations.

Required Textbook

• R. LeVeque, Finite Difference Methods for Ordinary and Partial Differential Equations. SIAM, 2007.

Recommended Textbook

• Ernst Hairer and Syvert P. Nørsett and Gerhard Wanner, Solving Ordinary Differential Equations I, Nonstiff Problems. Springer, 1991.
• Ernst Hairer and Gerhard Wanner, Solving Ordinary Differential Equations II, Stiff and Differential-Algebraic Problems. Springer, 1991.

Homework and Projects

• This will be a computationally intensive course, including programming and written assignments.
• The computational problems will utilize MATLAB, but other languages (Fortran, C, C++, etc) are acceptable as well.
• Homework due in class. No late homework accepted.

Exams

• Final Project: TBA

Grading based on

• Class participation (10%), assignments (70%), and final project (20%).
  
• 4.0: 90% - 100%; 3.5: 80% - 89%; 3.0: 70% - 79%; 2.5: 60% - 69%; 2.0: less than 60%.

Assignment

Homework Assignment 1: PDF file. TBA