MTH 652: Advanced Numerical Analysis

Spring 2012

Jay Gopalakrishnan
NH 8
Tue, Thu: 12:00-13:15
Office hours
Tue 13:15-14:15 (in NH 309) or by appointment (email:

We continue with advanced computational techniques for numerical solution of differential equations.

This is the third part of a year-long advanced sequence on techniques for scientific computation. In this quarter, we study numerical techniques for partial differential equations that are not elliptic. We study parabolic and hyperbolic problems and their discretizations. Topics include von Neumann analyses for linear problems as well as an introduction to nonlinear conservation laws.

Previous parts: [MTH 651], [MTH 652]

  1. Partial differential equations with numerical methods, by Stig Larsson and Vidar Thomée. Springer-Verlag, Berlin, 2003.
  2. Finite difference schemes and partial differential equations, by J. Strikwerda, SIAM, 2004.
  3. Numerical methods for conservation laws, by Randall J. LeVeque, Birkhauser-Verlag, 1990.

Students are not required to buy any of these.

Grades will be assigned based on take-home exams.

Jay Gopalakrishnan