| LEC # | TOPICS | NUMERICAL EXAMPLES AND HANDOUTS |
|---|---|---|
| 1 | Introduction, Examples | |
| 2 | Linear Systems | |
| 3 | The Fast Fourier Transform (PDF) | |
| 4 | Wave Equation (PDF) | Supplemental Handout (PDF) |
| 5 | Consistency, Stability, Convergence, Von Neumann Analysis (PDF) | |
| 6 | Conditions for Stability (PDF) | |
| 7 | Multistep Schemes Leap-frog (PDF) | |
| 8 | Dissipation (PDF) | Numerical Example (M) |
| 9 | Dispersion (PDF) | |
| 10 | Group Velocity and Propagation of Wave Packets I (PDF) | Numerical Example (M) |
| 11 | Group Velocity and Propagation of Wave Packets II (PDF) | |
| 12 | Parabolic Equations (PDF) | Supplemental Handout (PDF) |
| 13 | The Du Fort Frankel Scheme (PDF) | Numerical Example (M) |
| 14 | The Convection-Diffusion Equation (PDF) | Numerical Example (M) |
| 15 | Systems of Differential Equations (PDF) | |
| 16 | The Solution of the System ut + Aux = Bu (PDF) | |
| 17 | The Solution of the System ut + Aux = Buy (PDF) | |
| 18 | ADI Methods (PDF) | |
| 19 | Elliptic Equation (PDF) | |
| 20 | Numerical Methods for Elliptic Equations (PDF) | |
| 21 | Detailed Analysis of Jacobi, Gauss-Seidel and SOR(w) (PDF) | |
| 22 | Multigrid, Part I | Numerical Example Mgdemo.m and others located here |
| 23 | Multigrid, Part II | |
| 24 | Numerical Methods for ODEs (PDF) | Numerical Example (M) |
| 25 | Stiff ODEs (PDF) |