Spring 2008

Math 497A: Analytical and numerical methods for differential equations

Mondays 6:00-7:15pm 215 McAllister

• Course Syllabus


• Instructors

  Jinchao Xu, Distinguished Professor

  Office 205 McAllister Building

  Phone: 865-1110

  Email: xu@math.psu.edu

  Office hours: Thursday 4:00-5:00 PM

  Xiantao Li

  Office: 219C McAllister Building

  Phone: 863-9081

  Email: xli@math.psu.edu

  Office hours: M 2:30-3:30pm W 11:00am-12:00pm

  James Brannick

  Office: 230 McAllister Building

  
  

• Financial support

  Science Career & International Education Grant Application

  Pennsylvania Commonwealth Education Abroad Scholarship

  The Sigma Xi Grants-in-Aid of Research (GIAR) program



• Research Projects

  Project I: Singular and Nearly Singular SPD Systems Arising from Discretization for DEs

  Project II: Solving Steady State Different Equations by Multilevel Marching with Related Time-Dependent Problems

  An introduction to multigrid.

  Project III: Upscaling molecular models to PDEs



• Lecture Notes

  Lecture note on iterative methods and multigrid method.

  
  
• Testbooks and references
  Numerical Analysis: Mathematics of Scientic Computing, 3rd Edition, by Cheney and Kincaid, Brooks/Cole 2000.
  Reserved copies available at the Engineering Library (UP) and Physical and Mathematical Sciences Library
  (QA 297.K563 2002)
  Aslak Tveito and Ragnar Winther: Introduction to Partial Differential Equations: A Computational Approach.
  Springer-Verlag, 1998. ISBN: 0-387-98327-9. Now available at the university bookstore.
  Also available online through the Penn State library.
• Homework
  There will be several homework assignment include compute projects. The final exam will be given at the
  end of the summer program. The final grade is based on the homework (70%) and a final exam (30%).
  Homework I


• Sample Matlab code
  LU factorization luf.m