Computational Partial Differential Equations

MATH 5602: Computational Partial Differential Equations

Parabolic PDEs: method of lines, stability and convergence; hyperbolic PDEs: shock capturing, flux limiters; elliptic PDEs: direct solvers and iterative methods.
Prereq: Under semesters 5601 and either 4512 or 4557. Under quarters either 512 or 557; and 556; and either 568 or 572. Not open to students with credit for 606.
Credit Hours


Title: Finite Difference Methods for Ordinary & Partial Differential Equations: Steady-State & Time-Dependent Problems
Author: Leveque
Publisher: Siam
ISBN: 9780898716290

Semester(s) Offered: