Daily Log
Daily topics and PDFs (handouts and worksheets) will appear here as they occur. See also the Schedule. You do not have to turn-in any handout or worksheet! Note that the recorded lectures are in Announcements at the Canvas site.
- Wednesday 23 April: finite difference schemes for advection
worksheet: von Neumann stability analysis (PDF) - Monday 21 April: advection equation
(start Chapter 10) - Friday 18 April: backward Euler and von Neumann analysis on heat equation
- Wednesday 16 April: maximum principle convergence proof for FTCS on heat equation
- Monday 14 April: local truncation error, refinement paths, stability
- Friday 11 April: RK-Chebyshev, FTCS for heat equation
(start Chapter 9) - Wednesday 9 April: A-stable, A(alpha)-stable, L-stable, BDF
- Monday 7 April: stiffness
(start Chapter 8) - Friday 4 April: worksheet; Project Proposal really due!
worksheet: stable time steps for 2nd-order schemes (solutions on Canvas page) (PDF) - Wednesday 2 April: absolute stability for systems
- Monday 31 March: regions of absolute stability
(start Chapter 7) - Friday 28 March: multistep and zero stability
- Wednesday 26 March: one step convergence; project go!
- Monday 24 March: proof of Euler convergence
(start Chapter 6) - Friday 21 March: Midterm Exam
- Wednesday 19 March: one step error
- Monday 17 March: local truncation error
- Monday 3/10 to Friday 3/14: SPRING BREAK
- Friday 7 March: explicit midpoint, implicit trapezoid
- Wednesday 5 March: direction fields, forward & backward Euler
- Monday 3 March: Lipschitz condition, well-posedness
- Friday 28 February: eigenvalues/vectors, diagonalization
- Wednesday 26 February: examples, matrix exponential
- Monday 24 February: initial value problems
(start Chapter 5) - Friday 21 February: 2D linear advection-diffusion steady state problem
- Wednesday 19 February: 2D Poisson equation
(start Chapter 3) - Monday 17 February: advection-diffusion
- Friday 14 February: advection, boundary layer
worksheet: 1st-order DEs, 2nd-order DEs, singular perturbations (PDF) - Wednesday 12 February: nonlinear BVP
- Monday 10 February: convergence overview; symmetric (self-adjoint) form
handout: why FD methods work (PDF) - Friday 7 February: Neumann boundary conditions, well-posedness
- Wednesday 5 February: stability in 2-norm by eigenvalues
- Monday 3 February: fundamental theorem (Lax equivalence theorem)
- Friday 31 January: definition of convergent, stable
- Wednesday 29 January: definitions of local trucation error, consistent
- Monday 27 January: constructive FD solution of u''=f with b.c.s
- Friday 24 January: solve steady-state heat equation
(start Chapter 2) - Wednesday 22 January: FD intro done
- Friday 17 January: basic finite differences (FD)
(start Chapter 1) - Wednesday 15 January: examples; Taylor's theorem; linear ODEs
- Monday 13 January: examples to get us started